PortfoliosLab logoPortfoliosLab logo
MLPX vs. MLPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPX vs. MLPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP & Energy Infrastructure ETF (MLPX) and Neos MLP & Energy Infrastructure High Income ETF (MLPI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MLPX achieves a 23.59% return, which is significantly higher than MLPI's 17.58% return.


MLPX

1D
-0.39%
1M
-2.15%
YTD
23.59%
6M
23.51%
1Y
22.94%
3Y*
28.13%
5Y*
20.92%
10Y*
12.41%

MLPI

1D
0.04%
1M
-3.13%
YTD
17.58%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPX vs. MLPI - Yearly Performance Comparison


Correlation

The correlation between MLPX and MLPI is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 19, 2025

0.92

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MLPX vs. MLPI — Risk / Return Rank

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

MLPX
MLPX Risk / Return Rank: 4444
Overall Rank
MLPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLPX Omega Ratio Rank: 3939
Omega Ratio Rank
MLPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MLPX Martin Ratio Rank: 4444
Martin Ratio Rank

MLPI
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.

MLPX vs. MLPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP & Energy Infrastructure ETF (MLPX) and Neos MLP & Energy Infrastructure High Income ETF (MLPI). 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.


MLPXMLPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.82

Martin ratioReturn relative to average drawdown

7.27

MLPX vs. MLPI - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MLPXMLPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

3.49

-3.13

Drawdowns

MLPX vs. MLPI - Drawdown Comparison

The maximum MLPX drawdown since its inception was -70.67%, which is greater than MLPI's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for MLPX and MLPI.


Loading charts...

Drawdown Indicators


MLPXMLPIDifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-5.38%

-65.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

Current Drawdown

Current decline from peak

-5.68%

-3.84%

-1.84%

Average Drawdown

Average peak-to-trough decline

-16.63%

-1.27%

-15.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

Volatility

MLPX vs. MLPI - Volatility Comparison


Loading charts...

Volatility by Period


MLPXMLPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

13.05%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

13.05%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.50%

13.05%

+13.45%

MLPX vs. MLPI - Expense Ratio Comparison

MLPX has a 0.45% expense ratio, which is lower than MLPI's 0.68% expense ratio.


Dividends

MLPX vs. MLPI - Dividend Comparison

MLPX's dividend yield for the trailing twelve months is around 4.15%, less than MLPI's 6.04% yield.


PositionTTM20252024202320222021202020192018201720162015
MLPI
Neos MLP & Energy Infrastructure High Income ETF
6.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPX
Global X MLP & Energy Infrastructure ETF
4.15%4.88%4.30%5.22%5.23%5.98%8.32%5.78%5.77%4.36%5.50%4.81%

Frequently Asked Questions


With a correlation of 0.92, MLPX and MLPI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MLPX is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MLPX is cheaper with a 0.45% expense ratio, compared with 0.68% for MLPI.

MLPI has the higher dividend yield at 6.04%, compared with 4.15% for MLPX.

MLPX is categorized as MLPs, while MLPI is Energy Equities. They also come from different issuers: Global X and Neos. Their fees differ too: 0.45% for MLPX and 0.68% for MLPI.

Portfolio Optimizer

Find the right allocation for MLPX and MLPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer