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BDCX vs. CEFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDCX vs. CEFD - 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 ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). The values are adjusted to include any dividend payments, if applicable.

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BDCX vs. CEFD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-13.54%-10.42%15.32%35.33%-17.67%52.70%24.50%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
-5.27%14.15%20.06%8.36%-28.93%22.09%21.81%

Returns By Period

In the year-to-date period, BDCX achieves a -13.54% return, which is significantly lower than CEFD's -5.27% return.


BDCX

1D
3.32%
1M
1.87%
YTD
-13.54%
6M
-13.47%
1Y
-23.11%
3Y*
4.64%
5Y*
3.38%
10Y*

CEFD

1D
4.24%
1M
-8.24%
YTD
-5.27%
6M
-4.15%
1Y
8.28%
3Y*
11.04%
5Y*
2.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDCX vs. CEFD - Expense Ratio Comparison

Both BDCX and CEFD have an expense ratio of 0.95%.


Return for Risk

BDCX vs. CEFD — Risk / Return Rank

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

BDCX
BDCX Risk / Return Rank: 22
Overall Rank
BDCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 22
Sortino Ratio Rank
BDCX Omega Ratio Rank: 22
Omega Ratio Rank
BDCX Calmar Ratio Rank: 11
Calmar Ratio Rank
BDCX Martin Ratio Rank: 11
Martin Ratio Rank

CEFD
CEFD Risk / Return Rank: 2727
Overall Rank
CEFD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 2424
Sortino Ratio Rank
CEFD Omega Ratio Rank: 3232
Omega Ratio Rank
CEFD Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEFD Martin Ratio Rank: 3030
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. CEFD - 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 ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). 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.


BDCXCEFDDifference

Sharpe ratio

Return per unit of total volatility

-0.72

0.40

-1.13

Sortino ratio

Return per unit of downside risk

-0.91

0.68

-1.58

Omega ratio

Gain probability vs. loss probability

0.89

1.12

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.77

0.51

-1.29

Martin ratio

Return relative to average drawdown

-1.55

2.32

-3.87

BDCX vs. CEFD - Sharpe Ratio Comparison

The current BDCX Sharpe Ratio is -0.72, which is lower than the CEFD Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BDCX and CEFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BDCXCEFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

0.40

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.13

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.41

+0.03

Correlation

The correlation between BDCX and CEFD is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BDCX vs. CEFD - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 22.24%, more than CEFD's 16.09% yield.


TTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
22.24%19.17%15.28%14.71%17.47%11.52%6.32%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
16.09%14.88%13.90%14.76%16.56%10.31%5.37%

Drawdowns

BDCX vs. CEFD - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, smaller than the maximum CEFD drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for BDCX and CEFD.


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Drawdown Indicators


BDCXCEFDDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-36.95%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-16.13%

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-36.95%

+1.99%

Current Drawdown

Current decline from peak

-29.73%

-8.80%

-20.93%

Average Drawdown

Average peak-to-trough decline

-9.60%

-12.02%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.20%

3.56%

+11.64%

Volatility

BDCX vs. CEFD - Volatility Comparison

ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a higher volatility of 9.44% compared to ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) at 8.66%. This indicates that BDCX's price experiences larger fluctuations and is considered to be riskier than CEFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCXCEFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

8.66%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

10.82%

+9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

32.13%

20.62%

+11.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

17.83%

+8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.63%

17.40%

+9.23%