PortfoliosLab logoPortfoliosLab logo
UWS.DE vs. HPJS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UWS.DE vs. HPJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Waste Management Inc (UWS.DE) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

UWS.DE is traded in EUR, while HPJS.L is traded in GBP. To make them comparable, the HPJS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UWS.DE achieves a 8.21% return, which is significantly lower than HPJS.L's 11.66% return.


UWS.DE

1D
-0.59%
1M
4.59%
6M
8.17%
YTD
8.21%
1Y
6.96%
3Y*
11.15%
5Y*
12.81%
10Y*
25.87%

HPJS.L

1D
2.50%
1M
2.57%
6M
5.84%
YTD
11.66%
1Y
27.65%
3Y*
9.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UWS.DE vs. HPJS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UWS.DE
Waste Management Inc
8.21%-1.36%22.88%10.34%2.66%6.99%
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
11.66%8.99%3.24%12.23%-19.38%-25.72%

Correlation

The correlation between UWS.DE and HPJS.L is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.29

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.06

The correlation between UWS.DE and HPJS.L shifts across timeframes, from -0.29 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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

UWS.DE vs. HPJS.L — Risk / Return Rank

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

UWS.DE
UWS.DE Risk / Return Rank: 5353
Overall Rank
UWS.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UWS.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
UWS.DE Omega Ratio Rank: 4848
Omega Ratio Rank
UWS.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
UWS.DE Martin Ratio Rank: 5656
Martin Ratio Rank

HPJS.L
HPJS.L Risk / Return Rank: 2727
Overall Rank
HPJS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HPJS.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
HPJS.L Omega Ratio Rank: 5050
Omega Ratio Rank
HPJS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HPJS.L Martin Ratio Rank: 1717
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.

UWS.DE vs. HPJS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Management Inc (UWS.DE) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.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.


UWS.DEHPJS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.07

1.26

-0.19

Calmar ratioReturn relative to maximum drawdown

0.41

0.98

-0.58

Martin ratioReturn relative to average drawdown

0.81

1.46

-0.65

UWS.DE vs. HPJS.L - Sharpe Ratio Comparison

The current UWS.DE Sharpe Ratio is 0.31, which is lower than the HPJS.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of UWS.DE and HPJS.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

UWS.DE vs. HPJS.L - Drawdown Comparison

The maximum UWS.DE drawdown since its inception was -30.02%, smaller than the maximum HPJS.L drawdown of -45.31%. Use the drawdown chart below to compare losses from any high point for UWS.DE and HPJS.L.


Loading charts...

Drawdown Indicators


UWS.DEHPJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.02%

-45.31%

+15.29%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-27.25%

+10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-27.25%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-7.26%

-19.31%

+12.05%

Average Drawdown

Average peak-to-trough decline

-4.19%

-33.89%

+29.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.29%

18.28%

-9.99%

Volatility

UWS.DE vs. HPJS.L - Volatility Comparison

The current volatility for Waste Management Inc (UWS.DE) is 7.21%, while HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) has a volatility of 7.74%. This indicates that UWS.DE experiences smaller price fluctuations and is considered to be less risky than HPJS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UWS.DEHPJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

7.74%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

16.43%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.73%

45.68%

-23.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

27.95%

-8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.24%

27.95%

+61.29%

Dividends

UWS.DE vs. HPJS.L - Dividend Comparison

UWS.DE's dividend yield for the trailing twelve months is around 1.50%, while HPJS.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UWS.DE
Waste Management Inc
1.50%1.51%1.48%1.66%1.75%1.57%2.27%1.90%5.85%5.52%

Frequently Asked Questions


UWS.DE and HPJS.L have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for UWS.DE and HPJS.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