JREM.DE vs. H41E.DE
Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE).
JREM.DE and H41E.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. H41E.DE is a passively managed fund by HSBC that tracks the performance of the MSCI Emerging Markets Value SRI ESG Target Select. It was launched on Dec 7, 2022. Both JREM.DE and H41E.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.
Performance
JREM.DE vs. H41E.DE - Performance Comparison
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JREM.DE vs. H41E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 8.08% | 19.77% | 12.75% | 4.21% | -3.09% |
H41E.DE HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) | 10.05% | 22.02% | 17.74% | 11.43% | -2.00% |
Returns By Period
In the year-to-date period, JREM.DE achieves a 8.08% return, which is significantly lower than H41E.DE's 10.05% return.
JREM.DE
- 1D
- 3.73%
- 1M
- -5.07%
- YTD
- 8.08%
- 6M
- 11.86%
- 1Y
- 27.32%
- 3Y*
- 14.05%
- 5Y*
- 4.32%
- 10Y*
- —
H41E.DE
- 1D
- 3.49%
- 1M
- -4.43%
- YTD
- 10.05%
- 6M
- 17.06%
- 1Y
- 35.57%
- 3Y*
- 18.56%
- 5Y*
- —
- 10Y*
- —
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JREM.DE vs. H41E.DE - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is lower than H41E.DE's 0.35% expense ratio.
Return for Risk
JREM.DE vs. H41E.DE — Risk / Return Rank
JREM.DE
H41E.DE
JREM.DE vs. H41E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.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.
| JREM.DE | H41E.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.94 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.54 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.36 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 3.35 | -0.74 |
Martin ratioReturn relative to average drawdown | 9.27 | 12.19 | -2.91 |
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
| JREM.DE | H41E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.94 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.15 | -0.73 |
Correlation
The correlation between JREM.DE and H41E.DE is 0.94, 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.
Dividends
JREM.DE vs. H41E.DE - Dividend Comparison
Neither JREM.DE nor H41E.DE has paid dividends to shareholders.
Drawdowns
JREM.DE vs. H41E.DE - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.28%, which is greater than H41E.DE's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for JREM.DE and H41E.DE.
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Drawdown Indicators
| JREM.DE | H41E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.28% | -20.92% | -9.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -14.27% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.75% | — | — |
Current DrawdownCurrent decline from peak | -6.84% | -6.66% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -3.19% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.99% | +0.05% |
Volatility
JREM.DE vs. H41E.DE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 7.90% compared to HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) at 6.64%. This indicates that JREM.DE's price experiences larger fluctuations and is considered to be riskier than H41E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREM.DE | H41E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 6.64% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 12.87% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 18.30% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 15.43% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 15.43% | +3.37% |