SXRU.DE vs. H412.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and H412.DE (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while H412.DE tracks the FTSE USA ESG Low Carbon Select. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 13.98%/yr for H412.DE. Their correlation of 0.87 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.12%/yr for H412.DE.
Performance
SXRU.DE vs. H412.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly lower than H412.DE's 15.33% return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
H412.DE
- 1D
- 0.46%
- 1M
- 7.70%
- YTD
- 15.33%
- 6M
- 15.89%
- 1Y
- 32.34%
- 3Y*
- 18.35%
- 5Y*
- 13.98%
- 10Y*
- —
SXRU.DE vs. H412.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 6.06% |
H412.DE HSBC USA Sustainable Equity UCITS ETF USD | 15.33% | 6.12% | 26.73% | 17.60% | -13.13% | 39.39% | 7.92% |
Correlation
The correlation between SXRU.DE and H412.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2020 | 0.87 |
The correlation between SXRU.DE and H412.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. H412.DE — Risk / Return Rank
SXRU.DE
H412.DE
SXRU.DE vs. H412.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and HSBC USA Sustainable Equity UCITS ETF USD (H412.DE). 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.
| SXRU.DE | H412.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.54 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 5.88 | -3.09 |
| Martin ratioReturn relative to average drawdown | 9.23 | 19.52 | -10.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRU.DE | H412.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.90 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.94 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.06 | -0.40 |
Drawdowns
SXRU.DE vs. H412.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than H412.DE's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and H412.DE.
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Drawdown Indicators
| SXRU.DE | H412.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -24.35% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -5.54% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -24.35% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.35% | +3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.12% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 1.67% | +0.54% |
Volatility
SXRU.DE vs. H412.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.91%, while HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) has a volatility of 3.27%. This indicates that SXRU.DE experiences smaller price fluctuations and is considered to be less risky than H412.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRU.DE | H412.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.27% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.70% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.23% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.70% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 14.81% | +1.20% |
SXRU.DE vs. H412.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than H412.DE's 0.12% expense ratio.
Dividends
SXRU.DE vs. H412.DE - Dividend Comparison
Neither SXRU.DE nor H412.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and H412.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H412.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H412.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while H412.DE tracks FTSE USA ESG Low Carbon Select. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.33% for SXRU.DE and 0.12% for H412.DE.
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