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

Performance

JMLP.DE vs. WELN.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 Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.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 30.05% return, which is significantly higher than WELN.DE's 26.58% return.


JMLP.DE

1D
0.00%
1M
-1.15%
YTD
30.05%
6M
31.37%
1Y
32.86%
3Y*
23.81%
5Y*
19.33%
10Y*

WELN.DE

1D
1.28%
1M
-6.01%
YTD
26.58%
6M
28.06%
1Y
36.14%
3Y*
12.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
30.05%-5.93%40.86%9.97%-6.49%
WELN.DE
Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc
26.58%-1.40%8.67%-0.38%5.40%

Correlation

The correlation between JMLP.DE and WELN.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.74

The correlation between JMLP.DE and WELN.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

JMLP.DE vs. WELN.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: 5757
Overall Rank
JMLP.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 5555
Martin Ratio Rank

WELN.DE
WELN.DE Risk / Return Rank: 5959
Overall Rank
WELN.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WELN.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
WELN.DE Omega Ratio Rank: 5757
Omega Ratio Rank
WELN.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
WELN.DE Martin Ratio Rank: 5757
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. WELN.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 Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.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.DEWELN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.99

2.92

+0.07

Martin ratioReturn relative to average drawdown

8.41

8.99

-0.58

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

The current JMLP.DE Sharpe Ratio is 1.72, which is comparable to the WELN.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of JMLP.DE and WELN.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. WELN.DE - Drawdown Comparison

The maximum JMLP.DE drawdown since its inception was -22.29%, roughly equal to the maximum WELN.DE drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and WELN.DE.


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Drawdown Indicators


JMLP.DEWELN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-23.24%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-12.32%

+1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.29%

-23.24%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Current Drawdown

Current decline from peak

-3.17%

-10.04%

+6.87%

Average Drawdown

Average peak-to-trough decline

-6.44%

-7.77%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

4.01%

-0.09%

Volatility

JMLP.DE vs. WELN.DE - Volatility Comparison

HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) and Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) have volatilities of 6.84% and 7.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMLP.DEWELN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

7.17%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

17.27%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

19.98%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

20.35%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

20.35%

+1.08%

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

JMLP.DE has a 0.40% expense ratio, which is higher than WELN.DE's 0.18% expense ratio.


Dividends

JMLP.DE vs. WELN.DE - Dividend Comparison

JMLP.DE's dividend yield for the trailing twelve months is around 2.83%, while WELN.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.83%3.38%3.34%6.50%6.31%6.46%4.11%
WELN.DE
Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JMLP.DE and WELN.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELN.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for JMLP.DE.

JMLP.DE tracks Alerian Midstream Energy Dividend, while WELN.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy. They also come from different issuers: HANetf and Amundi. Their fees differ too: 0.40% for JMLP.DE and 0.18% for WELN.DE.

Portfolio Optimizer

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