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ETRACS 2xMonthly Pay Leveraged Preferred Stock Ind...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US90274E1745

CUSIP

90274E174

Issuer

UBS

Inception Date

Sep 25, 2018

Category

Leveraged

Leveraged

2x

Index Tracked

Solactive Preferred Stock ETF Index (+200%)

Asset Class

Multi-Asset

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PFFL vs. PFXF PFFL vs. RPXIX PFFL vs. PFF PFFL vs. VOO PFFL vs. SPY PFFL vs. IIPR PFFL vs. STLG PFFL vs. PFFD PFFL vs. PFFA
Popular comparisons:
PFFL vs. PFXF PFFL vs. RPXIX PFFL vs. PFF PFFL vs. VOO PFFL vs. SPY PFFL vs. IIPR PFFL vs. STLG PFFL vs. PFFD PFFL vs. PFFA

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.77%
12.92%
PFFL (ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN)
Benchmark (^GSPC)

Returns By Period

ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN had a return of 12.05% year-to-date (YTD) and 22.88% in the last 12 months.


PFFL

YTD

12.05%

1M

-4.68%

6M

11.77%

1Y

22.88%

5Y (annualized)

-7.08%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of PFFL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.68%1.32%0.53%-8.32%4.96%-0.47%1.10%6.63%5.52%-2.93%12.05%
202322.69%-5.53%-9.90%2.46%-5.57%3.02%1.88%-3.19%-3.59%-10.72%16.63%5.41%8.66%
2022-8.58%-7.08%-0.38%-13.88%6.12%-9.02%12.32%-9.72%-7.70%-8.68%10.56%-8.48%-39.14%
2021-4.37%-2.28%5.94%2.04%1.22%3.42%0.23%-0.05%-1.35%2.42%-4.93%5.66%7.51%
20202.18%-8.55%-39.47%18.90%3.39%-2.55%9.21%3.85%-1.03%-0.80%7.50%4.25%-15.45%
201912.53%1.51%2.54%1.05%0.55%1.95%3.70%1.04%1.07%0.69%-1.80%3.43%31.40%
20180.31%-4.38%-4.56%-2.84%-11.05%

Expense Ratio

PFFL features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for PFFL: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PFFL is 33, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PFFL is 3333
Combined Rank
The Sharpe Ratio Rank of PFFL is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFL is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PFFL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PFFL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PFFL is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PFFL, currently valued at 1.06, compared to the broader market0.002.004.001.062.54
The chart of Sortino ratio for PFFL, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.533.40
The chart of Omega ratio for PFFL, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.47
The chart of Calmar ratio for PFFL, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.473.66
The chart of Martin ratio for PFFL, currently valued at 5.14, compared to the broader market0.0020.0040.0060.0080.00100.005.1416.26
PFFL
^GSPC

The current ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN Sharpe ratio is 1.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.06
2.54
PFFL (ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN)
Benchmark (^GSPC)

Dividends

Dividend History

ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN provided a 12.14% dividend yield over the last twelve months, with an annual payout of $1.21 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.50201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$1.21$1.36$1.45$1.68$1.89$3.05$0.44

Dividend yield

12.14%13.72%13.91%8.81%9.76%12.04%2.02%

Monthly Dividends

The table displays the monthly dividend distributions for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.17$0.05$0.10$0.15$0.05$0.09$0.14$0.05$0.10$0.10$0.11$1.11
2023$0.21$0.06$0.13$0.13$0.18$0.06$0.11$0.11$0.10$0.15$0.06$0.10$1.36
2022$0.19$0.07$0.12$0.12$0.17$0.06$0.12$0.18$0.06$0.12$0.12$0.12$1.45
2021$0.11$0.15$0.15$0.07$0.15$0.23$0.08$0.15$0.15$0.15$0.21$0.07$1.68
2020$0.21$0.11$0.21$0.16$0.14$0.23$0.08$0.15$0.16$0.15$0.15$0.15$1.89
2019$0.59$0.11$0.23$0.35$0.11$0.22$0.22$0.22$0.23$0.22$0.22$0.33$3.05
2018$0.11$0.12$0.22$0.44

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.51%
-0.88%
PFFL (ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ETRACS 2xMonthly Pay Leveraged Preferred Stock Index 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 2xMonthly Pay Leveraged Preferred Stock Index ETN was 80.68%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN drawdown is 35.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.68%Feb 13, 202024Mar 18, 2020
-15.15%Oct 1, 201849Dec 24, 201834Feb 13, 201983
-3.82%Oct 24, 201927Dec 2, 201914Dec 20, 201941
-2.99%Sep 9, 20195Sep 13, 20196Sep 23, 201911
-1.74%Aug 5, 20193Aug 7, 20196Aug 15, 20199

Volatility

Volatility Chart

The current ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN volatility is 7.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.01%
3.96%
PFFL (ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN)
Benchmark (^GSPC)