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

Performance

WRNW.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.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, WRNW.DE achieves a 10.58% return, which is significantly lower than JMLP.DE's 34.01% return.


WRNW.DE

1D
0.00%
1M
-10.40%
6M
3.15%
YTD
10.58%
1Y
57.39%
3Y*
3.97%
5Y*
10Y*

JMLP.DE

1D
0.00%
1M
5.39%
6M
31.51%
YTD
34.01%
1Y
36.54%
3Y*
24.87%
5Y*
20.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
10.58%51.49%-23.68%-11.96%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
34.01%-5.93%40.86%7.35%

Correlation

The correlation between WRNW.DE and JMLP.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2023

0.09

The correlation between WRNW.DE and JMLP.DE shifts across timeframes, from -0.15 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

WRNW.DE
WRNW.DE Risk / Return Rank: 6464
Overall Rank
WRNW.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WRNW.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WRNW.DE Omega Ratio Rank: 5858
Omega Ratio Rank
WRNW.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
WRNW.DE Martin Ratio Rank: 6262
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 7070
Overall Rank
JMLP.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 6565
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.79

3.33

-0.54

Martin ratioReturn relative to average drawdown

8.97

9.43

-0.46

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

The current WRNW.DE Sharpe Ratio is 1.81, which is comparable to the JMLP.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of WRNW.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

WRNW.DE vs. JMLP.DE - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, 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 WRNW.DE and JMLP.DE.


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Drawdown Indicators


WRNW.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-22.29%

-26.85%

Max Drawdown (1Y)

Largest decline over 1 year

-20.66%

-11.02%

-9.64%

Max Drawdown (3Y)

Largest decline over 3 years

-49.14%

-22.29%

-26.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Current Drawdown

Current decline from peak

-18.48%

-0.22%

-18.26%

Average Drawdown

Average peak-to-trough decline

-20.62%

-6.40%

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

3.89%

+2.53%

Volatility

WRNW.DE vs. JMLP.DE - Volatility Comparison

WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 10.19% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 5.32%. This indicates that WRNW.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


WRNW.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

5.32%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

16.12%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

31.96%

19.46%

+12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.52%

20.40%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.52%

21.42%

+5.10%

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

WRNW.DE has a 0.45% expense ratio, which is higher than JMLP.DE's 0.40% expense ratio.


Dividends

WRNW.DE vs. JMLP.DE - Dividend Comparison

WRNW.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.74%.


PositionTTM202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.74%3.38%3.34%6.50%6.31%6.46%4.11%
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WRNW.DE and JMLP.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

JMLP.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for WRNW.DE.

WRNW.DE tracks WisdomTree Renewable Energy, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: WisdomTree and HANetf. Their fees differ too: 0.45% for WRNW.DE and 0.40% for JMLP.DE.

Portfolio Optimizer

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