JREE.DE vs. SELD.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - JREE.DE tracks the JP Morgan Europe Research Enhanced Index Equity (ESG) while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 5 years, JREE.DE returned 9.92%/yr vs 11.33%/yr for SELD.DE. Their correlation of 0.82 suggests significant overlap in exposure. JREE.DE charges 0.25%/yr vs 0.30%/yr for SELD.DE.
Performance
JREE.DE vs. SELD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREE.DE achieves a 7.37% return, which is significantly lower than SELD.DE's 14.08% return.
JREE.DE
- 1D
- 0.69%
- 1M
- 3.34%
- YTD
- 7.37%
- 6M
- 9.73%
- 1Y
- 16.00%
- 3Y*
- 13.05%
- 5Y*
- 9.92%
- 10Y*
- —
SELD.DE
- 1D
- 0.52%
- 1M
- 4.00%
- YTD
- 14.08%
- 6M
- 19.29%
- 1Y
- 32.34%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
JREE.DE vs. SELD.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) | 7.37% | 20.14% | 6.61% | 17.08% | -9.48% | 25.69% | -1.97% | 30.84% | -6.54% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -5.04% |
Correlation
The correlation between JREE.DE and SELD.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.82 |
The correlation between JREE.DE and SELD.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
JREE.DE vs. SELD.DE — Risk / Return Rank
JREE.DE
SELD.DE
JREE.DE vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.DE | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.49 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 4.79 | -3.19 |
| Martin ratioReturn relative to average drawdown | 5.79 | 16.20 | -10.42 |
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
| JREE.DE | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.73 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.18 | +0.47 |
Drawdowns
JREE.DE vs. SELD.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for JREE.DE and SELD.DE.
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Drawdown Indicators
| JREE.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -70.30% | +34.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -6.72% | -3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -14.13% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -23.02% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.65% | — |
Current DrawdownCurrent decline from peak | -1.28% | -1.80% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -25.32% | +20.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.99% | +0.77% |
Volatility
JREE.DE vs. SELD.DE - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a higher volatility of 4.22% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that JREE.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 3.83% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 9.59% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 11.81% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 14.87% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 17.42% | -0.72% |
JREE.DE vs. SELD.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.
Dividends
JREE.DE vs. SELD.DE - Dividend Comparison
JREE.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
JREE.DE and SELD.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SELD.DE.
JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JREE.DE and 0.30% for SELD.DE.
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