DBXJ.DE vs. JMLP.DE
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE).
DBXJ.DE and JMLP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBXJ.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Japan. It was launched on Jan 9, 2007. JMLP.DE is a passively managed fund by HANetf that tracks the performance of the Alerian Midstream Energy Dividend. It was launched on Jul 27, 2020. Both DBXJ.DE and JMLP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBXJ.DE or JMLP.DE.
Key characteristics
| DBXJ.DE | JMLP.DE | |
|---|---|---|
| YTD Return | 11.76% | 42.16% |
| 1Y Return | 16.68% | 42.22% |
| 3Y Return (Ann) | 3.59% | 24.21% |
| Sharpe Ratio | 0.97 | 2.75 |
| Sortino Ratio | 1.34 | 3.78 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 1.27 | 6.05 |
| Martin Ratio | 4.54 | 24.93 |
| Ulcer Index | 3.55% | 1.72% |
| Daily Std Dev | 16.56% | 15.59% |
| Max Drawdown | -51.22% | -19.49% |
| Current Drawdown | -2.26% | -0.39% |
Correlation
The correlation between DBXJ.DE and JMLP.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DBXJ.DE vs. JMLP.DE - Performance Comparison
In the year-to-date period, DBXJ.DE achieves a 11.76% return, which is significantly lower than JMLP.DE's 42.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DBXJ.DE vs. JMLP.DE - Expense Ratio Comparison
DBXJ.DE has a 0.12% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.
Risk-Adjusted Performance
DBXJ.DE vs. JMLP.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.
Dividends
DBXJ.DE vs. JMLP.DE - Dividend Comparison
DBXJ.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 3.09%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 3.09% | 7.00% | 8.29% | 7.61% | 4.84% |
Drawdowns
DBXJ.DE vs. JMLP.DE - Drawdown Comparison
The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than JMLP.DE's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and JMLP.DE. For additional features, visit the drawdowns tool.
Volatility
DBXJ.DE vs. JMLP.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) is 4.55%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 5.05%. This indicates that DBXJ.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.