IS0D.DE vs. JMLP.DE
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) and JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) are both Energy Equities funds - IS0D.DE tracks the S&P Commodity Producers Oil & Gas Exploration & Production while JMLP.DE tracks the Alerian Midstream Energy Dividend. Both are passively managed. Over the past 5 years, IS0D.DE returned 17.33%/yr vs 23.96%/yr for JMLP.DE. A 0.73 correlation means they provide meaningful diversification when combined. IS0D.DE charges 0.55%/yr vs 0.40%/yr for JMLP.DE.
Performance
IS0D.DE vs. JMLP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly higher than JMLP.DE's 27.39% return.
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
JMLP.DE
- 1D
- -1.02%
- 1M
- 3.28%
- YTD
- 27.39%
- 6M
- 23.64%
- 1Y
- 25.58%
- 3Y*
- 24.31%
- 5Y*
- 23.96%
- 10Y*
- —
IS0D.DE vs. JMLP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | 3.80% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 27.39% | -5.93% | 44.53% | 15.63% | 34.66% | 55.73% | 7.58% |
Correlation
The correlation between IS0D.DE and JMLP.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.73 |
The correlation between IS0D.DE and JMLP.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
IS0D.DE vs. JMLP.DE — Risk / Return Rank
IS0D.DE
JMLP.DE
IS0D.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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.
| IS0D.DE | JMLP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.22 | -0.19 |
| Martin ratioReturn relative to average drawdown | 5.02 | 6.04 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS0D.DE | JMLP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.30 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.16 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.35 | -1.26 |
Drawdowns
IS0D.DE vs. JMLP.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, 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 IS0D.DE and JMLP.DE.
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Drawdown Indicators
| IS0D.DE | JMLP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -22.29% | -57.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -11.02% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -22.29% | -8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -22.29% | -10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | — | — |
Current DrawdownCurrent decline from peak | -9.82% | -5.15% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -5.87% | -21.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 4.05% | +3.13% |
Volatility
IS0D.DE vs. JMLP.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 6.65%. This indicates that IS0D.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.
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Volatility by Period
| IS0D.DE | JMLP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 6.65% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 15.30% | +7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 18.80% | +8.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 20.38% | +9.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 21.66% | +11.46% |
IS0D.DE vs. JMLP.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.
Dividends
IS0D.DE vs. JMLP.DE - Dividend Comparison
IS0D.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production 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
IS0D.DE and JMLP.DE have a correlation of 0.70, 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 0.55% for IS0D.DE.
IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.55% for IS0D.DE and 0.40% for JMLP.DE.
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