H50E.L vs. JREE.DE
Compare and contrast key facts about HSBC EURO STOXX 50 UCITS ETF (H50E.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE).
H50E.L and JREE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H50E.L is a passively managed fund by HSBC that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 5, 2009. JREE.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Europe Research Enhanced Index Equity (ESG). It was launched on Jun 30, 2020. Both H50E.L and JREE.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H50E.L or JREE.DE.
Key characteristics
| H50E.L | JREE.DE | |
|---|---|---|
| YTD Return | 6.20% | 9.52% |
| 1Y Return | 14.86% | 15.31% |
| 3Y Return (Ann) | 8.37% | 7.59% |
| 5Y Return (Ann) | 8.37% | 8.85% |
| Sharpe Ratio | 1.04 | 1.49 |
| Daily Std Dev | 13.04% | 10.82% |
| Max Drawdown | -34.68% | -35.62% |
| Current Drawdown | -6.27% | -2.94% |
Correlation
The correlation between H50E.L and JREE.DE is 0.91, 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.
Performance
H50E.L vs. JREE.DE - Performance Comparison
In the year-to-date period, H50E.L achieves a 6.20% return, which is significantly lower than JREE.DE's 9.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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H50E.L vs. JREE.DE - Expense Ratio Comparison
Both H50E.L and JREE.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
H50E.L vs. JREE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC EURO STOXX 50 UCITS ETF (H50E.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.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.
Dividends
H50E.L vs. JREE.DE - Dividend Comparison
H50E.L's dividend yield for the trailing twelve months is around 2.98%, while JREE.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H50E.L HSBC EURO STOXX 50 UCITS ETF | 2.98% | 2.92% | 2.77% | 2.01% | 2.05% | 3.04% | 3.50% | 2.76% | 2.79% | 2.63% | 2.76% | 2.68% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
H50E.L vs. JREE.DE - Drawdown Comparison
The maximum H50E.L drawdown since its inception was -34.68%, roughly equal to the maximum JREE.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for H50E.L and JREE.DE. For additional features, visit the drawdowns tool.
Volatility
H50E.L vs. JREE.DE - Volatility Comparison
HSBC EURO STOXX 50 UCITS ETF (H50E.L) has a higher volatility of 4.39% compared to JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) at 3.07%. This indicates that H50E.L's price experiences larger fluctuations and is considered to be riskier than JREE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.