BDCZ vs. GABF

In the year-to-date period, BDCZ achieves a -0.63% return, which is significantly higher than GABF's -0.67% return.

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BDCZ has a 0.85% expense ratio, which is higher than GABF's 0.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Gabelli Financial Services Opportunities ETF (GABF). 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.

The current BDCZ Sharpe Ratio is 0.12, which is lower than the GABF Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BDCZ and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BDCZ's dividend yield for the trailing twelve months is around 9.84%, more than GABF's 4.22% yield.

The maximum BDCZ drawdown since its inception was -55.62%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for BDCZ and GABF.

ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Gabelli Financial Services Opportunities ETF (GABF) have volatilities of 5.24% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.