JREE.DE vs. H50E.L
Compare and contrast key facts about JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and HSBC EURO STOXX 50 UCITS ETF (H50E.L).
JREE.DE and H50E.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both JREE.DE and H50E.L 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: JREE.DE or H50E.L.
Key characteristics
| JREE.DE | H50E.L | |
|---|---|---|
| YTD Return | 7.63% | 5.27% |
| 1Y Return | 16.26% | 14.11% |
| 3Y Return (Ann) | 5.22% | 5.82% |
| 5Y Return (Ann) | 7.68% | 7.84% |
| Sharpe Ratio | 1.39 | 0.97 |
| Sortino Ratio | 1.98 | 1.41 |
| Omega Ratio | 1.24 | 1.17 |
| Calmar Ratio | 2.10 | 1.31 |
| Martin Ratio | 7.92 | 3.33 |
| Ulcer Index | 1.97% | 3.77% |
| Daily Std Dev | 11.28% | 13.03% |
| Max Drawdown | -35.62% | -34.68% |
| Current Drawdown | -4.62% | -7.09% |
Correlation
The correlation between JREE.DE and H50E.L 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
JREE.DE vs. H50E.L - Performance Comparison
In the year-to-date period, JREE.DE achieves a 7.63% return, which is significantly higher than H50E.L's 5.27% 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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JREE.DE vs. H50E.L - Expense Ratio Comparison
Both JREE.DE and H50E.L 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
JREE.DE vs. H50E.L - Risk-Adjusted Performance 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 (H50E.L). 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
JREE.DE vs. H50E.L - Dividend Comparison
JREE.DE has not paid dividends to shareholders, while H50E.L's dividend yield for the trailing twelve months is around 3.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
H50E.L HSBC EURO STOXX 50 UCITS ETF | 3.01% | 2.92% | 2.77% | 2.01% | 2.05% | 3.04% | 3.50% | 2.76% | 2.79% | 2.63% | 2.76% | 2.68% |
Drawdowns
JREE.DE vs. H50E.L - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, roughly equal to the maximum H50E.L drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for JREE.DE and H50E.L. For additional features, visit the drawdowns tool.
Volatility
JREE.DE vs. H50E.L - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and HSBC EURO STOXX 50 UCITS ETF (H50E.L) have volatilities of 5.28% and 5.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.