Converting between Shein and H&M trips people up because the two brands are cut differently. Shein tends to run noticeably small, while H&M runs slightly small. H&M generally runs larger than Shein, so the same body usually takes a smaller size label at H&M. The converter above corrects for this automatically by reading the body-measurement range behind each size rather than matching the letter on the tag.
As a quick guide: a size S in Shein converts to about a XS in H&M, a M lands around a S, and a L is roughly a M. When your measurement falls near a boundary the tool flags it as a between-sizes case — worth checking the garment's own measurements before you order.