PortfoliosLab logoPortfoliosLab logo
D5BL.DE vs. JMLP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BL.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, D5BL.DE achieves a 15.58% return, which is significantly lower than JMLP.DE's 34.65% return.


D5BL.DE

1D
-0.29%
1M
0.47%
6M
12.06%
YTD
15.58%
1Y
33.61%
3Y*
21.43%
5Y*
15.51%
10Y*
11.14%

JMLP.DE

1D
0.00%
1M
7.34%
6M
30.27%
YTD
34.65%
1Y
37.75%
3Y*
24.73%
5Y*
20.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BL.DE vs. JMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF
15.58%35.80%10.37%14.11%-4.61%26.80%15.63%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
34.65%-5.93%40.86%9.97%28.08%44.11%1.59%

Correlation

The correlation between D5BL.DE and JMLP.DE is -0.14, 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

-0.14

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

0.12

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

0.30

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

0.34

The correlation between D5BL.DE and JMLP.DE shifts across timeframes, from -0.14 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

D5BL.DE vs. JMLP.DE — Risk / Return Rank

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

D5BL.DE
D5BL.DE Risk / Return Rank: 8585
Overall Rank
D5BL.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
D5BL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
D5BL.DE Omega Ratio Rank: 8787
Omega Ratio Rank
D5BL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
D5BL.DE Martin Ratio Rank: 8383
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 7575
Overall Rank
JMLP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 7070
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 7070
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.

D5BL.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.


D5BL.DEJMLP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.42

1.32

+0.09

Calmar ratioReturn relative to maximum drawdown

3.34

3.44

-0.10

Martin ratioReturn relative to average drawdown

12.75

9.74

+3.01

D5BL.DE vs. JMLP.DE - Sharpe Ratio Comparison

The current D5BL.DE Sharpe Ratio is 2.26, which is comparable to the JMLP.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of D5BL.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.


Loading charts...

Drawdowns

D5BL.DE vs. JMLP.DE - Drawdown Comparison

The maximum D5BL.DE drawdown since its inception was -40.39%, 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 D5BL.DE and JMLP.DE.


Loading charts...

Drawdown Indicators


D5BL.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.39%

-22.29%

-18.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-11.02%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-22.29%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

-22.29%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.39%

Current Drawdown

Current decline from peak

-1.94%

0.00%

-1.94%

Average Drawdown

Average peak-to-trough decline

-7.33%

-6.39%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.89%

-1.26%

Volatility

D5BL.DE vs. JMLP.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 4.01%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 5.30%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than JMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


D5BL.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

5.30%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

16.10%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

19.42%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

20.39%

-4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

21.41%

-4.09%

D5BL.DE vs. JMLP.DE - Expense Ratio Comparison

D5BL.DE has a 0.15% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.


Dividends

D5BL.DE vs. JMLP.DE - Dividend Comparison

D5BL.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM202520242023202220212020
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.73%3.38%3.34%6.50%6.31%6.46%4.11%

Frequently Asked Questions


D5BL.DE and JMLP.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for JMLP.DE.

D5BL.DE is categorized as Europe Equities, while JMLP.DE is Energy Equities. D5BL.DE tracks MSCI Europe Enhanced Value, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: Xtrackers and HANetf. Their fees differ too: 0.15% for D5BL.DE and 0.40% for JMLP.DE.

Portfolio Optimizer

Find the right allocation for D5BL.DE and JMLP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer