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ASWA.DE vs. JMLP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASWA.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf European Green Deal UCITS ETF Acc (ASWA.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, ASWA.DE achieves a -10.58% return, which is significantly lower than JMLP.DE's 27.39% return.


ASWA.DE

1D
-0.09%
1M
0.41%
YTD
-10.58%
6M
-9.71%
1Y
0.26%
3Y*
5Y*
10Y*

JMLP.DE

1D
-1.02%
1M
0.18%
YTD
27.39%
6M
24.82%
1Y
24.53%
3Y*
24.31%
5Y*
23.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWA.DE vs. JMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-10.58%26.07%-11.37%-2.40%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.39%-5.93%44.53%6.66%

Correlation

The correlation between ASWA.DE and JMLP.DE is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2023

0.10

The correlation between ASWA.DE and JMLP.DE shifts across timeframes, from -0.12 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ASWA.DE vs. JMLP.DE — Risk / Return Rank

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

ASWA.DE
ASWA.DE Risk / Return Rank: 1010
Overall Rank
ASWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 99
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 3838
Overall Rank
JMLP.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 3333
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 3939
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.

ASWA.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf European Green Deal UCITS ETF Acc (ASWA.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.


ASWA.DEJMLP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.06

1.22

-0.16

Calmar ratioReturn relative to maximum drawdown

0.01

2.22

-2.21

Martin ratioReturn relative to average drawdown

0.03

6.04

-6.01

ASWA.DE vs. JMLP.DE - Sharpe Ratio Comparison

The current ASWA.DE Sharpe Ratio is 0.01, which is lower than the JMLP.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ASWA.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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Sharpe Ratios by Period


ASWA.DEJMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.30

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

1.35

-1.38

Drawdowns

ASWA.DE vs. JMLP.DE - Drawdown Comparison

The maximum ASWA.DE drawdown since its inception was -30.36%, 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 ASWA.DE and JMLP.DE.


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Drawdown Indicators


ASWA.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.36%

-22.29%

-8.07%

Max Drawdown (1Y)

Largest decline over 1 year

-30.36%

-11.02%

-19.34%

Max Drawdown (3Y)

Largest decline over 3 years

-22.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Current Drawdown

Current decline from peak

-23.85%

-5.15%

-18.70%

Average Drawdown

Average peak-to-trough decline

-8.15%

-5.87%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

4.05%

+6.49%

Volatility

ASWA.DE vs. JMLP.DE - Volatility Comparison

HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a higher volatility of 7.52% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 6.65%. This indicates that ASWA.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


ASWA.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

6.65%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

37.06%

15.30%

+21.76%

Volatility (1Y)

Calculated over the trailing 1-year period

33.68%

18.80%

+14.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

20.38%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

21.66%

+3.06%

ASWA.DE vs. JMLP.DE - Expense Ratio Comparison

ASWA.DE has a 0.60% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.


Dividends

ASWA.DE vs. JMLP.DE - Dividend Comparison

ASWA.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.77%.


PositionTTM202520242023202220212020
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.77%3.38%5.41%11.39%11.27%14.07%8.95%

Frequently Asked Questions


ASWA.DE and JMLP.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JMLP.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JMLP.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for ASWA.DE.

ASWA.DE is categorized as Europe Equities, while JMLP.DE is Energy Equities. ASWA.DE tracks SGI European Green Deal ESG Screened, while JMLP.DE tracks Alerian Midstream Energy Dividend. Their fees differ too: 0.60% for ASWA.DE and 0.40% for JMLP.DE.

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