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JMLP.DE's Sharpe Ratio of 1.72 indicates that for each unit of volatility, it generates 1.72 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JMLP.DE Sharpe Ratio Rank


JMLP.DE Sharpe Ratio Rank: 58.458
Average

JMLP.DE ranks above 58.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

JMLP.DE Sharpe Ratio Market Positioning

The chart shows JMLP.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.


  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.89+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares HANetf Alerian Midstream Energy Dividend UCITS ETF's Sharpe Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how JMLP.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LYM9.DEAmundi MSCI New Energy ESG Screened UCITS ETF Dist3.61
D6RD.DEDeka Future Energy ESG UCITS ETF3.33
AMEE.DEAmundi Global Hydrogen ESG Screened UCITS ETF EUR Acc3.06
RENW.DEL&G Clean Energy UCITS ETF2.95
G1CD.DEInvesco Global Clean Energy UCITS ETF Dist2.90
OIGS.DEAmundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist2.90
WRNW.DEWisdomTree Renewable Energy UCITS ETF USD Unhedged Acc2.89
G1CE.DEInvesco Global Clean Energy UCITS ETF Acc2.74
LOGS.DEAmundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc2.73
QCLN.DEFirst Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc2.73
JMLP.DEHANetf Alerian Midstream Energy Dividend UCITS ETF1.72

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JMLP.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JMLP.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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Sharpe Ratio Calculator

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