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

Performance

ESIF.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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, ESIF.DE achieves a 3.87% return, which is significantly lower than JMLP.DE's 27.39% return.


ESIF.DE

1D
0.61%
1M
3.50%
YTD
3.87%
6M
10.14%
1Y
22.51%
3Y*
28.94%
5Y*
19.48%
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)

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


2026 (YTD)202520242023202220212020
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
3.87%47.69%25.31%21.61%-2.88%29.09%3.24%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.39%-5.93%44.53%15.63%34.66%55.73%1.01%

Correlation

The correlation between ESIF.DE and JMLP.DE is -0.11, 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

-0.11

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

0.12

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

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.27

The correlation between ESIF.DE and JMLP.DE shifts across timeframes, from -0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ESIF.DE
ESIF.DE Risk / Return Rank: 3636
Overall Rank
ESIF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.


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

-0.05

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.22

1.22

0.00

Calmar ratioReturn relative to maximum drawdown

1.81

2.22

-0.40

Martin ratioReturn relative to average drawdown

6.04

6.04

0.00

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

The current ESIF.DE Sharpe Ratio is 1.25, which is comparable to the JMLP.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ESIF.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


ESIF.DEJMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.30

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.16

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

1.35

-0.18

Drawdowns

ESIF.DE vs. JMLP.DE - Drawdown Comparison

The maximum ESIF.DE drawdown since its inception was -22.93%, roughly equal to the maximum JMLP.DE drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and JMLP.DE.


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Drawdown Indicators


ESIF.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.93%

-22.29%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-11.02%

-1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-22.29%

+5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-22.29%

-0.64%

Current Drawdown

Current decline from peak

-2.65%

-5.15%

+2.50%

Average Drawdown

Average peak-to-trough decline

-4.14%

-5.87%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

4.05%

-0.33%

Volatility

ESIF.DE vs. JMLP.DE - Volatility Comparison

The current volatility for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) is 5.37%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 6.65%. This indicates that ESIF.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


ESIF.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

6.65%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

15.30%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

18.80%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

20.38%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

21.66%

-2.82%

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

ESIF.DE has a 0.18% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.


Dividends

ESIF.DE vs. JMLP.DE - Dividend Comparison

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


PositionTTM202520242023202220212020
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
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


ESIF.DE and JMLP.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for JMLP.DE.

ESIF.DE is categorized as Financials Equities, while JMLP.DE is Energy Equities. ESIF.DE tracks MSCI World/Financials NR USD, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.18% for ESIF.DE and 0.40% for JMLP.DE.

Portfolio Optimizer

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