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ATMP vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATMP vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATMP achieves a 20.60% return, which is significantly higher than VYMI's 12.90% return. Over the past 10 years, ATMP has underperformed VYMI with an annualized return of 5.20%, while VYMI has yielded a comparatively higher 11.24% annualized return.


ATMP

1D
0.46%
1M
-3.30%
YTD
20.60%
6M
20.43%
1Y
18.09%
3Y*
21.55%
5Y*
15.05%
10Y*
5.20%

VYMI

1D
0.54%
1M
1.28%
YTD
12.90%
6M
14.90%
1Y
31.26%
3Y*
21.73%
5Y*
12.29%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMP vs. VYMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VYMI
Vanguard International High Dividend Yield ETF
12.90%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Correlation

The correlation between ATMP and VYMI is 0.10, 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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.49

Over the past year, the correlation between ATMP and VYMI has dropped to 0.10 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

ATMP vs. VYMI — Risk / Return Rank

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

ATMP
ATMP Risk / Return Rank: 4444
Overall Rank
ATMP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 4141
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3838
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5858
Calmar Ratio Rank
ATMP Martin Ratio Rank: 4141
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7272
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.

ATMP vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Vanguard International High Dividend Yield ETF (VYMI). 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.


ATMPVYMIDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

2.53

2.96

-0.43

Martin ratioReturn relative to average drawdown

5.89

11.60

-5.71

ATMP vs. VYMI - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.31, which is lower than the VYMI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ATMP and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATMP vs. VYMI - Drawdown Comparison

The maximum ATMP drawdown since its inception was -80.86%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for ATMP and VYMI.


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Drawdown Indicators


ATMPVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-80.86%

-40.00%

-40.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-10.14%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-12.84%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-24.05%

+1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-40.00%

-35.66%

Current Drawdown

Current decline from peak

-5.61%

0.00%

-5.61%

Average Drawdown

Average peak-to-trough decline

-31.08%

-6.30%

-24.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.59%

+0.54%

Volatility

ATMP vs. VYMI - Volatility Comparison

Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 5.64% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.40%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

4.40%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

11.15%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

13.33%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

14.90%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

16.85%

+10.82%

ATMP vs. VYMI - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is higher than VYMI's 0.07% expense ratio.


Dividends

ATMP vs. VYMI - Dividend Comparison

ATMP has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.39%.


PositionTTM2025202420232022202120202019201820172016
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%
VYMI
Vanguard International High Dividend Yield ETF
3.39%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions


ATMP and VYMI have a correlation of 0.10, 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 VYMI (4.40%). In terms of maximum drawdown, ATMP dropped -80.86% vs VYMI's -40.00%.

On 10-year performance, VYMI leads with 11.24% vs 5.20% for ATMP. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYMI has performed better with a 11.24% return vs 5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.95% for ATMP.

VYMI has the higher dividend yield at 3.39%, compared with 0.00% for ATMP.

ATMP is categorized as MLPs, while VYMI is Dividend. ATMP tracks CIBC Atlas Select MLP VWAP, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Barclays Capital and Vanguard. Their fees differ too: 0.95% for ATMP and 0.07% for VYMI.

VYMI currently has the higher Sharpe Ratio (2.26 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.

Portfolio Optimizer

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