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

Performance

JMLP.DE vs. BIZD - 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 VanEck BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JMLP.DE is traded in EUR, while BIZD is traded in USD. To make them comparable, the BIZD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JMLP.DE achieves a 27.39% return, which is significantly higher than BIZD's -5.87% 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*

BIZD

1D
2.11%
1M
-4.31%
YTD
-5.87%
6M
-8.48%
1Y
-12.14%
3Y*
3.14%
5Y*
5.46%
10Y*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMLP.DE vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.39%-5.93%44.53%15.63%34.66%55.73%7.58%
BIZD
VanEck BDC Income ETF
-5.87%-16.24%23.26%23.21%-2.85%46.44%16.13%

Correlation

The correlation between JMLP.DE and BIZD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.21

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

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.30

Over the past year, the correlation between JMLP.DE and BIZD has dropped to 0.03 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

JMLP.DE vs. BIZD — 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

BIZD
BIZD Risk / Return Rank: 44
Overall Rank
BIZD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 44
Sortino Ratio Rank
BIZD Omega Ratio Rank: 44
Omega Ratio Rank
BIZD Calmar Ratio Rank: 55
Calmar Ratio Rank
BIZD Martin Ratio Rank: 55
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. BIZD - 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 VanEck BDC Income ETF (BIZD). 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.DEBIZDDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.22

0.91

+0.31

Calmar ratioReturn relative to maximum drawdown

2.22

-0.56

+2.77

Martin ratioReturn relative to average drawdown

6.04

-0.92

+6.96

JMLP.DE vs. BIZD - Sharpe Ratio Comparison

The current JMLP.DE Sharpe Ratio is 1.30, which is higher than the BIZD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of JMLP.DE and BIZD, 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.DEBIZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

-0.65

+1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

0.31

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.35

+1.00

Drawdowns

JMLP.DE vs. BIZD - Drawdown Comparison

The maximum JMLP.DE drawdown since its inception was -22.29%, smaller than the maximum BIZD drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and BIZD.


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Drawdown Indicators


JMLP.DEBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-55.20%

+32.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-21.87%

+10.85%

Max Drawdown (3Y)

Largest decline over 3 years

-22.29%

-30.08%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-30.08%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-55.20%

Current Drawdown

Current decline from peak

-5.15%

-25.92%

+20.77%

Average Drawdown

Average peak-to-trough decline

-5.87%

-8.61%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

13.20%

-9.15%

Volatility

JMLP.DE vs. BIZD - Volatility Comparison

HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 6.65% compared to VanEck BDC Income ETF (BIZD) at 5.35%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMLP.DEBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

5.35%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

15.07%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

18.87%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

17.80%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

22.24%

-0.58%

JMLP.DE vs. BIZD - Expense Ratio Comparison

JMLP.DE has a 0.40% expense ratio, which is lower than BIZD's 0.42% expense ratio.


Dividends

JMLP.DE vs. BIZD - Dividend Comparison

JMLP.DE's dividend yield for the trailing twelve months is around 2.77%, less than BIZD's 13.57% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
13.57%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.77%3.38%5.41%11.39%11.27%14.07%8.95%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JMLP.DE and BIZD have a correlation of 0.03, 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 0.42% for BIZD.

JMLP.DE is categorized as Energy Equities, while BIZD is Financials Equities. JMLP.DE tracks Alerian Midstream Energy Dividend, while BIZD tracks MVIS US Business Development Companies Index. They also come from different issuers: HANetf and VanEck. Their fees differ too: 0.40% for JMLP.DE and 0.42% for BIZD.

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