ATMP vs. VONE
ATMP (Barclays ETN+ Select MLP ETN) and VONE (Vanguard Russell 1000 ETF) are both exchange-traded funds - ATMP is a MLPs fund tracking the CIBC Atlas Select MLP VWAP, while VONE is a Large Cap Blend Equities fund tracking the Russell 1000 Index. Both are passively managed. Over the past 10 years, ATMP returned 5.20%/yr vs 15.21%/yr for VONE. At a 0.46 correlation, their price movements are largely independent. ATMP charges 0.95%/yr vs 0.08%/yr for VONE.
Performance
ATMP vs. VONE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ATMP achieves a 20.60% return, which is significantly higher than VONE's 8.90% return. Over the past 10 years, ATMP has underperformed VONE with an annualized return of 5.20%, while VONE has yielded a comparatively higher 15.21% annualized return.
ATMP
- 1D
- 0.46%
- 1M
- -3.84%
- YTD
- 20.60%
- 6M
- 20.43%
- 1Y
- 18.09%
- 3Y*
- 21.55%
- 5Y*
- 15.05%
- 10Y*
- 5.20%
VONE
- 1D
- 0.43%
- 1M
- 0.78%
- YTD
- 8.90%
- 6M
- 9.17%
- 1Y
- 25.15%
- 3Y*
- 20.64%
- 5Y*
- 12.60%
- 10Y*
- 15.21%
ATMP vs. VONE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 20.60% | 1.73% | 31.66% | 14.51% | 20.71% | 33.06% | -34.39% | 0.39% | -14.55% | -11.89% |
VONE Vanguard Russell 1000 ETF | 8.90% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
Correlation
The correlation between ATMP and VONE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2013 | 0.46 |
The correlation between ATMP and VONE shifts across timeframes, from -0.01 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ATMP vs. VONE — Risk / Return Rank
ATMP
VONE
ATMP vs. VONE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Vanguard Russell 1000 ETF (VONE). 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.
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.
| ATMP | VONE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.71 | -0.17 |
| Martin ratioReturn relative to average drawdown | 5.89 | 12.15 | -6.26 |
Loading charts...
Drawdowns
ATMP vs. VONE - Drawdown Comparison
The maximum ATMP drawdown since its inception was -80.86%, which is greater than VONE's maximum drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for ATMP and VONE.
Loading charts...
Drawdown Indicators
| ATMP | VONE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.86% | -34.66% | -46.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -8.85% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -19.06% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -25.12% | +2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -75.66% | -34.66% | -41.00% |
Current DrawdownCurrent decline from peak | -5.61% | -2.20% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -31.08% | -3.90% | -27.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.97% | +1.16% |
Volatility
ATMP vs. VONE - Volatility Comparison
Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 5.64% compared to Vanguard Russell 1000 ETF (VONE) at 4.24%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ATMP | VONE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 4.24% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 9.61% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 12.39% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.25% | 17.14% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 18.27% | +9.40% |
ATMP vs. VONE - Expense Ratio Comparison
ATMP has a 0.95% expense ratio, which is higher than VONE's 0.08% expense ratio.
Dividends
ATMP vs. VONE - Dividend Comparison
ATMP has not paid dividends to shareholders, while VONE's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONE Vanguard Russell 1000 ETF | 1.01% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
Frequently Asked Questions
ATMP and VONE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATMP has higher volatility (5.64%) compared to VONE (4.24%). In terms of maximum drawdown, ATMP dropped -80.86% vs VONE's -34.66%.
On 10-year performance, VONE leads with 15.21% vs 5.20% for ATMP. On fees, VONE is cheaper at 0.08% per year. On volatility, VONE has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VONE has performed better with a 15.21% return vs 5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VONE is cheaper with a 0.08% expense ratio, compared with 0.95% for ATMP.
VONE has the higher dividend yield at 1.01%, compared with 0.00% for ATMP.
ATMP is categorized as MLPs, while VONE is Large Cap Blend Equities. ATMP tracks CIBC Atlas Select MLP VWAP, while VONE tracks Russell 1000 Index. They also come from different issuers: Barclays Capital and Vanguard. Their fees differ too: 0.95% for ATMP and 0.08% for VONE.
VONE currently has the higher Sharpe Ratio (1.93 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ATMP and VONE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer