JMLP.DE vs. 5MVL.DE
JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, JMLP.DE returned 19.33%/yr vs 17.14%/yr for 5MVL.DE. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
JMLP.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JMLP.DE achieves a 30.05% return, which is significantly lower than 5MVL.DE's 45.16% return.
JMLP.DE
- 1D
- 0.00%
- 1M
- -1.15%
- YTD
- 30.05%
- 6M
- 31.37%
- 1Y
- 32.86%
- 3Y*
- 23.81%
- 5Y*
- 19.33%
- 10Y*
- —
5MVL.DE
- 1D
- 0.92%
- 1M
- 1.98%
- YTD
- 45.16%
- 6M
- 47.98%
- 1Y
- 73.89%
- 3Y*
- 34.16%
- 5Y*
- 17.14%
- 10Y*
- —
JMLP.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 30.05% | -5.93% | 40.86% | 9.97% | 28.08% | 44.11% | 1.59% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.16% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | 11.82% |
Correlation
The correlation between JMLP.DE and 5MVL.DE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.24 |
The correlation between JMLP.DE and 5MVL.DE shifts across timeframes, from -0.10 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JMLP.DE vs. 5MVL.DE — Risk / Return Rank
JMLP.DE
5MVL.DE
JMLP.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| JMLP.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.60 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 7.55 | -4.56 |
| Martin ratioReturn relative to average drawdown | 8.41 | 23.11 | -14.70 |
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Drawdowns
JMLP.DE vs. 5MVL.DE - Drawdown Comparison
The maximum JMLP.DE drawdown since its inception was -22.29%, smaller than the maximum 5MVL.DE drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and 5MVL.DE.
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Drawdown Indicators
| JMLP.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -32.22% | +9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.73% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -22.29% | -19.14% | -3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.29% | -20.60% | -1.69% |
Current DrawdownCurrent decline from peak | -3.17% | -4.63% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -6.62% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.19% | +0.73% |
Volatility
JMLP.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) is 6.84%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.52%. This indicates that JMLP.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMLP.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 10.52% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 18.15% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 20.93% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 17.27% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 19.46% | +1.97% |
JMLP.DE vs. 5MVL.DE - Expense Ratio Comparison
Both JMLP.DE and 5MVL.DE have an expense ratio of 0.40%.
Dividends
JMLP.DE vs. 5MVL.DE - Dividend Comparison
JMLP.DE's dividend yield for the trailing twelve months is around 2.83%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 2.83% | 3.38% | 3.34% | 6.50% | 6.31% | 6.46% | 4.11% |
Frequently Asked Questions
JMLP.DE and 5MVL.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JMLP.DE and 5MVL.DE have the same expense ratio: 0.40% per year.
JMLP.DE is categorized as Energy Equities, while 5MVL.DE is Emerging Markets Equities. JMLP.DE tracks Alerian Midstream Energy Dividend, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: HANetf and iShares.
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