XDWF.DE vs. JMLP.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and JMLP.DE (HANetf Alerian Midstream Energy Dividend UCITS ETF) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while JMLP.DE is a Energy Equities fund tracking the Alerian Midstream Energy Dividend. Both are passively managed. Over the past 5 years, XDWF.DE returned 15.70%/yr vs 20.75%/yr for JMLP.DE. At a 0.45 correlation, their price movements are largely independent. XDWF.DE charges 0.25%/yr vs 0.40%/yr for JMLP.DE.
Performance
XDWF.DE vs. JMLP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 11.99% return, which is significantly lower than JMLP.DE's 34.01% return.
XDWF.DE
- 1D
- 0.67%
- 1M
- 7.49%
- 6M
- 12.02%
- YTD
- 11.99%
- 1Y
- 23.80%
- 3Y*
- 24.63%
- 5Y*
- 15.70%
- 10Y*
- 13.06%
JMLP.DE
- 1D
- 0.00%
- 1M
- 5.39%
- 6M
- 31.51%
- YTD
- 34.01%
- 1Y
- 36.54%
- 3Y*
- 24.87%
- 5Y*
- 20.75%
- 10Y*
- —
XDWF.DE vs. JMLP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 11.99% | 15.37% | 34.09% | 12.42% | -4.89% | 39.46% | 17.05% |
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 34.01% | -5.93% | 40.86% | 9.97% | 28.08% | 44.11% | 1.59% |
Correlation
The correlation between XDWF.DE and JMLP.DE is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.45 |
The correlation between XDWF.DE and JMLP.DE shifts across timeframes, from -0.00 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWF.DE vs. JMLP.DE — Risk / Return Rank
XDWF.DE
JMLP.DE
XDWF.DE vs. JMLP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| XDWF.DE | JMLP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.33 | -0.98 |
| Martin ratioReturn relative to average drawdown | 7.12 | 9.43 | -2.31 |
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Drawdowns
XDWF.DE vs. JMLP.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -50.63%, 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 XDWF.DE and JMLP.DE.
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Drawdown Indicators
| XDWF.DE | JMLP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -22.29% | -28.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -11.02% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.75% | -22.29% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.75% | -22.29% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -6.40% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.89% | -0.55% |
Volatility
XDWF.DE vs. JMLP.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.22%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a volatility of 5.32%. This indicates that XDWF.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
| XDWF.DE | JMLP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.32% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 16.12% | -5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 19.46% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 20.40% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 21.42% | -2.16% |
XDWF.DE vs. JMLP.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.
Dividends
XDWF.DE vs. JMLP.DE - Dividend Comparison
XDWF.DE has not paid dividends to shareholders, while JMLP.DE's dividend yield for the trailing twelve months is around 2.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JMLP.DE HANetf Alerian Midstream Energy Dividend UCITS ETF | 2.74% | 3.38% | 3.34% | 6.50% | 6.31% | 6.46% | 4.11% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDWF.DE and JMLP.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for JMLP.DE.
XDWF.DE is categorized as Financials Equities, while JMLP.DE is Energy Equities. XDWF.DE tracks MSCI World Financials, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: Xtrackers and HANetf. Their fees differ too: 0.25% for XDWF.DE and 0.40% for JMLP.DE.
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