JMLP.DE vs. JEPI
JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend, while JEPI is a Dividend fund actively managed by JPMorgan. JMLP.DE is passively managed, while JEPI is actively managed. Over the past 5 years, JMLP.DE returned 23.96%/yr vs 8.27%/yr for JEPI. At a 0.23 correlation, their price movements are largely independent. JMLP.DE charges 0.40%/yr vs 0.35%/yr for JEPI.
Performance
JMLP.DE vs. JEPI - Performance Comparison
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Different Trading Currencies
JMLP.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI 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 JEPI's 1.35% 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*
- —
JEPI
- 1D
- 0.00%
- 1M
- -0.53%
- YTD
- 1.35%
- 6M
- 0.84%
- 1Y
- 5.92%
- 3Y*
- 5.98%
- 5Y*
- 8.27%
- 10Y*
- —
JMLP.DE vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 27.39% | -5.93% | 44.53% | 15.63% | 34.66% | 55.73% | 7.58% |
JEPI JPMorgan Equity Premium Income ETF | 1.84% | -4.74% | 20.00% | 6.53% | 2.49% | 30.61% | 6.57% |
Correlation
The correlation between JMLP.DE and JEPI is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.23 |
The correlation between JMLP.DE and JEPI shifts across timeframes, from 0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JMLP.DE vs. JEPI — Risk / Return Rank
JMLP.DE
JEPI
JMLP.DE vs. JEPI - 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 JPMorgan Equity Premium Income ETF (JEPI). 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 | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.12 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.13 | +1.09 |
| Martin ratioReturn relative to average drawdown | 6.04 | 2.97 | +3.07 |
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 | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.67 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | 0.68 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.83 | +0.52 |
Drawdowns
JMLP.DE vs. JEPI - Drawdown Comparison
The maximum JMLP.DE drawdown since its inception was -22.29%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and JEPI.
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Drawdown Indicators
| JMLP.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -19.13% | -3.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -5.26% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.29% | -19.13% | -3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.29% | -19.13% | -3.16% |
Current DrawdownCurrent decline from peak | -5.15% | -6.94% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -3.69% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 2.00% | +2.05% |
Volatility
JMLP.DE vs. JEPI - Volatility Comparison
HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 6.65% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than JEPI 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 | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 2.04% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.30% | 6.47% | +8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 8.94% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 12.14% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 11.83% | +9.83% |
JMLP.DE vs. JEPI - Expense Ratio Comparison
JMLP.DE has a 0.40% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
JMLP.DE vs. JEPI - Dividend Comparison
JMLP.DE's dividend yield for the trailing twelve months is around 2.77%, less than JEPI's 8.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.23% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
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 JEPI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.40% for JMLP.DE.
JMLP.DE is categorized as Energy Equities, while JEPI is Dividend. They also come from different issuers: HANetf and JPMorgan. Their fees differ too: 0.40% for JMLP.DE and 0.35% for JEPI.
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