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BDCZ vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCZ vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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 -9.13% return, which is significantly lower than LVHI's 12.58% return.


BDCZ

1D
-0.96%
1M
-1.24%
YTD
-9.13%
6M
-7.40%
1Y
-11.49%
3Y*
4.55%
5Y*
3.26%
10Y*
6.00%

LVHI

1D
0.27%
1M
-0.51%
YTD
12.58%
6M
13.29%
1Y
31.95%
3Y*
21.74%
5Y*
16.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCZ vs. LVHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-9.13%-3.72%12.22%25.31%-9.12%33.97%-10.95%26.00%-7.64%0.40%
LVHI
Franklin International Low Volatility High Dividend Index ETF
12.58%27.12%14.81%17.45%3.84%18.19%-8.76%18.35%-5.22%12.26%

Correlation

The correlation between BDCZ and LVHI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.39

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2016

0.41

Over the past year, the correlation between BDCZ and LVHI has dropped to 0.21 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

BDCZ vs. LVHI — 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

LVHI
LVHI Risk / Return Rank: 9393
Overall Rank
LVHI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9494
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9393
Omega Ratio Rank
LVHI Calmar Ratio Rank: 9090
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9292
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. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BDCZLVHIDifference
Sharpe ratioReturn per unit of total volatility

-3.90

Sortino ratioReturn per unit of downside risk

-5.24

Omega ratioGain probability vs. loss probability

0.92

1.63

-0.71

Calmar ratioReturn relative to maximum drawdown

-0.58

5.28

-5.86

Martin ratioReturn relative to average drawdown

-1.00

21.86

-22.87

BDCZ vs. LVHI - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.56, which is lower than the LVHI Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of BDCZ and LVHI, 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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Drawdowns

BDCZ vs. LVHI - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for BDCZ and LVHI.


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Drawdown Indicators


BDCZLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-32.31%

-23.32%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-6.08%

-13.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-11.99%

-8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-11.99%

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-18.30%

-1.05%

-17.25%

Average Drawdown

Average peak-to-trough decline

-7.90%

-3.50%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.46%

1.47%

+9.99%

Volatility

BDCZ vs. LVHI - Volatility Comparison

ETRACS MVIS Business Development Companies Index ETN (BDCZ) has a higher volatility of 8.43% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.62%. This indicates that BDCZ's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCZLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

2.62%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

7.70%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.65%

9.63%

+11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

11.08%

+6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

13.74%

+8.02%

BDCZ vs. LVHI - Expense Ratio Comparison

BDCZ has a 0.85% expense ratio, which is higher than LVHI's 0.40% expense ratio.


Dividends

BDCZ vs. LVHI - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 11.42%, more than LVHI's 4.74% yield.


PositionTTM2025202420232022202120202019201820172016
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.42%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.74%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%

Frequently Asked Questions


BDCZ and LVHI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCZ has higher volatility (8.43%) compared to LVHI (2.62%). In terms of maximum drawdown, BDCZ dropped -55.63% vs LVHI's -32.31%.

On 5-year performance, LVHI leads with 16.01% vs 3.26% for BDCZ. On fees, LVHI is cheaper at 0.40% per year. On volatility, LVHI has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LVHI has performed better with a 16.01% return vs 3.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LVHI is cheaper with a 0.40% expense ratio, compared with 0.85% for BDCZ.

BDCZ has the higher dividend yield at 11.42%, compared with 4.74% for LVHI.

BDCZ is categorized as Financials Equities, while LVHI is Volatility Hedged Equity. BDCZ tracks BDCZ-US - MVIS US Business Development Companies Index, while LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR. They also come from different issuers: UBS and Franklin Templeton. Their fees differ too: 0.85% for BDCZ and 0.40% for LVHI.

LVHI currently has the higher Sharpe Ratio (3.34 vs -0.56), 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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