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

Performance

JMLP.DE vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.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, JMLP.DE achieves a 27.39% return, which is significantly higher than ASWC.DE's 13.04% return.


JMLP.DE

1D
-1.02%
1M
0.18%
YTD
27.39%
6M
24.82%
1Y
24.53%
3Y*
24.31%
5Y*
23.96%
10Y*

ASWC.DE

1D
-0.80%
1M
8.16%
YTD
13.04%
6M
14.70%
1Y
17.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.39%-5.93%44.53%8.61%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.35%

Correlation

The correlation between JMLP.DE and ASWC.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.27

The correlation between JMLP.DE and ASWC.DE shifts across timeframes, from 0.13 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
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.

JMLP.DE vs. ASWC.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 HANetf Future of Defence UCITS ETF Acc EUR (ASWC.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.


JMLP.DEASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratioReturn relative to maximum drawdown

2.22

1.36

+0.86

Martin ratioReturn relative to average drawdown

6.04

3.10

+2.94

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

The current JMLP.DE Sharpe Ratio is 1.30, which is higher than the ASWC.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of JMLP.DE and ASWC.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


JMLP.DEASWC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.84

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

1.91

-0.56

Drawdowns

JMLP.DE vs. ASWC.DE - Drawdown Comparison

The maximum JMLP.DE drawdown since its inception was -22.29%, which is greater than ASWC.DE's maximum drawdown of -12.58%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and ASWC.DE.


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Drawdown Indicators


JMLP.DEASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-12.58%

-9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-12.58%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-22.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Current Drawdown

Current decline from peak

-5.15%

-2.83%

-2.32%

Average Drawdown

Average peak-to-trough decline

-5.87%

-2.47%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

5.51%

-1.46%

Volatility

JMLP.DE vs. ASWC.DE - Volatility Comparison

HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 6.65% compared to HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) at 5.89%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than ASWC.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.DEASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

5.89%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

15.89%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

20.35%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

19.12%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

19.12%

+2.54%

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

JMLP.DE has a 0.40% expense ratio, which is lower than ASWC.DE's 0.49% expense ratio.


Dividends

JMLP.DE vs. ASWC.DE - Dividend Comparison

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


PositionTTM202520242023202220212020
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
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


JMLP.DE and ASWC.DE have a correlation of 0.13, 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 0.49% for ASWC.DE.

JMLP.DE is categorized as Energy Equities, while ASWC.DE is Aerospace & Defense. JMLP.DE tracks Alerian Midstream Energy Dividend, while ASWC.DE tracks EQM Future of Defence Index. Their fees differ too: 0.40% for JMLP.DE and 0.49% for ASWC.DE.

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