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BDCX vs. HYGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCX vs. HYGI - 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 iShares Inflation Hedged High Yield Bond ETF (HYGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BDCX

1D
-0.44%
1M
-5.50%
YTD
-11.90%
6M
-14.62%
1Y
-18.01%
3Y*
2.98%
5Y*
1.22%
10Y*

HYGI

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCX vs. HYGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-11.90%-10.42%15.32%35.33%-0.64%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.00%6.20%9.16%11.71%0.65%

Correlation

The correlation between BDCX and HYGI is 0.09, 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

0.09

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2022

0.49

Over the past year, the correlation between BDCX and HYGI has dropped to 0.09 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

BDCX vs. HYGI — 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: 44
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 44
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCX Martin Ratio Rank: 55
Martin Ratio Rank

HYGI
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. HYGI - 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 iShares Inflation Hedged High Yield Bond ETF (HYGI). 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.


BDCXHYGIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.59

Martin ratioReturn relative to average drawdown

-1.04

BDCX vs. HYGI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BDCXHYGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

Drawdowns

BDCX vs. HYGI - Drawdown Comparison


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Drawdown Indicators


BDCXHYGIDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

Max Drawdown (3Y)

Largest decline over 3 years

-33.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

Current Drawdown

Current decline from peak

-28.40%

Average Drawdown

Average peak-to-trough decline

-10.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.35%

Volatility

BDCX vs. HYGI - Volatility Comparison


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Volatility by Period


BDCXHYGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

BDCX vs. HYGI - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is higher than HYGI's 0.52% expense ratio.


Dividends

BDCX vs. HYGI - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 20.31%, while HYGI has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.31%19.17%15.28%14.71%17.47%11.52%6.32%
HYGI
iShares Inflation Hedged High Yield Bond ETF
0.97%3.41%6.08%6.22%3.19%0.00%0.00%

Frequently Asked Questions


BDCX and HYGI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYGI is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYGI is cheaper with a 0.52% expense ratio, compared with 0.95% for BDCX.

BDCX has the higher dividend yield at 20.31%, compared with 0.97% for HYGI.

BDCX is categorized as Leveraged Equities, while HYGI is Inflation-Protected Bonds. BDCX tracks MVIS US Business Development Companies (150%), while HYGI tracks BlackRock Inflation Hedged High Yield Bond Index - Benchmark TR Gross. They also come from different issuers: UBS and iShares. Their fees differ too: 0.95% for BDCX and 0.52% for HYGI.

Portfolio Optimizer

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