PR1J.DE vs. JMLP.DE
Compare and contrast key facts about Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE).
PR1J.DE and JMLP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PR1J.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Japan Large & Mid Cap. It was launched on Jan 30, 2019. JMLP.DE is a passively managed fund by HANetf that tracks the performance of the Alerian Midstream Energy Dividend. It was launched on Jul 27, 2020. Both PR1J.DE and JMLP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PR1J.DE or JMLP.DE.
Key characteristics
| PR1J.DE | JMLP.DE | |
|---|---|---|
| YTD Return | 13.31% | 42.31% |
| 1Y Return | 16.61% | 43.20% |
| 3Y Return (Ann) | 3.88% | 24.55% |
| Sharpe Ratio | 0.97 | 2.70 |
| Sortino Ratio | 1.34 | 3.70 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 1.27 | 5.99 |
| Martin Ratio | 4.53 | 24.67 |
| Ulcer Index | 3.60% | 1.72% |
| Daily Std Dev | 16.67% | 15.63% |
| Max Drawdown | -28.08% | -19.49% |
| Current Drawdown | -0.54% | 0.00% |
Correlation
The correlation between PR1J.DE and JMLP.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PR1J.DE vs. JMLP.DE - Performance Comparison
In the year-to-date period, PR1J.DE achieves a 13.31% return, which is significantly lower than JMLP.DE's 42.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PR1J.DE vs. JMLP.DE - Expense Ratio Comparison
PR1J.DE has a 0.05% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.
Risk-Adjusted Performance
PR1J.DE vs. JMLP.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) 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.
Dividends
PR1J.DE vs. JMLP.DE - Dividend Comparison
PR1J.DE's dividend yield for the trailing twelve months is around 1.68%, less than JMLP.DE's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 1.68% | 1.90% | 2.21% | 1.79% | 1.73% | 1.88% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 3.09% | 7.00% | 8.29% | 7.61% | 4.84% | 0.00% |
Drawdowns
PR1J.DE vs. JMLP.DE - Drawdown Comparison
The maximum PR1J.DE drawdown since its inception was -28.08%, which is greater than JMLP.DE's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for PR1J.DE and JMLP.DE. For additional features, visit the drawdowns tool.
Volatility
PR1J.DE vs. JMLP.DE - Volatility Comparison
The current volatility for Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) is 4.19%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 5.05%. This indicates that PR1J.DE experiences smaller price fluctuations and is considered to be less risky than JMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.