PortfoliosLab logoPortfoliosLab logo
BDCX vs. BWET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCX vs. BWET - 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 Breakwave Tanker Shipping ETF (BWET). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BDCX achieves a -9.12% return, which is significantly lower than BWET's 990.13% return.


BDCX

1D
3.87%
1M
-7.74%
YTD
-9.12%
6M
-11.17%
1Y
-14.37%
3Y*
4.52%
5Y*
2.16%
10Y*

BWET

1D
11.71%
1M
-0.90%
YTD
990.13%
6M
857.64%
1Y
2,014.90%
3Y*
145.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCX vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-9.12%-10.42%15.32%31.85%
BWET
Breakwave Tanker Shipping ETF
990.13%96.22%-39.21%15.94%

Correlation

The correlation between BDCX and BWET is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 4, 2023

-0.01

The correlation between BDCX and BWET shifts across timeframes, from -0.11 (1 year) to -0.01 (3 years), 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

BDCX vs. BWET — Risk / Return Rank

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

BDCX
BDCX Risk / Return Rank: 55
Overall Rank
BDCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 55
Sortino Ratio Rank
BDCX Omega Ratio Rank: 55
Omega Ratio Rank
BDCX Calmar Ratio Rank: 55
Calmar Ratio Rank
BDCX Martin Ratio Rank: 55
Martin Ratio Rank

BWET
BWET Risk / Return Rank: 9999
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9898
Sortino Ratio Rank
BWET Omega Ratio Rank: 9898
Omega Ratio Rank
BWET Calmar Ratio Rank: 100100
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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. BWET - 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 Breakwave Tanker Shipping ETF (BWET). 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.


BDCXBWETDifference
Sharpe ratioReturn per unit of total volatility

-21.20

Sortino ratioReturn per unit of downside risk

-7.38

Omega ratioGain probability vs. loss probability

0.93

1.99

-1.06

Calmar ratioReturn relative to maximum drawdown

-0.47

66.60

-67.08

Martin ratioReturn relative to average drawdown

-0.84

176.91

-177.75

BDCX vs. BWET - Sharpe Ratio Comparison

The current BDCX Sharpe Ratio is -0.53, which is lower than the BWET Sharpe Ratio of 20.67. The chart below compares the historical Sharpe Ratios of BDCX and BWET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BDCXBWETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

20.67

-21.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

2.01

-1.56

Drawdowns

BDCX vs. BWET - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, smaller than the maximum BWET drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for BDCX and BWET.


Loading charts...

Drawdown Indicators


BDCXBWETDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-56.90%

+21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-30.64%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-33.39%

-56.90%

+23.51%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

Current Drawdown

Current decline from peak

-26.14%

-0.90%

-25.24%

Average Drawdown

Average peak-to-trough decline

-10.08%

-24.06%

+13.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.20%

11.51%

+5.69%

Volatility

BDCX vs. BWET - Volatility Comparison

The current volatility for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) is 8.67%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 28.88%. This indicates that BDCX experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BDCXBWETDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

28.88%

-20.21%

Volatility (6M)

Calculated over the trailing 6-month period

22.74%

88.79%

-66.05%

Volatility (1Y)

Calculated over the trailing 1-year period

27.47%

98.73%

-71.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.56%

70.70%

-44.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

70.70%

-43.76%

BDCX vs. BWET - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is lower than BWET's 3.50% expense ratio.


Dividends

BDCX vs. BWET - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 19.69%, while BWET has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
19.69%19.17%15.28%14.71%17.47%11.52%6.32%
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDCX and BWET have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWET has higher volatility (28.88%) compared to BDCX (8.67%). In terms of maximum drawdown, BDCX dropped -34.96% vs BWET's -56.90%.

On 3-year performance, BWET leads with 145.24% vs 4.52% for BDCX. On fees, BDCX is cheaper at 0.95% per year. On volatility, BDCX has been the lower-risk option at 8.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BWET has performed better with a 145.24% return vs 4.52%. 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 3.50% for BWET.

BDCX has the higher dividend yield at 19.69%, compared with 0.00% for BWET.

BDCX is categorized as Leveraged Equities, while BWET is Commodities. BDCX tracks MVIS US Business Development Companies (150%), while BWET tracks Breakwave Wet Freight Futures Index. They also come from different issuers: UBS and Amplify. Their fees differ too: 0.95% for BDCX and 3.50% for BWET.

BWET currently has the higher Sharpe Ratio (20.67 vs -0.53), 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

Find the right allocation for BDCX and BWET

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