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

Performance

JMLP.DE vs. ESGP.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 Gold Miners Screened UCITS ETF (ESGP.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 34.65% return, which is significantly higher than ESGP.DE's 11.48% 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*

ESGP.DE

1D
0.00%
1M
3.54%
6M
8.31%
YTD
11.48%
1Y
16.66%
3Y*
11.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
34.65%-5.93%40.86%9.97%28.08%5.76%
ESGP.DE
Gold Miners Screened UCITS ETF
11.48%5.79%12.94%2.10%-2.36%2.90%

Correlation

The correlation between JMLP.DE and ESGP.DE is -0.02, 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

-0.02

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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2021

0.36

The correlation between JMLP.DE and ESGP.DE shifts across timeframes, from -0.02 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JMLP.DE vs. ESGP.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: 7575
Overall Rank
JMLP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 7070
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 7070
Martin Ratio Rank

ESGP.DE
ESGP.DE Risk / Return Rank: 5656
Overall Rank
ESGP.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 5555
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. ESGP.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 Gold Miners Screened UCITS ETF (ESGP.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.DEESGP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

3.54

2.65

+0.89

Martin ratioReturn relative to average drawdown

10.03

7.50

+2.53

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

The current JMLP.DE Sharpe Ratio is 2.01, which is higher than the ESGP.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of JMLP.DE and ESGP.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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Drawdowns

JMLP.DE vs. ESGP.DE - Drawdown Comparison

The maximum JMLP.DE drawdown since its inception was -22.29%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and ESGP.DE.


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Drawdown Indicators


JMLP.DEESGP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-20.50%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-6.31%

-4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-22.29%

-20.50%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.40%

-5.23%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.23%

+1.66%

Volatility

JMLP.DE vs. ESGP.DE - Volatility Comparison

HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 5.29% compared to Gold Miners Screened UCITS ETF (ESGP.DE) at 2.13%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than ESGP.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.DEESGP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

2.13%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

8.96%

+7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

11.59%

+7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

14.44%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

14.44%

+6.97%

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

JMLP.DE has a 0.40% expense ratio, which is lower than ESGP.DE's 0.60% expense ratio.


Dividends

JMLP.DE vs. ESGP.DE - Dividend Comparison

JMLP.DE's dividend yield for the trailing twelve months is around 2.73%, while ESGP.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ESGP.DE
Gold Miners Screened 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 ESGP.DE have a correlation of -0.02, 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 0.60% for ESGP.DE.

JMLP.DE is categorized as Energy Equities, while ESGP.DE is Gold. JMLP.DE tracks Alerian Midstream Energy Dividend, while ESGP.DE tracks VettaFi Gold Miners Screened Index. Their fees differ too: 0.40% for JMLP.DE and 0.60% for ESGP.DE.

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