5MVL.DE vs. JMLP.DE
5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) are both exchange-traded funds - 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus, while JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend. Both are passively managed. Over the past 5 years, 5MVL.DE returned 17.14%/yr vs 19.33%/yr for JMLP.DE. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
5MVL.DE vs. JMLP.DE - Performance Comparison
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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*
- —
5MVL.DE vs. JMLP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
5MVL.DE
JMLP.DE
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.DE | JMLP.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | JMLP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.63% | -3.17% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -6.44% | -0.18% |
Ulcer IndexDepth 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.DE | JMLP.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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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