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BDCZ vs. IBTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCZ vs. IBTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS MVIS Business Development Companies Index ETN (BDCZ) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDCZ achieves a -7.98% return, which is significantly lower than IBTG's 1.44% return.


BDCZ

1D
-2.73%
1M
-7.44%
YTD
-7.98%
6M
-8.99%
1Y
-10.32%
3Y*
4.75%
5Y*
3.38%
10Y*
6.23%

IBTG

1D
0.00%
1M
0.28%
YTD
1.44%
6M
1.80%
1Y
4.14%
3Y*
4.11%
5Y*
0.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCZ vs. IBTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-7.98%-3.72%12.22%25.31%-9.12%33.97%-1.24%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
1.44%4.40%3.97%4.34%-8.18%-3.04%3.99%

Correlation

The correlation between BDCZ and IBTG is -0.03, 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

-0.03

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

-0.01

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

-0.06

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Return for Risk

BDCZ vs. IBTG — Risk / Return Rank

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

BDCZ
BDCZ Risk / Return Rank: 44
Overall Rank
BDCZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BDCZ Sortino Ratio Rank: 44
Sortino Ratio Rank
BDCZ Omega Ratio Rank: 44
Omega Ratio Rank
BDCZ Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCZ Martin Ratio Rank: 44
Martin Ratio Rank

IBTG
IBTG Risk / Return Rank: 9999
Overall Rank
IBTG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTG Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTG Omega Ratio Rank: 9999
Omega Ratio Rank
IBTG Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTG 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.

BDCZ vs. IBTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.


BDCZIBTGDifference
Sharpe ratioReturn per unit of total volatility

-8.52

Sortino ratioReturn per unit of downside risk

-20.95

Omega ratioGain probability vs. loss probability

0.93

4.40

-3.47

Calmar ratioReturn relative to maximum drawdown

-0.52

63.59

-64.11

Martin ratioReturn relative to average drawdown

-0.95

256.63

-257.57

BDCZ vs. IBTG - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.51, which is lower than the IBTG Sharpe Ratio of 8.02. The chart below compares the historical Sharpe Ratios of BDCZ and IBTG, 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


BDCZIBTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

8.02

-8.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.26

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.29

-0.02

Drawdowns

BDCZ vs. IBTG - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for BDCZ and IBTG.


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Drawdown Indicators


BDCZIBTGDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-13.62%

-42.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-0.07%

-19.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-1.33%

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-12.31%

-10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-17.27%

0.00%

-17.27%

Average Drawdown

Average peak-to-trough decline

-7.86%

-4.90%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.94%

0.02%

+10.92%

Volatility

BDCZ vs. IBTG - Volatility Comparison

ETRACS MVIS Business Development Companies Index ETN (BDCZ) has a higher volatility of 8.37% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that BDCZ's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCZIBTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

0.12%

+8.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.17%

0.32%

+16.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

0.52%

+19.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

3.27%

+14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

3.45%

+18.28%

BDCZ vs. IBTG - Expense Ratio Comparison

BDCZ has a 0.85% expense ratio, which is higher than IBTG's 0.07% expense ratio.


Dividends

BDCZ vs. IBTG - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 11.28%, more than IBTG's 3.96% yield.


PositionTTM2025202420232022202120202019201820172016
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.28%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
3.96%4.03%4.08%3.61%2.06%0.66%0.53%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDCZ and IBTG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCZ has higher volatility (8.37%) compared to IBTG (0.12%). In terms of maximum drawdown, BDCZ dropped -55.63% vs IBTG's -13.62%.

On 5-year performance, BDCZ leads with 3.38% vs 0.84% for IBTG. On fees, IBTG is cheaper at 0.07% per year. On volatility, IBTG has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BDCZ has performed better with a 3.38% return vs 0.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTG is cheaper with a 0.07% expense ratio, compared with 0.85% for BDCZ.

BDCZ has the higher dividend yield at 11.28%, compared with 3.96% for IBTG.

BDCZ is categorized as Financials Equities, while IBTG is Government Bonds. BDCZ tracks BDCZ-US - MVIS US Business Development Companies Index, while IBTG tracks ICE 2026 Maturity US Treasury Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.85% for BDCZ and 0.07% for IBTG.

IBTG currently has the higher Sharpe Ratio (8.02 vs -0.51), 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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