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BDCX vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCX vs. IEMG - 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 Core MSCI Emerging Markets ETF (IEMG). 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 -11.90% return, which is significantly lower than IEMG's 18.97% return.


BDCX

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

IEMG

1D
1.70%
1M
-3.66%
YTD
18.97%
6M
20.80%
1Y
40.80%
3Y*
20.51%
5Y*
6.57%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCX vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-11.90%-10.42%15.32%35.33%-17.67%52.70%24.50%
IEMG
iShares Core MSCI Emerging Markets ETF
18.97%32.56%6.50%11.52%-19.98%-0.64%31.33%

Correlation

The correlation between BDCX and IEMG is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.36

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.41

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Return for Risk

BDCX vs. IEMG — 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

IEMG
IEMG Risk / Return Rank: 6767
Overall Rank
IEMG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6161
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7171
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6969
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. IEMG - 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 Core MSCI Emerging Markets ETF (IEMG). 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.


BDCXIEMGDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-3.41

Omega ratioGain probability vs. loss probability

0.91

1.38

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.59

3.10

-3.70

Martin ratioReturn relative to average drawdown

-1.04

11.68

-12.72

BDCX vs. IEMG - Sharpe Ratio Comparison

The current BDCX Sharpe Ratio is -0.66, which is lower than the IEMG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BDCX and IEMG, 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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Sharpe Ratios by Period


BDCXIEMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

1.99

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.35

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.33

+0.10

Drawdowns

BDCX vs. IEMG - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, smaller than the maximum IEMG drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for BDCX and IEMG.


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Drawdown Indicators


BDCXIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-38.71%

+3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-13.21%

-17.25%

Max Drawdown (3Y)

Largest decline over 3 years

-33.39%

-17.21%

-16.18%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-35.75%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-28.40%

-7.00%

-21.40%

Average Drawdown

Average peak-to-trough decline

-10.10%

-12.97%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.35%

3.50%

+13.85%

Volatility

BDCX vs. IEMG - Volatility Comparison

The current volatility for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) is 8.65%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 10.33%. This indicates that BDCX experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCXIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

10.33%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

18.35%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

20.62%

+6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.59%

18.62%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

20.14%

+6.80%

BDCX vs. IEMG - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is higher than IEMG's 0.09% expense ratio.


Dividends

BDCX vs. IEMG - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 20.31%, more than IEMG's 2.31% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.31%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


BDCX and IEMG have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEMG has higher volatility (10.33%) compared to BDCX (8.65%). In terms of maximum drawdown, BDCX dropped -34.96% vs IEMG's -38.71%.

On 5-year performance, IEMG leads with 6.57% vs 1.22% for BDCX. On fees, IEMG is cheaper at 0.09% per year. On volatility, BDCX has been the lower-risk option at 8.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IEMG has performed better with a 6.57% return vs 1.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.95% for BDCX.

BDCX has the higher dividend yield at 20.31%, compared with 2.31% for IEMG.

BDCX is categorized as Leveraged Equities, while IEMG is Emerging Markets Diversified. BDCX tracks MVIS US Business Development Companies (150%), while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). They also come from different issuers: UBS and iShares. Their fees differ too: 0.95% for BDCX and 0.09% for IEMG.

IEMG currently has the higher Sharpe Ratio (1.99 vs -0.66), 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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