USDV.L vs. HIUS.L

Last updated Jun 5, 2026

USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) and HIUS.L (HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - USDV.L tracks the S&P High Yield Dividend Aristocrats Index while HIUS.L tracks the MSCI USA Islamic ESG Universal Screened Select Index. Both are passively managed. Over the past 3 years, USDV.L returned 6.93%/yr vs 19.10%/yr for HIUS.L. At a 0.41 correlation, their price movements are largely independent. USDV.L charges 0.35%/yr vs 0.30%/yr for HIUS.L.

Performance

USDV.L vs. HIUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USDV.L achieves a 7.22% return, which is significantly lower than HIUS.L's 27.34% return.

USDV.L

• 1D: 0.13%
• 1M: 1.22%
• YTD: 7.22%
• 6M: 6.65%
• 1Y: 14.81%
• 3Y*: 6.93%
• 5Y*: 6.79%
• 10Y*: 9.84%

HIUS.L

• 1D: -0.76%
• 1M: 12.69%
• YTD: 27.34%
• 6M: 25.93%
• 1Y: 50.05%
• 3Y*: 19.10%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

USDV.L vs. HIUS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	7.22%	1.15%	9.34%	-3.52%	-2.53%
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating	27.34%	10.31%	9.54%	23.06%	-3.81%

Correlation

The correlation between USDV.L and HIUS.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (All Time) Calculated using the full available price history since Nov 21, 2022	0.41

Over the past year, the correlation between USDV.L and HIUS.L has dropped to 0.21 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Return for Risk

USDV.L vs. HIUS.L — Risk / Return Rank

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

USDV.L

USDV.L Risk / Return Rank: 41
USDV.L Sharpe Ratio Rank: 42
USDV.L Sortino Ratio Rank: 43
USDV.L Omega Ratio Rank: 39
USDV.L Calmar Ratio Rank: 43
USDV.L Martin Ratio Rank: 35

HIUS.L

HIUS.L Risk / Return Rank: 92
HIUS.L Sharpe Ratio Rank: 93
HIUS.L Sortino Ratio Rank: 93
HIUS.L Omega Ratio Rank: 92
HIUS.L Calmar Ratio Rank: 94
HIUS.L Martin Ratio Rank: 90

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.

USDV.L vs. HIUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.

	USDV.L	HIUS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.44	3.44	-2.00
Sortino ratio: Return per unit of downside risk	2.15	4.54	-2.40
Omega ratio: Gain probability vs. loss probability	1.25	1.60	-0.35
Calmar ratio: Return relative to maximum drawdown	2.12	7.20	-5.09
Martin ratio: Return relative to average drawdown	5.42	20.58	-15.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USDV.L vs. HIUS.L - Sharpe Ratio Comparison

The current USDV.L Sharpe Ratio is 1.44, which is lower than the HIUS.L Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of USDV.L and HIUS.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.

Sharpe Ratios by Period

	USDV.L	HIUS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	3.44	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	1.18	-0.34

Drawdowns

USDV.L vs. HIUS.L - Drawdown Comparison

The maximum USDV.L drawdown since its inception was -27.80%, which is greater than HIUS.L's maximum drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for USDV.L and HIUS.L.

Drawdown Indicators

	USDV.L	HIUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.80%	-25.20%	-2.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-6.86%	+0.26%
Max Drawdown (3Y) Largest decline over 3 years	-16.30%	-25.20%	+8.90%
Max Drawdown (5Y) Largest decline over 5 years	-16.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.80%	—	—
Current Drawdown Current decline from peak	-3.68%	-0.76%	-2.92%
Average Drawdown Average peak-to-trough decline	-4.14%	-3.87%	-0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.41%	+0.17%

Volatility

USDV.L vs. HIUS.L - Volatility Comparison

The current volatility for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) is 2.53%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 5.46%. This indicates that USDV.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USDV.L	HIUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	5.46%	-2.93%
Volatility (6M) Calculated over the trailing 6-month period	7.19%	10.84%	-3.65%
Volatility (1Y) Calculated over the trailing 1-year period	9.69%	14.36%	-4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.78%	15.67%	-2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.33%	15.67%	-0.34%

USDV.L vs. HIUS.L - Expense Ratio Comparison

USDV.L has a 0.35% expense ratio, which is higher than HIUS.L's 0.30% expense ratio.

Dividends

USDV.L vs. HIUS.L - Dividend Comparison

USDV.L's dividend yield for the trailing twelve months is around 2.04%, while HIUS.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	2.04%	2.20%	1.99%	2.29%	2.11%	2.12%	2.57%	2.65%	2.19%	3.07%	1.65%	2.00%

Frequently Asked Questions

Can I hold both USDV.L and HIUS.L in my portfolio?

USDV.L and HIUS.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USDV.L or HIUS.L?

On fees, HIUS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USDV.L or HIUS.L?

HIUS.L is cheaper with a 0.30% expense ratio, compared with 0.35% for USDV.L.

What is the main difference between USDV.L and HIUS.L?

USDV.L tracks S&P High Yield Dividend Aristocrats Index, while HIUS.L tracks MSCI USA Islamic ESG Universal Screened Select Index. They also come from different issuers: State Street and HSBC. Their fees differ too: 0.35% for USDV.L and 0.30% for HIUS.L.