HSBC EURO STOXX 50 UCITS ETF

10-Year Study

50E.PA · · FR · ETF

Executive Summary: HSBC EURO STOXX 50 UCITS ETF has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 24.9% and an annualized volatility of 17.5%.

1Y CAGR
+13.0%
3Y CAGR
+14.7%
5Y CAGR
+11.1%
10Y CAGR
+10.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.93.5-9.36.8————————3.2%
20258.23.2-3.6-1.15.3-1.00.40.63.32.40.32.021.6%
20243.15.24.4-2.32.1-1.6-0.11.61.1-3.5-0.11.911.7%
20239.62.01.31.3-0.13.41.8-3.8-2.9-2.78.23.022.3%
2022-2.7-6.2-0.2-1.91.1-8.77.4-5.2-5.49.19.6-3.8-8.7%
2021-1.84.48.01.92.40.80.92.4-3.15.2-4.45.924.1%
2020-2.3-8.4-16.05.05.16.4-1.53.2-2.2-7.417.82.1-2.4%
20195.03.92.45.3-5.26.0-0.0-1.04.21.22.80.927.9%
20183.1-4.5-2.15.9-2.3-0.03.9-3.70.3-5.8-0.8-4.7-10.9%
2017-1.52.85.62.21.2-2.90.3-0.75.02.6-2.9-1.99.7%
2016———1.32.7-6.14.51.2-0.61.9-0.17.912.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 76.5% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110130.634467467651
2016-05-0110403.117763633796
2016-06-019766.210530370803
2016-07-0110209.648630949068
2016-08-0110329.967598200566
2016-09-0110271.969661300609
2016-10-0110469.162646760462
2016-11-0110457.56305938047
2016-12-0111284.258375458527
2017-01-0111113.645994290093
2017-02-0111428.332955241001
2017-03-0112064.255721678388
2017-04-0112323.940949111628
2017-05-0112475.420431538892
2017-06-0112109.198772412672
2017-07-0112142.499432861505
2017-08-0112055.951958018912
2017-09-0112664.138441717423
2017-10-0112996.331791001974
2017-11-0112619.837434565057
2017-12-0112376.20329667978
2018-01-0112759.503315085029
2018-02-0112187.271271973941
2018-03-0111928.741722988156
2018-04-0112627.24233720985
2018-05-0112334.470463855087
2018-06-0112329.33411519974
2018-07-0112813.820202115321
2018-08-0112341.661351972572
2018-09-0112383.822213851876
2018-10-0111661.651592910128
2018-11-0111573.820030903698
2018-12-0111029.110256004178
2019-01-0111579.89804347919
2019-02-0112028.729310145573
2019-03-0112318.54778302351
2019-04-0112970.60724481978
2019-05-0112297.360344820207
2019-06-0113030.702524087334
2019-07-0113027.149882934053
2019-08-0112893.776029516883
2019-09-0113435.789221372348
2019-10-0113595.315650026323
2019-11-0113970.525919299404
2019-12-0114102.872502985501
2020-01-0113779.710566753269
2020-02-0112615.428735302552
2020-03-0110594.874780100074
2020-04-0111128.712617012445
2020-05-0111695.337479508107
2020-06-0112438.695538653164
2020-07-0112256.86879625389
2020-08-0112649.371439333303
2020-09-0112367.942335925763
2020-10-0111447.765474320397
2020-11-0113486.25384691113
2020-12-0113763.95909754354
2021-01-0113513.904523839077
2021-02-0114111.561492794131
2021-03-0115239.888883657422
2021-04-0115522.901694567026
2021-05-0115895.286972079664
2021-06-0116016.333588724001
2021-07-0116155.18621404021
2021-08-0116544.86386535918
2021-09-0116034.09679449041
2021-10-0116866.48489699481
2021-11-0116126.80788771942
2021-12-0117080.242606868156
2022-01-0116617.885622076024
2022-02-0115579.487135586765
2022-03-0115541.478155537196
2022-04-0115242.885087039711
2022-05-0115417.863364565188
2022-06-0114080.871809578435
2022-07-0115122.694528504597
2022-08-0114333.237740177805
2022-09-0113563.256273835868
2022-10-0114797.178432471997
2022-11-0116214.297026482158
2022-12-0115590.530285195759
2023-01-0117093.42590175021
2023-02-0117434.137029221543
2023-03-0117659.665538096724
2023-04-0117897.007648879207
2023-05-0117887.20578352859
2023-06-0118489.314254651606
2023-07-0118822.748888194532
2023-08-0118115.64488997513
2023-09-0117591.052480642385
2023-10-0117108.663736094404
2023-11-0118513.58350204812
2023-12-0119062.316750060996
2024-01-0119645.20671663193
2024-02-0120659.335955724677
2024-03-0121563.889756836696
2024-04-0121059.115092732496
2024-05-0121495.276699382353
2024-06-0121147.973924469996
2024-07-0121135.86070222447
2024-08-0121474.902516382812
2024-09-0121702.742382152897
2024-10-0120936.39916277517
2024-11-0120907.37879287246
2024-12-0121296.799626758664
2025-01-0123032.500246116706
2025-02-0123775.601487828997
2025-03-0122930.50092240261
2025-04-0122668.204717736236
2025-05-0123879.69815391069
2025-06-0123642.39884603367
2025-07-0123746.4527092099
2025-08-0123899.216278801006
2025-09-0124699.54500511495
2025-10-0125304.050438943796
2025-11-0125380.710442624848
2025-12-0125887.28282875842
2026-01-0126628.029910670335
2026-02-0127569.351407573547
2026-03-0125005.457370446307
2026-04-0126704.73271725685
Annual Return Matrix
YearAnnual Return
20170.09676709668364736
2018-0.10884541958332183
20190.278695395696855
2020-0.024031515946146165
20210.24093965158008013
2022-0.08721845210052026
20230.2226855919174171
20240.11721990070753185
20250.21554802986604504
20260.03157727653017006
Total Factor Risk
0.17464939939540222
VTI.US Exposure
-0.02069617808547736
VEA.US Exposure
0.7650841551748341
VWO.US Exposure
-0.030268949326875235
QQQ.US Exposure
-0.050957506041373904
VTV.US Exposure
-0.04029051303017187
IJR.US Exposure
0.009485966140153441
QUAL.US Exposure
0.15329896783082636
SHV.US Exposure
0.19680629807225158
TLT.US Exposure
0.0197312313405729
LQD.US Exposure
-0.02759689047234752
HYG.US Exposure
0.03029062386010907
GLD.US Exposure
-0.01643199230424637
USO.US Exposure
0.0041717935784348365
VNQ.US Exposure
-0.06139577412058028
BTC-USD.CC Exposure
0.0012600283658774625
CPER.US Exposure
0.04900011564751707
VIX.INDX Exposure
-0.012583088621000008
UUP.US Exposure
-0.022222682820080556
TIP.US Exposure
-0.004701188224382988
Idiosyncratic Exposure
0.05801558303595924
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HSBC EURO STOXX 50 UCITS ETF a high-risk investment?

HSBC EURO STOXX 50 UCITS ETF (50E.PA) has an annualized volatility of 17.5% and experienced a maximum drawdown of 24.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 50E.PA?

Over the past 10 years, 50E.PA has generated a Compound Annual Growth Rate (CAGR) of 10.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on HSBC EURO STOXX 50 UCITS ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest