PortfoliosLab logoPortfoliosLab logo
SUAP.L vs. HKOD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUAP.L vs. HKOD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) and HSBC MSCI KOREA CAPPED UCITS ETF (HKOD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SUAP.L is traded in GBP, while HKOD.L is traded in USD. To make them comparable, the HKOD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUAP.L achieves a 13.09% return, which is significantly lower than HKOD.L's 72.55% return.


SUAP.L

1D
-0.52%
1M
-1.84%
6M
11.30%
YTD
13.09%
1Y
20.13%
3Y*
14.19%
5Y*
9.38%
10Y*

HKOD.L

1D
0.00%
1M
-19.96%
6M
54.32%
YTD
72.55%
1Y
140.31%
3Y*
37.06%
5Y*
15.49%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUAP.L vs. HKOD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SUAP.L
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)
13.09%10.67%13.28%22.38%-20.64%18.23%
HKOD.L
HSBC MSCI KOREA CAPPED UCITS ETF
72.55%85.32%-21.55%13.96%-19.93%-6.95%

Correlation

The correlation between SUAP.L and HKOD.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

0.50

The correlation between SUAP.L and HKOD.L has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SUAP.L vs. HKOD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUAP.L
SUAP.L Risk / Return Rank: 5959
Overall Rank
SUAP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SUAP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
SUAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
SUAP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
SUAP.L Martin Ratio Rank: 6363
Martin Ratio Rank

HKOD.L
HKOD.L Risk / Return Rank: 9292
Overall Rank
HKOD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HKOD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HKOD.L Omega Ratio Rank: 9090
Omega Ratio Rank
HKOD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
HKOD.L Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUAP.L vs. HKOD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) and HSBC MSCI KOREA CAPPED UCITS ETF (HKOD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SUAP.LHKOD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.39

5.73

-3.34

Martin ratioReturn relative to average drawdown

8.99

18.17

-9.17

SUAP.L vs. HKOD.L - Sharpe Ratio Comparison

The current SUAP.L Sharpe Ratio is 1.55, which is lower than the HKOD.L Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of SUAP.L and HKOD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SUAP.L vs. HKOD.L - Drawdown Comparison

The maximum SUAP.L drawdown since its inception was -27.13%, smaller than the maximum HKOD.L drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for SUAP.L and HKOD.L.


Loading charts...

Drawdown Indicators


SUAP.LHKOD.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-44.38%

+17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-24.53%

+15.77%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-29.12%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-39.67%

+12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-2.78%

-24.53%

+21.75%

Average Drawdown

Average peak-to-trough decline

-7.07%

-15.51%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

7.76%

-5.42%

Volatility

SUAP.L vs. HKOD.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) is 4.49%, while HSBC MSCI KOREA CAPPED UCITS ETF (HKOD.L) has a volatility of 20.24%. This indicates that SUAP.L experiences smaller price fluctuations and is considered to be less risky than HKOD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUAP.LHKOD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

20.24%

-15.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

40.06%

-28.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

43.91%

-30.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

28.07%

-11.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

25.99%

-9.55%

SUAP.L vs. HKOD.L - Expense Ratio Comparison

SUAP.L has a 1.00% expense ratio, which is higher than HKOD.L's 0.50% expense ratio.


Dividends

SUAP.L vs. HKOD.L - Dividend Comparison

SUAP.L's dividend yield for the trailing twelve months is around 0.89%, more than HKOD.L's 0.43% yield.


PositionTTM202520242023202220212020201920182017
HKOD.L
HSBC MSCI KOREA CAPPED UCITS ETF
0.43%0.68%1.54%1.08%0.72%0.61%0.02%0.29%0.56%0.10%
SUAP.L
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)
0.89%0.92%1.09%1.22%1.42%0.55%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUAP.L and HKOD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HKOD.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HKOD.L is cheaper with a 0.50% expense ratio, compared with 1.00% for SUAP.L.

SUAP.L tracks iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist), while HKOD.L tracks HSBC MSCI KOREA CAPPED UCITS ETF. They also come from different issuers: iShares and HSBC. Their fees differ too: 1.00% for SUAP.L and 0.50% for HKOD.L.

Portfolio Optimizer

Find the right allocation for SUAP.L and HKOD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer