HSBC FTSE 100 UCITS ETF

10-Year Study

HUKX.LSE · · GB · ETF

Executive Summary: HSBC FTSE 100 UCITS ETF has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 24.0% and an annualized volatility of 13.0%.

1Y CAGR
+26.0%
3Y CAGR
+16.8%
5Y CAGR
+12.6%
10Y CAGR
+9.4%

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 →
24.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.16.7-6.24.3————————7.5%
20256.32.0-1.9-0.94.20.14.31.11.74.10.42.526.2%
2024-1.00.34.82.82.1-0.82.20.7-1.3-1.32.6-1.69.6%
20234.11.6-2.13.2-5.01.52.3-2.72.6-3.52.33.47.4%
20221.20.61.70.41.0-5.13.3-1.3-4.93.07.2-1.45.1%
2021-1.11.34.43.81.30.4-0.12.1-0.42.3-2.14.617.5%
2020-3.6-8.9-13.43.83.31.7-4.31.8-1.3-4.612.23.5-11.6%
20193.62.43.12.1-2.84.12.4-4.13.1-1.81.53.017.4%
2018-2.0-3.1-2.06.52.9-0.31.4-3.41.5-4.9-1.9-3.4-8.7%
2017-0.13.21.4-1.34.8-2.61.01.6-1.11.9-1.95.112.4%
2016———1.60.14.33.91.81.61.1-2.25.118.5%

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 13.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 65.1% of variance. Idiosyncratic stock-specific factors contribute 8.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110160.466771432815
2016-05-0110169.381736192041
2016-06-0110611.07070658283
2016-07-0111022.773406127835
2016-08-0111220.619541585773
2016-09-0111403.001216601077
2016-10-0111528.181462750419
2016-11-0111276.163255383542
2016-12-0111854.810526870386
2017-01-0111837.401334822644
2017-02-0112214.301215671867
2017-03-0112381.920288267433
2017-04-0112225.251238522347
2017-05-0112816.551057411847
2017-06-0112477.943474864169
2017-07-0112608.501094931535
2017-08-0112806.47293278403
2017-09-0112670.123804830833
2017-10-0112916.933027603727
2017-11-0112677.02753127714
2017-12-0113323.391838325118
2018-01-0113060.186117842622
2018-02-0112660.670182906182
2018-03-0112413.26452231746
2018-04-0113221.280457890667
2018-05-0113605.548668783342
2018-06-0113569.578209270574
2018-07-0113762.58963724553
2018-08-0113296.365115977087
2018-09-0113501.821788531404
2018-10-0112841.489421966618
2018-11-0112594.76203546185
2018-12-0112168.59648536105
2019-01-0112606.903754747036
2019-02-0112910.64059685478
2019-03-0113316.84281432049
2019-04-0113592.218554814901
2019-05-0113207.973220343
2019-06-0113745.91649993215
2019-07-0114074.354688008309
2019-08-0113493.586277053078
2019-09-0113917.7240800837
2019-10-0113671.874251946938
2019-11-0113873.621170905779
2019-12-0114288.375396310408
2020-01-0113770.850383538524
2020-02-0112541.754774297224
2020-03-0110856.055475839223
2020-04-0111269.58310057951
2020-05-0111638.120352519514
2020-06-0111836.26906991407
2020-07-0111331.432216292644
2020-08-0111537.086050576512
2020-09-0111387.96268209572
2020-10-0110867.49250702884
2020-11-0112196.933059677884
2020-12-0112625.784584584719
2021-01-0112489.336639927355
2021-02-0112656.50761768303
2021-03-0113211.43534257959
2021-04-0113714.134547975369
2021-05-0113888.031665117127
2021-06-0113945.403841701018
2021-07-0113929.31676527033
2021-08-0114226.973196240213
2021-09-0114170.468908609359
2021-10-0114493.350484831542
2021-11-0114192.667055298536
2021-12-0114840.448285398115
2022-01-0115021.034279302421
2022-02-0115109.308962759971
2022-03-0115359.762139938699
2022-04-0115415.190292435656
2022-05-0115567.104584250768
2022-06-0114768.528356078234
2022-07-0115255.381512899308
2022-08-0115062.805208597818
2022-09-0114321.805629759798
2022-10-0114755.102019638914
2022-11-0115815.317523069456
2022-12-0115593.436287918199
2023-01-0116230.821481893032
2023-02-0116490.93699885604
2023-03-0116152.868545152562
2023-04-0116667.413019721032
2023-05-0115833.936099506112
2023-06-0116065.693816607236
2023-07-0116439.907958489817
2023-08-0115990.029936980414
2023-09-0116404.313191124384
2023-10-0115836.029409926547
2023-11-0116193.918041755744
2023-12-0116740.5116743092
2024-01-0116569.15879250044
2024-02-0116623.33510951839
2024-03-0117419.332433967684
2024-04-0117907.735291416593
2024-05-0118274.864346362407
2024-06-0118132.643053452197
2024-07-0118535.05179433919
2024-08-0118657.34041373493
2024-09-0118405.975717316116
2024-10-0118162.50149934892
2024-11-0118641.55969267109
2024-12-0118343.979909502767
2025-01-0119502.73689253021
2025-02-0119895.82974169597
2025-03-0119510.601664488375
2025-04-0119325.417745848063
2025-05-0120130.167305877887
2025-06-0120157.60179453022
2025-07-0121021.531240063792
2025-08-0121259.246967659674
2025-09-0121627.473383284436
2025-10-0122513.08118549292
2025-11-0122592.319682745085
2025-12-0123149.320435874586
2026-01-0123855.476159963066
2026-02-0125456.503693315593
2026-03-0123866.946208667207
2026-04-0124885.77237093442
Annual Return Matrix
YearAnnual Return
20170.12388062281771717
2018-0.08667427686411411
20190.1742007727431405
2020-0.11635968160208121
20210.17540800620955954
20220.05073889872053039
20230.0735614245129379
20240.09578370520504031
20250.2619573587671944
20260.07501092482908667
Total Factor Risk
0.12978791736962375
VTI.US Exposure
0.049170143164525004
VEA.US Exposure
0.6509220879704318
VWO.US Exposure
0.05462014805684888
QQQ.US Exposure
-0.06755921260905795
VTV.US Exposure
0.03354340763732678
IJR.US Exposure
-0.036675550860696786
QUAL.US Exposure
-0.03350772878968331
SHV.US Exposure
0.2147501661793748
TLT.US Exposure
0.04742348891985531
LQD.US Exposure
-0.03746249197696725
HYG.US Exposure
0.002693180923404299
GLD.US Exposure
0.005307872250081789
USO.US Exposure
-0.0020556977427234587
VNQ.US Exposure
-0.008673076174479068
BTC-USD.CC Exposure
-0.0005736265749376011
CPER.US Exposure
-0.003510306004870611
VIX.INDX Exposure
0.028886684579473014
UUP.US Exposure
0.01860240580701392
TIP.US Exposure
0.001398722286499306
Idiosyncratic Exposure
0.08269938295858117
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.0%

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 →13.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.75%
Market Cap$58.5B
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 →
+2.2%
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 →
+10.0%
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 →
2.2% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HSBC FTSE 100 UCITS ETF a high-risk investment?

HSBC FTSE 100 UCITS ETF (HUKX.LSE) has an annualized volatility of 13.0% and experienced a maximum drawdown of 24.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of HUKX.LSE?

Over the past 10 years, HUKX.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 80% 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.

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