H41E.DE vs. JREM.DE
Compare and contrast key facts about HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE).
H41E.DE and JREM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H41E.DE is a passively managed fund by HSBC that tracks the performance of the MSCI Emerging Markets Value SRI ESG Target Select. It was launched on Dec 7, 2022. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. Both H41E.DE and JREM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
H41E.DE vs. JREM.DE - Performance Comparison
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H41E.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
H41E.DE HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) | 10.05% | 22.02% | 17.74% | 11.43% | -2.00% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 8.08% | 19.77% | 12.75% | 4.21% | -3.09% |
Returns By Period
In the year-to-date period, H41E.DE achieves a 10.05% return, which is significantly higher than JREM.DE's 8.08% return.
H41E.DE
- 1D
- 3.49%
- 1M
- -4.43%
- YTD
- 10.05%
- 6M
- 17.06%
- 1Y
- 35.57%
- 3Y*
- 18.56%
- 5Y*
- —
- 10Y*
- —
JREM.DE
- 1D
- 3.73%
- 1M
- -5.07%
- YTD
- 8.08%
- 6M
- 11.86%
- 1Y
- 27.32%
- 3Y*
- 14.05%
- 5Y*
- 4.32%
- 10Y*
- —
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H41E.DE vs. JREM.DE - Expense Ratio Comparison
H41E.DE has a 0.35% expense ratio, which is higher than JREM.DE's 0.30% expense ratio.
Return for Risk
H41E.DE vs. JREM.DE — Risk / Return Rank
H41E.DE
JREM.DE
H41E.DE vs. JREM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE). 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.
| H41E.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.45 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.96 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.61 | +0.74 |
Martin ratioReturn relative to average drawdown | 12.19 | 9.27 | +2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| H41E.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.45 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.43 | +0.73 |
Correlation
The correlation between H41E.DE and JREM.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
H41E.DE vs. JREM.DE - Dividend Comparison
Neither H41E.DE nor JREM.DE has paid dividends to shareholders.
Drawdowns
H41E.DE vs. JREM.DE - Drawdown Comparison
The maximum H41E.DE drawdown since its inception was -20.92%, smaller than the maximum JREM.DE drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for H41E.DE and JREM.DE.
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Drawdown Indicators
| H41E.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.92% | -30.28% | +9.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -13.91% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.75% | — |
Current DrawdownCurrent decline from peak | -6.66% | -6.84% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -10.90% | +7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.04% | -0.05% |
Volatility
H41E.DE vs. JREM.DE - Volatility Comparison
The current volatility for HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) is 6.64%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a volatility of 7.90%. This indicates that H41E.DE experiences smaller price fluctuations and is considered to be less risky than JREM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H41E.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 7.90% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 13.60% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 18.83% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 16.46% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 18.80% | -3.37% |