IQQC.DE vs. JMLP.DE
Compare and contrast key facts about iShares China Large Cap UCITS ETF (IQQC.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE).
IQQC.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. IQQC.DE is a passively managed fund by iShares that tracks the performance of the FTSE China 50. It was launched on Oct 21, 2004. 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 IQQC.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: IQQC.DE or JMLP.DE.
Key characteristics
| IQQC.DE | JMLP.DE | |
|---|---|---|
| YTD Return | 28.94% | 42.16% |
| 1Y Return | 13.06% | 42.22% |
| 3Y Return (Ann) | -6.69% | 24.21% |
| Sharpe Ratio | 0.59 | 2.75 |
| Sortino Ratio | 1.05 | 3.78 |
| Omega Ratio | 1.12 | 1.50 |
| Calmar Ratio | 0.31 | 6.05 |
| Martin Ratio | 1.64 | 24.93 |
| Ulcer Index | 10.22% | 1.72% |
| Daily Std Dev | 29.03% | 15.59% |
| Max Drawdown | -67.50% | -19.49% |
| Current Drawdown | -35.22% | -0.39% |
Correlation
The correlation between IQQC.DE and JMLP.DE is 0.26, 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
IQQC.DE vs. JMLP.DE - Performance Comparison
In the year-to-date period, IQQC.DE achieves a 28.94% 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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IQQC.DE vs. JMLP.DE - Expense Ratio Comparison
IQQC.DE has a 0.74% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.
Risk-Adjusted Performance
IQQC.DE vs. JMLP.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS ETF (IQQC.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
IQQC.DE vs. JMLP.DE - Dividend Comparison
IQQC.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 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IQQC.DE iShares China Large Cap UCITS ETF | 0.00% | 0.00% | 2.51% | 1.85% | 2.51% | 2.45% | 3.03% | 2.38% | 2.33% | 2.63% | 2.36% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 3.09% | 7.00% | 8.29% | 7.61% | 4.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IQQC.DE vs. JMLP.DE - Drawdown Comparison
The maximum IQQC.DE drawdown since its inception was -67.50%, 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 IQQC.DE and JMLP.DE. For additional features, visit the drawdowns tool.
Volatility
IQQC.DE vs. JMLP.DE - Volatility Comparison
iShares China Large Cap UCITS ETF (IQQC.DE) has a higher volatility of 11.14% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 5.05%. This indicates that IQQC.DE's price experiences larger fluctuations and is considered to be riskier than JMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.