JMLP.DE vs. IBE.MC
Compare and contrast key facts about HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) and Iberdrola S.A. (IBE.MC).
JMLP.DE is a passively managed fund by HANetf that tracks the performance of the Alerian Midstream Energy Dividend. It was launched on Jul 27, 2020.
Performance
JMLP.DE vs. IBE.MC - Performance Comparison
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JMLP.DE vs. IBE.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 22.70% | -5.93% | 44.53% | 15.63% | 34.66% | 55.73% | 7.58% |
IBE.MC Iberdrola S.A. | 10.17% | 44.88% | 17.42% | 13.52% | 9.72% | -7.61% | 7.83% |
Returns By Period
In the year-to-date period, JMLP.DE achieves a 22.70% return, which is significantly higher than IBE.MC's 10.17% return.
JMLP.DE
- 1D
- -4.21%
- 1M
- 0.01%
- YTD
- 22.70%
- 6M
- 20.66%
- 1Y
- 11.03%
- 3Y*
- 24.22%
- 5Y*
- 25.85%
- 10Y*
- —
IBE.MC
- 1D
- 1.65%
- 1M
- 1.39%
- YTD
- 10.17%
- 6M
- 25.76%
- 1Y
- 38.22%
- 3Y*
- 25.82%
- 5Y*
- 17.67%
- 10Y*
- 17.97%
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Return for Risk
JMLP.DE vs. IBE.MC — Risk / Return Rank
JMLP.DE
IBE.MC
JMLP.DE vs. IBE.MC - 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 Iberdrola S.A. (IBE.MC). 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.DE | IBE.MC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 2.21 | -1.68 |
Sortino ratioReturn per unit of downside risk | 0.80 | 2.76 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.43 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 5.45 | -4.76 |
Martin ratioReturn relative to average drawdown | 1.41 | 13.12 | -11.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMLP.DE | IBE.MC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.21 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.26 | 0.93 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.52 | +0.84 |
Correlation
The correlation between JMLP.DE and IBE.MC is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JMLP.DE vs. IBE.MC - Dividend Comparison
JMLP.DE's dividend yield for the trailing twelve months is around 2.88%, less than IBE.MC's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 2.88% | 3.38% | 5.41% | 11.39% | 11.27% | 14.07% | 8.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBE.MC Iberdrola S.A. | 3.34% | 3.49% | 4.23% | 4.22% | 4.11% | 4.05% | 3.42% | 3.82% | 4.65% | 4.83% | 2.52% | 2.20% |
Drawdowns
JMLP.DE vs. IBE.MC - Drawdown Comparison
The maximum JMLP.DE drawdown since its inception was -22.29%, smaller than the maximum IBE.MC drawdown of -71.23%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and IBE.MC.
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Drawdown Indicators
| JMLP.DE | IBE.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -71.23% | +48.94% |
Max Drawdown (1Y)Largest decline over 1 year | -17.54% | -9.92% | -7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.29% | -24.34% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.27% | — |
Current DrawdownCurrent decline from peak | -5.94% | -1.38% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -16.83% | +10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 2.90% | +4.24% |
Volatility
JMLP.DE vs. IBE.MC - Volatility Comparison
HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 6.76% compared to Iberdrola S.A. (IBE.MC) at 6.02%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than IBE.MC 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 | IBE.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 6.02% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 10.95% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.83% | 17.10% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 18.73% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 20.00% | +1.53% |