San Jose went 0-for-6 on the power play; it is 0-for-13 over the past five games.
"Maybe if we started the game a little simpler and got the momentum with the first couple of power plays, maybe it would have been a different story," Sharks defenseman Erik Karlsson said.
It was Hellebuyck's second win against the Sharks this month; he made 51 saves here in a 3-2 win on Nov. 1.
"The puck seems to hit him a lot in this rink lately," Karlsson said of Hellebuyck. "A good game by him, but we didn't make it very difficult. We didn't get enough pucks through and didn't get enough traffic. The few chances we did get, he saw [them] and he made some saves."
Laine tied the game 1-1 with a power-play goal when he one-timed Wheeler's pass at the left face-off dot at 13:15 of the first period. The goal ended the Sharks' streak of 16 consecutive penalty kills over four games.
David Gustafsson scored his first NHL goal at 18:09 of the first. He skated around Karlsson in the neutral zone and beat Dell with a wrist shot from the edge of the left circle to give the Jets a 2-1 lead.
"I didn't see it go in the net, so I was really surprised," said Gustafsson, a second-round pick (No. 60) at the 2018 NHL Draft. "I just heard the guys started cheering, so it's a good feeling."
Mark Scheifele made it 3-1 at 3:29 of the second period before Jack Roslovic gave Winnipeg a 4-1 lead at 14:01, nine seconds after exiting the penalty box. Wheeler fanned on a shot from point-blank range, but Roslovic followed and quickly put it over a sprawled Dell for his fifth goal of the season.
"It was just a good penalty kill," Roslovic said. "I was lucky to come out when I did, to see them get the job done and for me to score on the other end."
Melker Karlsson scored on a breakaway to give the Sharks a 1-0 lead at 9:28 of the first period.
Kyle Connor scored an empty-net goal at 14:47 of the third period for the 5-1 final.
