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5MVL.DE vs. JMLP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVL.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5MVL.DE achieves a 45.16% return, which is significantly higher than JMLP.DE's 30.05% return.


5MVL.DE

1D
0.92%
1M
1.98%
YTD
45.16%
6M
47.98%
1Y
73.89%
3Y*
34.16%
5Y*
17.14%
10Y*

JMLP.DE

1D
0.00%
1M
-1.15%
YTD
30.05%
6M
31.37%
1Y
32.86%
3Y*
23.81%
5Y*
19.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVL.DE vs. JMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
45.16%27.25%21.00%14.59%-10.56%13.09%11.82%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
30.05%-5.93%40.86%9.97%28.08%44.11%1.59%

Correlation

The correlation between 5MVL.DE and JMLP.DE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.24

The correlation between 5MVL.DE and JMLP.DE shifts across timeframes, from -0.10 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

5MVL.DE vs. JMLP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5MVL.DE
5MVL.DE Risk / Return Rank: 9595
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9494
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9494
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 5757
Overall Rank
JMLP.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5MVL.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.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.


5MVL.DEJMLP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.80

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.60

1.28

+0.32

Calmar ratioReturn relative to maximum drawdown

7.55

2.99

+4.56

Martin ratioReturn relative to average drawdown

23.11

8.41

+14.70

5MVL.DE vs. JMLP.DE - Sharpe Ratio Comparison

The current 5MVL.DE Sharpe Ratio is 3.51, which is higher than the JMLP.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of 5MVL.DE and JMLP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

5MVL.DE vs. JMLP.DE - Drawdown Comparison

The maximum 5MVL.DE drawdown since its inception was -32.22%, which is greater than JMLP.DE's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for 5MVL.DE and JMLP.DE.


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Drawdown Indicators


5MVL.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-22.29%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-11.02%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-22.29%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.60%

-22.29%

+1.69%

Current Drawdown

Current decline from peak

-4.63%

-3.17%

-1.46%

Average Drawdown

Average peak-to-trough decline

-6.62%

-6.44%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.92%

-0.73%

Volatility

5MVL.DE vs. JMLP.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a higher volatility of 10.52% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 6.84%. This indicates that 5MVL.DE's price experiences larger fluctuations and is considered to be riskier than JMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5MVL.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

6.84%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

15.71%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.93%

19.25%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

20.38%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

21.43%

-1.97%

5MVL.DE vs. JMLP.DE - Expense Ratio Comparison

Both 5MVL.DE and JMLP.DE have an expense ratio of 0.40%.


Dividends

5MVL.DE vs. JMLP.DE - Dividend Comparison

5MVL.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.83%.


PositionTTM202520242023202220212020
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.83%3.38%3.34%6.50%6.31%6.46%4.11%

Frequently Asked Questions


5MVL.DE and JMLP.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

5MVL.DE and JMLP.DE have the same expense ratio: 0.40% per year.

5MVL.DE is categorized as Emerging Markets Equities, while JMLP.DE is Energy Equities. 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: iShares and HANetf.

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