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

Performance

ZPDE.DE vs. JMLP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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, ZPDE.DE achieves a 32.72% return, which is significantly higher than JMLP.DE's 27.39% return.


ZPDE.DE

1D
-0.53%
1M
-0.30%
YTD
32.72%
6M
29.61%
1Y
43.77%
3Y*
14.16%
5Y*
21.32%
10Y*
9.33%

JMLP.DE

1D
-1.02%
1M
0.18%
YTD
27.39%
6M
24.82%
1Y
24.53%
3Y*
24.31%
5Y*
23.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
32.72%-2.67%9.39%-2.97%71.20%66.70%0.96%
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.39%-5.93%44.53%15.63%34.66%55.73%7.58%

Correlation

The correlation between ZPDE.DE and JMLP.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.76

The correlation between ZPDE.DE and JMLP.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

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

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

ZPDE.DE
ZPDE.DE Risk / Return Rank: 5151
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

JMLP.DE
JMLP.DE Risk / Return Rank: 3838
Overall Rank
JMLP.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 3333
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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.


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

+0.53

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

2.54

2.22

+0.32

Martin ratioReturn relative to average drawdown

8.09

6.04

+2.05

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

The current ZPDE.DE Sharpe Ratio is 1.83, which is higher than the JMLP.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ZPDE.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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Sharpe Ratios by Period


ZPDE.DEJMLP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.30

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.16

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.35

-1.09

Drawdowns

ZPDE.DE vs. JMLP.DE - Drawdown Comparison

The maximum ZPDE.DE drawdown since its inception was -65.58%, 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 ZPDE.DE and JMLP.DE.


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Drawdown Indicators


ZPDE.DEJMLP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-22.29%

-43.29%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-11.02%

-6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.97%

-22.29%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

-22.29%

-4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

Current Drawdown

Current decline from peak

-8.87%

-5.15%

-3.72%

Average Drawdown

Average peak-to-trough decline

-17.28%

-5.87%

-11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

4.05%

+1.35%

Volatility

ZPDE.DE vs. JMLP.DE - Volatility Comparison

SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) at 6.65%. This indicates that ZPDE.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


ZPDE.DEJMLP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

6.65%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

15.30%

+5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

18.80%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

20.38%

+6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

21.66%

+7.23%

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

ZPDE.DE has a 0.15% expense ratio, which is lower than JMLP.DE's 0.40% expense ratio.


Dividends

ZPDE.DE vs. JMLP.DE - Dividend Comparison

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


PositionTTM202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.77%3.38%5.41%11.39%11.27%14.07%8.95%
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPDE.DE and JMLP.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for JMLP.DE.

ZPDE.DE tracks S&P Energy Select Sector, while JMLP.DE tracks Alerian Midstream Energy Dividend. They also come from different issuers: State Street and HANetf. Their fees differ too: 0.15% for ZPDE.DE and 0.40% for JMLP.DE.

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