JREE.DE vs. SC0D.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - JREE.DE tracks the JP Morgan Europe Research Enhanced Index Equity (ESG) while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, JREE.DE returned 10.51%/yr vs 12.12%/yr for SC0D.DE. Their correlation of 0.94 suggests significant overlap in exposure. JREE.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
JREE.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREE.DE achieves a 10.88% return, which is significantly higher than SC0D.DE's 9.71% return.
JREE.DE
- 1D
- -0.45%
- 1M
- 0.56%
- 6M
- 7.06%
- YTD
- 10.88%
- 1Y
- 21.28%
- 3Y*
- 14.08%
- 5Y*
- 10.51%
- 10Y*
- —
SC0D.DE
- 1D
- -0.83%
- 1M
- -1.04%
- 6M
- 5.51%
- YTD
- 9.71%
- 1Y
- 18.75%
- 3Y*
- 15.56%
- 5Y*
- 12.12%
- 10Y*
- 10.85%
JREE.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 10.88% | 20.14% | 6.61% | 17.07% | -9.47% | 25.67% | -1.97% | 30.89% | -6.92% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 9.71% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -9.71% |
Correlation
The correlation between JREE.DE and SC0D.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 10, 2018 | 0.94 |
The correlation between JREE.DE and SC0D.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. SC0D.DE — Risk / Return Rank
JREE.DE
SC0D.DE
JREE.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREE.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.71 | +0.42 |
| Martin ratioReturn relative to average drawdown | 8.09 | 6.00 | +2.09 |
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Drawdowns
JREE.DE vs. SC0D.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.61%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for JREE.DE and SC0D.DE.
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Drawdown Indicators
| JREE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.61% | -38.50% | +2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -10.93% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -16.54% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.01% | -23.38% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.96% | -2.85% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -7.06% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.12% | -0.50% |
Volatility
JREE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) is 3.16%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that JREE.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.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.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 4.14% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 13.36% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 16.12% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 17.55% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 17.90% | -1.26% |
JREE.DE vs. SC0D.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is higher than SC0D.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. SC0D.DE - Dividend Comparison
Neither JREE.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, JREE.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.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 SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.25% for JREE.DE and 0.05% for SC0D.DE.
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