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

Performance

XDWF.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

XDWF.DE
XDWF.DE Risk / Return Rank: 6161
Overall Rank
XDWF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 6262
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 5252
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.

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.DEJMLP.DEDifference
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

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

The current XDWF.DE Sharpe Ratio is 1.76, which is comparable to the JMLP.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of XDWF.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

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.DEJMLP.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

-10.60%

-6.40%

-4.20%

Ulcer Index

Depth 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.DEJMLP.DEDifference

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%.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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