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ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
UBS
Inception Date
Feb 5, 2021
Region
North America (U.S.)
Leveraged
2x
Index Tracked
Russell 1000 Growth (200%)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETRACS 2x Leveraged US Growth Factor TR ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) has returned -20.92% so far this year and 19.37% over the past 12 months.


ETRACS 2x Leveraged US Growth Factor TR ETN

1D
8.62%
1M
-7.73%
YTD
-20.92%
6M
-20.42%
1Y
19.37%
3Y*
29.85%
5Y*
13.29%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 5, 2021, IWFL's average daily return is +0.09%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jul 2022 with a return of +24.5%, while the worst month was Apr 2022 at -24.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IWFL closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +34.7%, while the worst single day was Apr 10, 2025 at -15.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.70%-10.99%-7.73%-20.92%
20253.38%-7.80%-17.61%-3.02%16.78%11.18%6.49%1.65%10.05%6.75%-4.28%-1.52%18.54%
20244.52%12.92%2.69%-8.63%10.94%13.34%-5.58%4.26%4.88%-0.73%12.36%0.98%61.94%
202316.13%-2.26%12.68%1.22%8.57%12.47%5.66%-2.05%-11.57%-3.36%22.25%7.92%84.47%
2022-16.56%-9.35%9.43%-24.76%-5.21%-20.26%24.52%-8.62%-19.07%10.56%7.62%-14.13%-55.71%
2021-8.89%3.41%13.62%-2.76%12.44%6.09%7.32%-11.07%17.57%1.09%3.69%46.03%

Benchmark Metrics

ETRACS 2x Leveraged US Growth Factor TR ETN has an annualized alpha of -7.26%, beta of 2.60, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since February 08, 2021.

  • This ETF captured 259.82% of S&P 500 Index gains and 187.38% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This ETF had an annualized alpha of -7.26% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of 2.60 means this ETF moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha
-7.26%
Beta
2.60
0.88
Upside Capture
259.82%
Downside Capture
187.38%

Expense Ratio

IWFL has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

IWFL ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IWFL Risk / Return Rank: 2727
Overall Rank
IWFL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IWFL Sortino Ratio Rank: 3030
Sortino Ratio Rank
IWFL Omega Ratio Rank: 3333
Omega Ratio Rank
IWFL Calmar Ratio Rank: 2525
Calmar Ratio Rank
IWFL Martin Ratio Rank: 2525
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and compare them to a chosen benchmark (S&P 500 Index).


IWFLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.90

-0.55

Sortino ratio

Return per unit of downside risk

0.93

1.39

-0.46

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.60

1.40

-0.80

Martin ratio

Return relative to average drawdown

1.92

6.61

-4.68

Explore IWFL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


ETRACS 2x Leveraged US Growth Factor TR ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ETRACS 2x Leveraged US Growth Factor TR ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ETRACS 2x Leveraged US Growth Factor TR ETN was 59.29%, occurring on Oct 14, 2022. Recovery took 401 trading sessions.

The current ETRACS 2x Leveraged US Growth Factor TR ETN drawdown is 27.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.29%Dec 28, 2021202Oct 14, 2022401May 21, 2024603
-46.84%Dec 17, 202476Apr 8, 202586Aug 12, 2025162
-32.8%Oct 30, 2025103Mar 30, 2026
-27.1%Jul 11, 202418Aug 5, 202460Oct 29, 202478
-18.97%Feb 16, 202115Mar 8, 202123Apr 9, 202138

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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