JMLP.DE vs. D5BL.DE
JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both exchange-traded funds - JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend, while D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, JMLP.DE returned 20.86%/yr vs 15.58%/yr for D5BL.DE. At a 0.34 correlation, their price movements are largely independent. JMLP.DE charges 0.40%/yr vs 0.15%/yr for D5BL.DE.
Performance
JMLP.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JMLP.DE achieves a 34.65% return, which is significantly higher than D5BL.DE's 15.92% return.
JMLP.DE
- 1D
- 0.00%
- 1M
- 7.07%
- 6M
- 31.57%
- YTD
- 34.65%
- 1Y
- 38.84%
- 3Y*
- 25.18%
- 5Y*
- 20.86%
- 10Y*
- —
D5BL.DE
- 1D
- -0.16%
- 1M
- 0.83%
- 6M
- 12.07%
- YTD
- 15.92%
- 1Y
- 34.89%
- 3Y*
- 21.98%
- 5Y*
- 15.58%
- 10Y*
- 11.12%
JMLP.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 34.65% | -5.93% | 40.86% | 9.97% | 28.08% | 44.11% | 1.59% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 15.92% | 35.80% | 10.37% | 14.11% | -4.61% | 26.80% | 15.63% |
Correlation
The correlation between JMLP.DE and D5BL.DE is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
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 | 0.34 |
The correlation between JMLP.DE and D5BL.DE shifts across timeframes, from -0.14 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JMLP.DE vs. D5BL.DE — Risk / Return Rank
JMLP.DE
D5BL.DE
JMLP.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 3.47 | +0.07 |
| Martin ratioReturn relative to average drawdown | 10.03 | 13.25 | -3.22 |
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Drawdowns
JMLP.DE vs. D5BL.DE - Drawdown Comparison
The maximum JMLP.DE drawdown since its inception was -22.29%, smaller than the maximum D5BL.DE drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and D5BL.DE.
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Drawdown Indicators
| JMLP.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -40.39% | +18.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -10.02% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -22.29% | -17.36% | -4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.29% | -19.58% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.39% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.65% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -7.33% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.63% | +1.26% |
Volatility
JMLP.DE vs. D5BL.DE - Volatility Comparison
HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 5.29% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.05%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.05% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 12.31% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 14.84% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.40% | 15.61% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.41% | 17.32% | +4.09% |
JMLP.DE vs. D5BL.DE - Expense Ratio Comparison
JMLP.DE has a 0.40% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
JMLP.DE vs. D5BL.DE - Dividend Comparison
JMLP.DE's dividend yield for the trailing twelve months is around 2.73%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value 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 | 2.73% | 3.38% | 3.34% | 6.50% | 6.31% | 6.46% | 4.11% |
Frequently Asked Questions
JMLP.DE and D5BL.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for JMLP.DE.
JMLP.DE is categorized as Energy Equities, while D5BL.DE is Europe Equities. JMLP.DE tracks Alerian Midstream Energy Dividend, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: HANetf and Xtrackers. Their fees differ too: 0.40% for JMLP.DE and 0.15% for D5BL.DE.
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