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

Performance

QDVF.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) 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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Returns By Period

In the year-to-date period, QDVF.DE achieves a 32.75% return, which is significantly lower than JMLP.DE's 34.65% return.


QDVF.DE

1D
0.86%
1M
6.65%
6M
22.60%
YTD
32.75%
1Y
38.12%
3Y*
13.85%
5Y*
22.92%
10Y*
8.31%

JMLP.DE

1D
0.00%
1M
7.34%
6M
30.27%
YTD
34.65%
1Y
37.75%
3Y*
24.73%
5Y*
20.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)
32.75%-2.69%9.20%-3.72%72.35%68.03%0.00%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
34.65%-5.93%40.86%9.97%28.08%44.11%1.59%

Correlation

The correlation between QDVF.DE and JMLP.DE is 0.73, 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

0.73

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

0.67

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

0.75

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

0.75

The correlation between QDVF.DE and JMLP.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

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Return for Risk

QDVF.DE vs. JMLP.DE — Risk / Return Rank

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

QDVF.DE
QDVF.DE Risk / Return Rank: 5353
Overall Rank
QDVF.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 5656
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 4343
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 7575
Overall Rank
JMLP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 7070
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 7070
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.

QDVF.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.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.

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.


QDVF.DEJMLP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.20

3.44

-1.24

Martin ratioReturn relative to average drawdown

5.45

9.74

-4.29

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

The current QDVF.DE Sharpe Ratio is 1.53, which is comparable to the JMLP.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of QDVF.DE 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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Drawdowns

QDVF.DE vs. JMLP.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.82%, which is greater than JMLP.DE's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and JMLP.DE.


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Drawdown Indicators


QDVF.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.82%

-22.29%

-43.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-11.02%

-6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-27.15%

-22.29%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-22.29%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-65.82%

Current Drawdown

Current decline from peak

-8.87%

0.00%

-8.87%

Average Drawdown

Average peak-to-trough decline

-17.79%

-6.39%

-11.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

3.89%

+3.09%

Volatility

QDVF.DE vs. JMLP.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.04% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 5.30%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than JMLP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVF.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

5.30%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

21.39%

16.10%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.89%

19.42%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.17%

20.39%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

21.41%

+8.29%

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

QDVF.DE has a 0.15% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.


Dividends

QDVF.DE vs. JMLP.DE - Dividend Comparison

QDVF.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.73%3.38%3.34%6.50%6.31%6.46%4.11%
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVF.DE and JMLP.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVF.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for JMLP.DE.

QDVF.DE tracks S&P 500 Capped 35/20 Energy, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.15% for QDVF.DE and 0.40% for JMLP.DE.

Portfolio Optimizer

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