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BDCX vs. BIZD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCX vs. BIZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) and VanEck BDC Income ETF (BIZD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDCX achieves a -14.17% return, which is significantly lower than BIZD's -10.45% return.


BDCX

1D
-1.41%
1M
-1.87%
YTD
-14.17%
6M
-13.63%
1Y
-19.48%
3Y*
3.12%
5Y*
1.20%
10Y*

BIZD

1D
-1.13%
1M
-1.29%
YTD
-10.45%
6M
-9.50%
1Y
-14.18%
3Y*
5.12%
5Y*
3.92%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCX vs. BIZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-14.17%-10.42%15.32%35.33%-17.67%52.70%25.40%
BIZD
VanEck BDC Income ETF
-10.45%-4.96%15.63%27.02%-8.51%36.25%20.87%

Correlation

The correlation between BDCX and BIZD is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.91

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.94

The correlation between BDCX and BIZD has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

BDCX vs. BIZD — Risk / Return Rank

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

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 33
Calmar Ratio Rank
BDCX Martin Ratio Rank: 44
Martin Ratio Rank

BIZD
BIZD Risk / Return Rank: 33
Overall Rank
BIZD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 33
Sortino Ratio Rank
BIZD Omega Ratio Rank: 33
Omega Ratio Rank
BIZD Calmar Ratio Rank: 44
Calmar Ratio Rank
BIZD Martin Ratio Rank: 44
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.

BDCX vs. BIZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) and VanEck BDC Income ETF (BIZD). 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.


BDCXBIZDDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

0.90

0.89

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.64

0.00

Martin ratioReturn relative to average drawdown

-1.09

-1.07

-0.01

BDCX vs. BIZD - Sharpe Ratio Comparison

The current BDCX Sharpe Ratio is -0.70, which is comparable to the BIZD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of BDCX and BIZD, 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

BDCX vs. BIZD - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, smaller than the maximum BIZD drawdown of -55.44%. Use the drawdown chart below to compare losses from any high point for BDCX and BIZD.


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Drawdown Indicators


BDCXBIZDDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-55.44%

+20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-22.22%

-8.24%

Max Drawdown (3Y)

Largest decline over 3 years

-33.39%

-22.56%

-10.83%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-22.91%

-12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

Current Drawdown

Current decline from peak

-30.24%

-20.57%

-9.67%

Average Drawdown

Average peak-to-trough decline

-10.20%

-6.76%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.97%

13.24%

+4.73%

Volatility

BDCX vs. BIZD - Volatility Comparison

ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a higher volatility of 8.37% compared to VanEck BDC Income ETF (BIZD) at 5.55%. This indicates that BDCX's price experiences larger fluctuations and is considered to be riskier than BIZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCXBIZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

5.55%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

23.09%

15.17%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

27.79%

18.52%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.58%

17.44%

+9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.91%

21.78%

+5.13%

BDCX vs. BIZD - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is lower than BIZD's 12.86% expense ratio.


Dividends

BDCX vs. BIZD - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 20.85%, more than BIZD's 14.10% yield.


PositionTTM20252024202320222021202020192018201720162015
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.85%19.17%15.28%14.71%17.47%11.52%6.32%0.00%0.00%0.00%0.00%0.00%
BIZD
VanEck BDC Income ETF
14.10%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%

Frequently Asked Questions


With a correlation of 0.91, BDCX and BIZD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BDCX has higher volatility (8.37%) compared to BIZD (5.55%). In terms of maximum drawdown, BDCX dropped -34.96% vs BIZD's -55.44%.

On 5-year performance, BIZD leads with 3.92% vs 1.20% for BDCX. On fees, BDCX is cheaper at 0.95% per year. On volatility, BIZD has been the lower-risk option at 5.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIZD has performed better with a 3.92% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BDCX is cheaper with a 0.95% expense ratio, compared with 12.86% for BIZD.

BDCX has the higher dividend yield at 20.85%, compared with 14.10% for BIZD.

BDCX is categorized as Leveraged Equities, while BIZD is Financials Equities. BDCX tracks MVIS US Business Development Companies (150%), while BIZD tracks MVIS US Business Development Companies Index. They also come from different issuers: UBS and VanEck. Their fees differ too: 0.95% for BDCX and 12.86% for BIZD.

BDCX currently has the higher Sharpe Ratio (-0.70 vs -0.77), 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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