PortfoliosLab logoPortfoliosLab logo
BDCZ vs. MLPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCZ vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS MVIS Business Development Companies Index ETN (BDCZ) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BDCZ achieves a -8.73% return, which is significantly lower than MLPR's 24.85% return.


BDCZ

1D
0.45%
1M
-0.80%
YTD
-8.73%
6M
-6.81%
1Y
-10.27%
3Y*
4.71%
5Y*
3.29%
10Y*
6.05%

MLPR

1D
2.97%
1M
-9.79%
YTD
24.85%
6M
24.33%
1Y
28.25%
3Y*
31.47%
5Y*
25.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCZ vs. MLPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-8.73%-3.72%12.22%25.31%-9.12%33.97%19.94%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.85%9.83%31.57%35.87%41.04%57.33%-7.10%

Correlation

The correlation between BDCZ and MLPR is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.34

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.48

Over the past year, the correlation between BDCZ and MLPR has dropped to 0.11 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BDCZ vs. MLPR — Risk / Return Rank

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

BDCZ
BDCZ Risk / Return Rank: 55
Overall Rank
BDCZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BDCZ Sortino Ratio Rank: 55
Sortino Ratio Rank
BDCZ Omega Ratio Rank: 55
Omega Ratio Rank
BDCZ Calmar Ratio Rank: 55
Calmar Ratio Rank
BDCZ Martin Ratio Rank: 55
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 3939
Overall Rank
MLPR Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3737
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3737
Omega Ratio Rank
MLPR Calmar Ratio Rank: 4343
Calmar Ratio Rank
MLPR Martin Ratio Rank: 3939
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. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


BDCZMLPRDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

0.93

1.24

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.52

2.03

-2.55

Martin ratioReturn relative to average drawdown

-0.89

5.88

-6.77

BDCZ vs. MLPR - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.50, which is lower than the MLPR Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of BDCZ and MLPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BDCZ vs. MLPR - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, which is greater than MLPR's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for BDCZ and MLPR.


Loading charts...

Drawdown Indicators


BDCZMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-48.98%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-13.97%

-5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-24.45%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-28.66%

+5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-17.94%

-10.62%

-7.32%

Average Drawdown

Average peak-to-trough decline

-7.90%

-8.94%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.51%

4.82%

+6.69%

Volatility

BDCZ vs. MLPR - Volatility Comparison

ETRACS MVIS Business Development Companies Index ETN (BDCZ) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) have volatilities of 8.44% and 8.29%, 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.


Loading charts...

Volatility by Period


BDCZMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

8.29%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

17.35%

15.56%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

21.11%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

29.40%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

33.71%

-11.95%

BDCZ vs. MLPR - Expense Ratio Comparison

BDCZ has a 0.85% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Dividends

BDCZ vs. MLPR - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 11.37%, more than MLPR's 9.36% yield.


PositionTTM2025202420232022202120202019201820172016
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.37%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.36%10.85%9.57%10.08%7.49%10.69%4.21%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDCZ and MLPR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCZ has higher volatility (8.44%) compared to MLPR (8.29%). In terms of maximum drawdown, BDCZ dropped -55.63% vs MLPR's -48.98%.

On 5-year performance, MLPR leads with 25.58% vs 3.29% for BDCZ. On fees, BDCZ is cheaper at 0.85% per year. On volatility, MLPR has been the lower-risk option at 8.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPR has performed better with a 25.58% return vs 3.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BDCZ is cheaper with a 0.85% expense ratio, compared with 0.95% for MLPR.

BDCZ has the higher dividend yield at 11.37%, compared with 9.36% for MLPR.

BDCZ is categorized as Financials Equities, while MLPR is Leveraged Equities. BDCZ tracks BDCZ-US - MVIS US Business Development Companies Index, while MLPR tracks Alerian MLP Index (150%). Their fees differ too: 0.85% for BDCZ and 0.95% for MLPR.

MLPR currently has the higher Sharpe Ratio (1.35 vs -0.50), 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

Find the right allocation for BDCZ and MLPR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer