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JREE.DE vs. H4ZA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREE.DE vs. H4ZA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JREE.DE having a 7.37% return and H4ZA.DE slightly lower at 7.24%.


JREE.DE

1D
0.69%
1M
3.34%
YTD
7.37%
6M
9.73%
1Y
16.00%
3Y*
13.05%
5Y*
9.92%
10Y*

H4ZA.DE

1D
0.77%
1M
4.72%
YTD
7.24%
6M
8.63%
1Y
15.73%
3Y*
16.60%
5Y*
12.12%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREE.DE vs. H4ZA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JREE.DE
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
7.37%20.14%6.61%17.08%-9.48%25.69%-1.97%30.84%-6.54%
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR
7.24%22.26%13.81%22.59%-8.87%23.72%-2.73%30.07%-7.76%

Correlation

The correlation between JREE.DE and H4ZA.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.94

The correlation between JREE.DE and H4ZA.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

JREE.DE vs. H4ZA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREE.DE
JREE.DE Risk / Return Rank: 3535
Overall Rank
JREE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JREE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
JREE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
JREE.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
JREE.DE Martin Ratio Rank: 3838
Martin Ratio Rank

H4ZA.DE
H4ZA.DE Risk / Return Rank: 2929
Overall Rank
H4ZA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
H4ZA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
H4ZA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
H4ZA.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
H4ZA.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JREE.DE vs. H4ZA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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.


JREE.DEH4ZA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.60

1.43

+0.17

Martin ratioReturn relative to average drawdown

5.79

4.85

+0.94

JREE.DE vs. H4ZA.DE - Sharpe Ratio Comparison

The current JREE.DE Sharpe Ratio is 1.22, which is comparable to the H4ZA.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JREE.DE and H4ZA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JREE.DEH4ZA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.98

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.69

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.41

+0.23

Drawdowns

JREE.DE vs. H4ZA.DE - Drawdown Comparison

The maximum JREE.DE drawdown since its inception was -35.62%, smaller than the maximum H4ZA.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for JREE.DE and H4ZA.DE.


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Drawdown Indicators


JREE.DEH4ZA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-38.41%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-10.97%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-16.40%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

-23.26%

+4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

-1.28%

-0.50%

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.59%

-7.84%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.24%

-0.48%

Volatility

JREE.DE vs. H4ZA.DE - Volatility Comparison

The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) is 4.22%, while HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a volatility of 4.95%. This indicates that JREE.DE experiences smaller price fluctuations and is considered to be less risky than H4ZA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREE.DEH4ZA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.95%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

12.99%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

15.99%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

17.50%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

18.17%

-1.47%

JREE.DE vs. H4ZA.DE - Expense Ratio Comparison

JREE.DE has a 0.25% expense ratio, which is higher than H4ZA.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JREE.DE vs. H4ZA.DE - Dividend Comparison

JREE.DE has not paid dividends to shareholders, while H4ZA.DE's dividend yield for the trailing twelve months is around 2.44%.


PositionTTM20252024202320222021202020192018201720162015
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR
2.44%2.49%5.35%2.93%2.94%1.94%2.06%2.84%3.55%2.73%2.85%2.70%
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%

Frequently Asked Questions


With a correlation of 0.94, JREE.DE and H4ZA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for JREE.DE.

JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: JPMorgan and HSBC. Their fees differ too: 0.25% for JREE.DE and 0.05% for H4ZA.DE.

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