D5BL.DE vs. JMLP.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend. Both are passively managed. Over the past 5 years, D5BL.DE returned 15.51%/yr vs 20.86%/yr for JMLP.DE. At a 0.34 correlation, their price movements are largely independent. D5BL.DE charges 0.15%/yr vs 0.40%/yr for JMLP.DE.
Performance
D5BL.DE vs. JMLP.DE - Performance Comparison
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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*
- —
D5BL.DE vs. JMLP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.
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Return for Risk
D5BL.DE vs. JMLP.DE — Risk / Return Rank
D5BL.DE
JMLP.DE
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.DE | JMLP.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| D5BL.DE | JMLP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.94% | 0.00% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -6.39% | -0.94% |
Ulcer IndexDepth 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.
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Volatility by Period
| D5BL.DE | JMLP.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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