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MLPP.L vs. MLPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPP.L vs. MLPB - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPP.L) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MLPP.L is traded in GBp, while MLPB is traded in USD. To make them comparable, the MLPB values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MLPP.L achieves a 19.02% return, which is significantly lower than MLPB's 21.74% return. Over the past 10 years, MLPP.L has underperformed MLPB with an annualized return of 3.95%, while MLPB has yielded a comparatively higher 11.16% annualized return.


MLPP.L

1D
-0.55%
1M
0.89%
YTD
19.02%
6M
13.93%
1Y
16.92%
3Y*
15.77%
5Y*
18.55%
10Y*
3.95%

MLPB

1D
1.28%
1M
1.53%
YTD
21.74%
6M
17.77%
1Y
25.48%
3Y*
19.74%
5Y*
21.02%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPP.L vs. MLPB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPP.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
19.02%-4.63%24.36%13.33%47.48%38.50%-38.75%-2.21%-17.19%-22.69%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
21.74%-0.25%27.72%15.91%45.70%40.74%-32.83%1.67%-3.38%-17.52%

Correlation

The correlation between MLPP.L and MLPB is 0.59, 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

0.59

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

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.43

The correlation between MLPP.L and MLPB shifts across timeframes, from 0.43 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MLPP.L vs. MLPB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MLPP.L
MLPP.L Risk / Return Rank: 3131
Overall Rank
MLPP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MLPP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
MLPP.L Omega Ratio Rank: 2828
Omega Ratio Rank
MLPP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MLPP.L Martin Ratio Rank: 3030
Martin Ratio Rank

MLPB
MLPB Risk / Return Rank: 5151
Overall Rank
MLPB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 5353
Sortino Ratio Rank
MLPB Omega Ratio Rank: 5050
Omega Ratio Rank
MLPB Calmar Ratio Rank: 5252
Calmar Ratio Rank
MLPB Martin Ratio Rank: 4747
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.

MLPP.L vs. MLPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPP.L) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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.


MLPP.LMLPBDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.87

2.39

-0.51

Martin ratioReturn relative to average drawdown

4.35

6.44

-2.09

MLPP.L vs. MLPB - Sharpe Ratio Comparison

The current MLPP.L Sharpe Ratio is 1.04, which is lower than the MLPB Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MLPP.L and MLPB, 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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Sharpe Ratios by Period


MLPP.LMLPBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.71

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.08

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.40

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.28

-0.28

Drawdowns

MLPP.L vs. MLPB - Drawdown Comparison

The maximum MLPP.L drawdown since its inception was -84.51%, which is greater than MLPB's maximum drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for MLPP.L and MLPB.


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Drawdown Indicators


MLPP.LMLPBDifference

Max Drawdown

Largest peak-to-trough decline

-84.51%

-70.51%

-14.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-10.72%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.03%

-17.65%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

-18.25%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-80.34%

-70.51%

-9.83%

Current Drawdown

Current decline from peak

-7.30%

-3.61%

-3.69%

Average Drawdown

Average peak-to-trough decline

-36.25%

-17.98%

-18.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.97%

-0.09%

Volatility

MLPP.L vs. MLPB - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPP.L) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) have volatilities of 6.47% and 6.51%, 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


MLPP.LMLPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

6.51%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

11.28%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

15.12%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

19.60%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

28.39%

+3.61%

MLPP.L vs. MLPB - Expense Ratio Comparison

MLPP.L has a 0.50% expense ratio, which is lower than MLPB's 0.85% expense ratio.


Dividends

MLPP.L vs. MLPB - Dividend Comparison

MLPP.L's dividend yield for the trailing twelve months is around 7.55%, more than MLPB's 5.78% yield.


PositionTTM20252024202320222021202020192018201720162015
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.78%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%0.00%
MLPP.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
7.55%8.28%7.99%8.81%7.86%8.40%6.01%0.13%0.13%0.11%0.10%0.15%

Frequently Asked Questions


MLPP.L and MLPB have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MLPP.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MLPP.L is cheaper with a 0.50% expense ratio, compared with 0.85% for MLPB.

MLPP.L is categorized as Energy Equities, while MLPB is MLPs. MLPP.L tracks MSCI World/Energy NR USD, while MLPB tracks Alerian MLP Infrastructure Index. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.50% for MLPP.L and 0.85% for MLPB.

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