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Issuer
UBS
Inception Date
Jun 2, 2020
Category
REIT
Leveraged
1.5x
Index Tracked
MVIS US Mortgage REITs Index (150%)
Distribution Policy
Distributing
Asset Class
Real Estate
Assets Under Management
$12M

Share Price Chart


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Performance

MVRL Performance Chart

ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) is down 4.0% since the beginning of the year. MVRL is currently trading at $13 per share. Investors who bought $1,000 worth of MVRL shares 5 years ago would now be looking at an investment worth $638.


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S&P 500 Index

Returns By Period

ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has returned -3.98% so far this year and 10.94% over the past 12 months.


ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN

1D
-0.99%
1M
-0.34%
YTD
-3.98%
6M
-4.63%
1Y
10.94%
3Y*
7.05%
5Y*
-8.61%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVRL Monthly Returns History

Based on dividend-adjusted daily data since Jun 3, 2020, MVRL's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +27.3%, while the worst month was Sep 2022 at -34.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MVRL closed higher 52% of trading days. The best single day was Jun 8, 2020 with a return of +11.7%, while the worst single day was Jun 13, 2022 at -14.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.67%-1.38%-7.14%10.70%-7.96%-0.74%-3.98%
20256.83%7.68%-6.88%-7.44%-2.00%5.79%1.36%7.59%-3.21%-0.69%6.52%0.17%14.96%
2024-6.75%-1.27%5.91%-8.57%5.82%0.20%9.27%2.69%1.82%-7.49%3.05%-6.23%-3.45%
202323.44%-12.27%-14.94%2.24%-5.19%18.16%6.61%-2.89%-7.87%-17.18%21.30%11.10%12.30%
2022-3.12%-9.79%5.48%-13.44%4.37%-16.92%21.53%-11.67%-34.94%19.79%12.25%-11.35%-42.41%
2021-2.05%13.46%7.98%5.94%0.30%2.57%-4.95%3.25%-2.83%5.63%-9.35%1.90%21.71%

Benchmark Metrics

ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN has an annualized alpha of -9.43%, beta of 1.40, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since June 03, 2020.

  • This ETF participated in 176.33% of S&P 500 Index downside but only 147.24% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.40 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-9.43%
Beta
1.40
0.40
Upside Capture
147.24%
Downside Capture
176.33%

Expense Ratio

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


Return for Risk

Risk / Return Rank

MVRL ranks 14 for risk / return — in the bottom 14% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MVRL Risk / Return Rank: 1414
Overall Rank
MVRL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1414
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1414
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1414
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1515
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 Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and compare them to S&P 500 Index.

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.


MVRLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

0.52

2.78

-2.26

Martin ratioReturn relative to average drawdown

1.36

12.44

-11.08

Dividends

Dividend History

ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN provided a 21.15% dividend yield over the last twelve months, with an annual payout of $2.77 per share.


5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$2.77$2.87$3.05$3.65$5.29$5.36$2.26

Dividend yield

21.15%19.15%19.27%18.69%25.21%12.33%5.63%

Monthly Dividends

The table displays the monthly dividend distributions for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.08$0.50$0.09$0.10$0.51$0.10$1.37
2025$0.09$0.51$0.12$0.53$0.13$0.10$0.45$0.08$0.17$0.42$0.11$0.17$2.87
2024$0.57$0.08$0.06$0.57$0.14$0.05$0.56$0.11$0.14$0.46$0.14$0.15$3.05
2023$0.79$0.11$0.07$0.68$0.15$0.13$0.60$0.14$0.11$0.67$0.11$0.09$3.65
2022$1.21$0.14$0.11$0.97$0.38$0.15$0.84$0.24$0.14$0.81$0.18$0.11$5.29
2021$0.98$0.11$0.09$1.00$0.28$0.17$1.03$0.03$0.16$1.05$0.29$0.18$5.36

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 Monthly Pay 1.5x Leveraged Mortgage REIT 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 Monthly Pay 1.5x Leveraged Mortgage REIT ETN was 60.25%, occurring on Oct 25, 2023. The portfolio has not yet recovered.

The current ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN drawdown is 39.15%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-60.25%Oct 2023
2y 4mo
5y 14dJun 2021 - now
2020 bear market2020
-23.12%Jul 2020
1mo4mo 3d
5mo 3dJun 2020 - Nov 2020
2021 pullback2021
-9.66%May 2021
8d20d
28dMay 2021 - Jun 2021
2020 pullback2020
-5.93%Nov 2020
5d4d
9dNov 2020 - Dec 2020
2020 pullback2020
-5.86%Nov 2020
1d4d
5dNov 2020 - Nov 2020

Drawdown Indicators


MVRLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.25%

-56.78%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-9.10%

-11.83%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-18.90%

-13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-59.63%

-25.43%

-34.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-39.15%

-1.80%

-37.35%

Average Drawdown

Average peak-to-trough decline

-31.84%

-10.71%

-21.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

2.03%

+6.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MVRL

Add ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MVRL