ESGP.DE vs. JMLP.DE
ESGP.DE (Gold Miners Screened UCITS ETF) and JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) are both exchange-traded funds - ESGP.DE is a Gold fund tracking the VettaFi Gold Miners Screened Index, while JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend. Both are passively managed. Over the past 3 years, ESGP.DE returned 10.79%/yr vs 24.87%/yr for JMLP.DE. At a 0.36 correlation, their price movements are largely independent. ESGP.DE charges 0.60%/yr vs 0.40%/yr for JMLP.DE.
Performance
ESGP.DE vs. JMLP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGP.DE achieves a 11.07% return, which is significantly lower than JMLP.DE's 34.01% return.
ESGP.DE
- 1D
- 0.00%
- 1M
- 3.62%
- 6M
- 9.14%
- YTD
- 11.07%
- 1Y
- 15.42%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
JMLP.DE
- 1D
- 0.00%
- 1M
- 5.39%
- 6M
- 31.51%
- YTD
- 34.01%
- 1Y
- 36.54%
- 3Y*
- 24.87%
- 5Y*
- 20.75%
- 10Y*
- —
ESGP.DE vs. JMLP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESGP.DE Gold Miners Screened UCITS ETF | 11.07% | 5.79% | 12.94% | 2.10% | -2.36% | 2.90% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 34.01% | -5.93% | 40.86% | 9.97% | 28.08% | 5.76% |
Correlation
The correlation between ESGP.DE and JMLP.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2021 | 0.36 |
The correlation between ESGP.DE and JMLP.DE shifts across timeframes, from -0.01 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESGP.DE vs. JMLP.DE — Risk / Return Rank
ESGP.DE
JMLP.DE
ESGP.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Miners Screened UCITS ETF (ESGP.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.
| ESGP.DE | JMLP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.33 | -0.88 |
| Martin ratioReturn relative to average drawdown | 6.94 | 9.43 | -2.49 |
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Drawdowns
ESGP.DE vs. JMLP.DE - Drawdown Comparison
The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum JMLP.DE drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and JMLP.DE.
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Drawdown Indicators
| ESGP.DE | JMLP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -22.29% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -11.02% | +4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -22.29% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.29% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -6.40% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.89% | -1.66% |
Volatility
ESGP.DE vs. JMLP.DE - Volatility Comparison
The current volatility for Gold Miners Screened UCITS ETF (ESGP.DE) is 2.19%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 5.32%. This indicates that ESGP.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
| ESGP.DE | JMLP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 5.32% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 16.12% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 19.46% | -7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 20.40% | -5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 21.42% | -6.98% |
ESGP.DE vs. JMLP.DE - Expense Ratio Comparison
ESGP.DE has a 0.60% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.
Dividends
ESGP.DE vs. JMLP.DE - Dividend Comparison
ESGP.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESGP.DE Gold Miners Screened 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 | 2.74% | 3.38% | 3.34% | 6.50% | 6.31% | 6.46% | 4.11% |
Frequently Asked Questions
ESGP.DE and JMLP.DE have a correlation of -0.01, 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 ESGP.DE.
ESGP.DE is categorized as Gold, while JMLP.DE is Energy Equities. ESGP.DE tracks VettaFi Gold Miners Screened Index, while JMLP.DE tracks Alerian Midstream Energy Dividend. Their fees differ too: 0.60% for ESGP.DE and 0.40% for JMLP.DE.
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