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

Performance

ECLM.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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, ECLM.DE achieves a 18.15% return, which is significantly lower than JMLP.DE's 27.39% return.


ECLM.DE

1D
-1.47%
1M
5.70%
YTD
18.15%
6M
17.28%
1Y
37.06%
3Y*
4.30%
5Y*
-0.34%
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)

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


2026 (YTD)202520242023202220212020
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
18.15%12.83%-11.47%1.02%-23.37%14.89%7.80%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.39%-5.93%44.53%15.63%34.66%55.73%-7.94%

Correlation

The correlation between ECLM.DE and JMLP.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

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

0.16

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

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.30

The correlation between ECLM.DE and JMLP.DE shifts across timeframes, from -0.09 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ECLM.DE
ECLM.DE Risk / Return Rank: 3939
Overall Rank
ECLM.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ECLM.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ECLM.DE Omega Ratio Rank: 5353
Omega Ratio Rank
ECLM.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
ECLM.DE Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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.


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

-0.01

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

1.87

2.22

-0.35

Martin ratioReturn relative to average drawdown

3.63

6.04

-2.41

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

The current ECLM.DE Sharpe Ratio is 1.29, which is comparable to the JMLP.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ECLM.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


ECLM.DEJMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.30

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

1.16

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

1.35

-1.25

Drawdowns

ECLM.DE vs. JMLP.DE - Drawdown Comparison

The maximum ECLM.DE drawdown since its inception was -49.88%, 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 ECLM.DE and JMLP.DE.


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Drawdown Indicators


ECLM.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.88%

-22.29%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-11.02%

-8.75%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-22.29%

-13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

-22.29%

-27.59%

Current Drawdown

Current decline from peak

-16.23%

-5.15%

-11.08%

Average Drawdown

Average peak-to-trough decline

-24.19%

-5.87%

-18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

4.05%

+6.14%

Volatility

ECLM.DE vs. JMLP.DE - Volatility Comparison

HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) have volatilities of 6.50% and 6.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECLM.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.65%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

15.30%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

28.64%

18.80%

+9.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

20.38%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

21.66%

+1.69%

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

ECLM.DE has a 0.65% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.


Dividends

ECLM.DE vs. JMLP.DE - Dividend Comparison

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


PositionTTM202520242023202220212020
ECLM.DE
HANetf iClima Global Decarbonisation Enablers 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
2.77%3.38%5.41%11.39%11.27%14.07%8.95%

Frequently Asked Questions


ECLM.DE and JMLP.DE have a correlation of -0.09, 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 0.65% for ECLM.DE.

ECLM.DE is categorized as Global Equities, while JMLP.DE is Energy Equities. ECLM.DE tracks iClima Global Decarbonisation Enablers, while JMLP.DE tracks Alerian Midstream Energy Dividend. Their fees differ too: 0.65% for ECLM.DE and 0.40% for JMLP.DE.

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