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W311.DE vs. JMLP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

W311.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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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W311.DE vs. JMLP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
W311.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
-6.30%7.18%-4.84%-0.30%-25.93%1.52%4.85%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
25.31%-5.93%44.53%15.63%34.66%55.73%7.58%

Returns By Period

In the year-to-date period, W311.DE achieves a -6.30% return, which is significantly lower than JMLP.DE's 25.31% return.


W311.DE

1D
-0.36%
1M
-3.94%
YTD
-6.30%
6M
-0.59%
1Y
6.44%
3Y*
-1.76%
5Y*
-7.28%
10Y*

JMLP.DE

1D
2.13%
1M
0.81%
YTD
25.31%
6M
22.59%
1Y
12.40%
3Y*
24.57%
5Y*
26.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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W311.DE vs. JMLP.DE - Expense Ratio Comparison

W311.DE has a 0.59% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.


Return for Risk

W311.DE vs. JMLP.DE — Risk / Return Rank

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

W311.DE
W311.DE Risk / Return Rank: 2020
Overall Rank
W311.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
W311.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
W311.DE Omega Ratio Rank: 1818
Omega Ratio Rank
W311.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
W311.DE Martin Ratio Rank: 2222
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 3838
Overall Rank
JMLP.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 2727
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 3939
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.

W311.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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.


W311.DEJMLP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.59

-0.31

Sortino ratio

Return per unit of downside risk

0.54

0.87

-0.34

Omega ratio

Gain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratio

Return relative to maximum drawdown

0.70

2.09

-1.39

Martin ratio

Return relative to average drawdown

2.09

4.45

-2.35

W311.DE vs. JMLP.DE - Sharpe Ratio Comparison

The current W311.DE Sharpe Ratio is 0.28, which is lower than the JMLP.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of W311.DE and JMLP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


W311.DEJMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.59

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

1.29

-1.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

1.38

-1.42

Correlation

The correlation between W311.DE and JMLP.DE is 0.27, 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.


Dividends

W311.DE vs. JMLP.DE - Dividend Comparison

W311.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.82%.


TTM202520242023202220212020
W311.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.82%3.38%5.41%11.39%11.27%14.07%8.95%

Drawdowns

W311.DE vs. JMLP.DE - Drawdown Comparison

The maximum W311.DE drawdown since its inception was -48.92%, 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 W311.DE and JMLP.DE.


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Drawdown Indicators


W311.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.92%

-22.29%

-26.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.09%

-14.53%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-48.92%

-22.29%

-26.63%

Current Drawdown

Current decline from peak

-37.19%

-3.93%

-33.26%

Average Drawdown

Average peak-to-trough decline

-22.87%

-5.89%

-16.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

3.71%

+1.67%

Volatility

W311.DE vs. JMLP.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) is 5.84%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 6.86%. This indicates that W311.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.


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Volatility by Period


W311.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

6.86%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

12.57%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.77%

20.93%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

20.23%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

21.54%

+1.25%