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PMLP.L vs. JMLP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMLP.L vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PMLP.L is traded in GBp, while JMLP.DE is traded in EUR. To make them comparable, the JMLP.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with PMLP.L having a 26.71% return and JMLP.DE slightly higher at 27.57%.


PMLP.L

1D
1.96%
1M
1.75%
YTD
26.71%
6M
26.31%
1Y
28.41%
3Y*
22.73%
5Y*
19.87%
10Y*

JMLP.DE

1D
1.91%
1M
0.86%
YTD
27.57%
6M
26.25%
1Y
28.49%
3Y*
25.28%
5Y*
24.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMLP.L vs. JMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
26.71%-1.40%35.81%7.61%35.33%34.88%1.53%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.57%-1.04%38.23%13.32%42.04%44.75%7.40%

Correlation

The correlation between PMLP.L and JMLP.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.84

The correlation between PMLP.L and JMLP.DE shifts across timeframes, from 0.84 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PMLP.L vs. JMLP.DE — Risk / Return Rank

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

PMLP.L
PMLP.L Risk / Return Rank: 4444
Overall Rank
PMLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PMLP.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
PMLP.L Omega Ratio Rank: 3939
Omega Ratio Rank
PMLP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
PMLP.L Martin Ratio Rank: 4646
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 3838
Overall Rank
JMLP.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 3333
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 3838
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.

PMLP.L vs. JMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.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.


PMLP.LJMLP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.26

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

2.61

2.60

+0.02

Martin ratioReturn relative to average drawdown

7.58

7.52

+0.06

PMLP.L vs. JMLP.DE - Sharpe Ratio Comparison

The current PMLP.L Sharpe Ratio is 1.50, which is comparable to the JMLP.DE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of PMLP.L and JMLP.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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Sharpe Ratios by Period


PMLP.LJMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.51

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.21

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.34

-0.07

Drawdowns

PMLP.L vs. JMLP.DE - Drawdown Comparison

The maximum PMLP.L drawdown since its inception was -20.50%, roughly equal to the maximum JMLP.DE drawdown of -21.39%. Use the drawdown chart below to compare losses from any high point for PMLP.L and JMLP.DE.


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Drawdown Indicators


PMLP.LJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-21.39%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-10.92%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-21.39%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.50%

-21.39%

+0.89%

Current Drawdown

Current decline from peak

-4.31%

-4.23%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.88%

-5.27%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.77%

-0.04%

Volatility

PMLP.L vs. JMLP.DE - Volatility Comparison

HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) have volatilities of 7.40% and 7.37%, 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


PMLP.LJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.40%

7.37%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

15.36%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

18.78%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

19.95%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

21.23%

+0.11%

PMLP.L vs. JMLP.DE - Expense Ratio Comparison

Both PMLP.L and JMLP.DE have an expense ratio of 0.40%.


Dividends

PMLP.L vs. JMLP.DE - Dividend Comparison

PMLP.L's dividend yield for the trailing twelve months is around 2.74%, which matches JMLP.DE's 2.74% yield.


PositionTTM202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.74%3.38%5.41%11.39%11.27%14.07%8.95%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.74%3.31%3.37%6.48%6.12%6.57%4.17%

Frequently Asked Questions


With a correlation of 0.96, PMLP.L and JMLP.DE 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.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PMLP.L and JMLP.DE have the same expense ratio: 0.40% per year.

PMLP.L tracks MSCI World/Energy NR USD, while JMLP.DE tracks Alerian Midstream Energy Dividend.

Portfolio Optimizer

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