WNDY.DE vs. JMLP.DE

Last updated Jun 5, 2026

WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) and JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) are both Energy Equities funds - WNDY.DE tracks the Solactive Wind Energy while JMLP.DE tracks the Alerian Midstream Energy Dividend. Both are passively managed. Over the past 3 years, WNDY.DE returned -0.54%/yr vs 24.31%/yr for JMLP.DE. At a 0.18 correlation, their price movements are largely independent. WNDY.DE charges 0.50%/yr vs 0.40%/yr for JMLP.DE.

Performance

WNDY.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than JMLP.DE's 27.39% return.

WNDY.DE

• 1D: -2.17%
• 1M: -7.39%
• YTD: 17.83%
• 6M: 17.94%
• 1Y: 39.82%
• 3Y*: -0.54%
• 5Y*: —
• 10Y*: —

JMLP.DE

• 1D: -1.02%
• 1M: 3.28%
• YTD: 27.39%
• 6M: 23.64%
• 1Y: 25.58%
• 3Y*: 24.31%
• 5Y*: 23.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating	17.83%	17.05%	-14.98%	-22.01%	-8.38%
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF	27.39%	-5.93%	44.53%	15.63%	18.54%

Correlation

The correlation between WNDY.DE and JMLP.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.18

The correlation between WNDY.DE and JMLP.DE shifts across timeframes, from -0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

WNDY.DE

WNDY.DE Risk / Return Rank: 67
WNDY.DE Sharpe Ratio Rank: 59
WNDY.DE Sortino Ratio Rank: 57
WNDY.DE Omega Ratio Rank: 57
WNDY.DE Calmar Ratio Rank: 86
WNDY.DE Martin Ratio Rank: 78

JMLP.DE

JMLP.DE Risk / Return Rank: 38
JMLP.DE Sharpe Ratio Rank: 37
JMLP.DE Sortino Ratio Rank: 35
JMLP.DE Omega Ratio Rank: 33
JMLP.DE Calmar Ratio Rank: 46
JMLP.DE Martin Ratio Rank: 39

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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.

	WNDY.DE	JMLP.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.96	1.30	+0.66
Sortino ratio: Return per unit of downside risk	2.68	1.81	+0.88
Omega ratio: Gain probability vs. loss probability	1.34	1.22	+0.12
Calmar ratio: Return relative to maximum drawdown	4.67	2.22	+2.45
Martin ratio: Return relative to average drawdown	14.81	6.04	+8.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WNDY.DE Sharpe Ratio is 1.96, which is higher than the JMLP.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of WNDY.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.

Sharpe Ratios by Period

	WNDY.DE	JMLP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	1.30	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	1.35	-1.54

Drawdowns

WNDY.DE vs. JMLP.DE - Drawdown Comparison

The maximum WNDY.DE drawdown since its inception was -52.12%, 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 WNDY.DE and JMLP.DE.

Drawdown Indicators

	WNDY.DE	JMLP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-52.12%	-22.29%	-29.83%
Max Drawdown (1Y) Largest decline over 1 year	-8.45%	-11.02%	+2.57%
Max Drawdown (3Y) Largest decline over 3 years	-37.87%	-22.29%	-15.58%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.29%	—
Current Drawdown Current decline from peak	-23.24%	-5.15%	-18.09%
Average Drawdown Average peak-to-trough decline	-30.02%	-5.87%	-24.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	4.05%	-1.38%

Volatility

WNDY.DE vs. JMLP.DE - Volatility Comparison

The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) is 5.39%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 6.65%. This indicates that WNDY.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.

Volatility by Period

	WNDY.DE	JMLP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	6.65%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	14.34%	15.30%	-0.96%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	18.80%	+1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.04%	20.38%	+0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.04%	21.66%	-0.62%

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

WNDY.DE has a 0.50% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.

Dividends

WNDY.DE vs. JMLP.DE - Dividend Comparison

WNDY.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.77%.

Position	TTM	2025	2024	2023	2022	2021	2020
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF	2.77%	3.38%	5.41%	11.39%	11.27%	14.07%	8.95%
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WNDY.DE and JMLP.DE in my portfolio?

WNDY.DE and JMLP.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WNDY.DE or JMLP.DE?

On fees, JMLP.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WNDY.DE or JMLP.DE?

JMLP.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for WNDY.DE.

What is the main difference between WNDY.DE and JMLP.DE?

WNDY.DE tracks Solactive Wind Energy, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: Global X and HANetf. Their fees differ too: 0.50% for WNDY.DE and 0.40% for JMLP.DE.