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AMUB vs. DJCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUB vs. DJCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB). The values are adjusted to include any dividend payments, if applicable.

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AMUB vs. DJCB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AMUB
ETRACS Alerian MLP Index ETN Class B
16.54%8.70%23.05%25.39%29.89%38.64%-29.50%0.48%
DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
0.00%0.00%3.39%-8.96%16.39%28.75%-3.90%2.27%

Returns By Period


AMUB

1D
-1.33%
1M
1.05%
YTD
16.54%
6M
20.87%
1Y
12.97%
3Y*
23.44%
5Y*
23.20%
10Y*
10.32%

DJCB

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUB vs. DJCB - Expense Ratio Comparison

AMUB has a 0.80% expense ratio, which is higher than DJCB's 0.50% expense ratio.


Return for Risk

AMUB vs. DJCB — Risk / Return Rank

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

AMUB
AMUB Risk / Return Rank: 3333
Overall Rank
AMUB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3535
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3939
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMUB Martin Ratio Rank: 2525
Martin Ratio Rank

DJCB
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.

AMUB vs. DJCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB). 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.


AMUBDJCBDifference

Sharpe ratio

Return per unit of total volatility

0.69

Sortino ratio

Return per unit of downside risk

0.98

Omega ratio

Gain probability vs. loss probability

1.15

Calmar ratio

Return relative to maximum drawdown

0.72

Martin ratio

Return relative to average drawdown

1.85

AMUB vs. DJCB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AMUBDJCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

Correlation

The correlation between AMUB and DJCB is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AMUB vs. DJCB - Dividend Comparison

AMUB's dividend yield for the trailing twelve months is around 5.79%, while DJCB has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
5.79%6.54%6.02%6.54%6.35%7.34%10.94%8.36%8.48%7.00%6.61%2.25%
DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMUB vs. DJCB - Drawdown Comparison


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Drawdown Indicators


AMUBDJCBDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

Max Drawdown (1Y)

Largest decline over 1 year

-17.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

Max Drawdown (10Y)

Largest decline over 10 years

-73.13%

Current Drawdown

Current decline from peak

-2.96%

Average Drawdown

Average peak-to-trough decline

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

Volatility

AMUB vs. DJCB - Volatility Comparison


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Volatility by Period


AMUBDJCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%