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BDCZ vs. MVRL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCZ vs. MVRL - 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 Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL). 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 -6.58% return, which is significantly lower than MVRL's -2.72% return.


BDCZ

1D
-0.16%
1M
-1.29%
6M
-6.46%
YTD
-6.58%
1Y
-10.62%
3Y*
2.54%
5Y*
3.98%
10Y*
6.30%
ALL TIME*
5.90%

MVRL

1D
-1.36%
1M
-3.40%
6M
-6.16%
YTD
-2.72%
1Y
6.50%
3Y*
3.21%
5Y*
-7.33%
10Y*
ALL TIME*
5.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.15K$28.17K$19.88K
$65.57K$56.06K$78.88K

BDCZ vs. MVRL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-6.58%-3.72%12.22%25.31%-9.12%33.97%19.94%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
-2.72%14.96%-3.45%12.30%-42.41%21.71%66.40%

Correlation

The correlation between BDCZ and MVRL is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

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

0.62

Over the past year, the correlation between BDCZ and MVRL has dropped to 0.34 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

BDCZ vs. MVRL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BDCZ
BDCZ Risk / Return Rank: 44
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: 44
Calmar Ratio Rank
BDCZ Martin Ratio Rank: 33
Martin Ratio Rank

MVRL
MVRL Risk / Return Rank: 1717
Overall Rank
MVRL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1717
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1717
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BDCZ vs. MVRL - 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 Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL). 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.


BDCZMVRLDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

0.93

1.07

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.69

0.35

-1.05

Martin ratioReturn relative to average drawdown

-1.24

0.84

-2.09

BDCZ vs. MVRL - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.52, which is lower than the MVRL Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of BDCZ and MVRL, 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. MVRL - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, smaller than the maximum MVRL drawdown of -60.25%. Use the drawdown chart below to compare losses from any high point for BDCZ and MVRL.


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Drawdown Indicators


BDCZMVRLDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-60.25%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-20.93%

+4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-29.34%

+8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-59.63%

+36.51%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-16.01%

-38.35%

+22.34%

Average Drawdown

Average peak-to-trough decline

-7.98%

-31.92%

+23.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.36%

8.74%

+0.62%

Volatility

BDCZ vs. MVRL - Volatility Comparison

The current volatility for ETRACS MVIS Business Development Companies Index ETN (BDCZ) is 5.90%, while ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a volatility of 10.11%. This indicates that BDCZ experiences smaller price fluctuations and is considered to be less risky than MVRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCZMVRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

10.11%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

21.92%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

28.70%

-6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.27%

36.52%

-18.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

37.51%

-15.55%

BDCZ vs. MVRL - Expense Ratio Comparison

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


Dividends

BDCZ vs. MVRL - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 12.12%, less than MVRL's 20.98% yield.


PositionTTM2025202420232022202120202019201820172016
BDCZ
ETRACS MVIS Business Development Companies Index ETN
12.12%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
20.98%19.15%19.27%18.69%25.21%12.33%5.63%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDCZ and MVRL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVRL has higher volatility (10.11%) compared to BDCZ (5.90%). In terms of maximum drawdown, BDCZ dropped -55.63% vs MVRL's -60.25%.

On 5-year performance, BDCZ leads with 3.98% vs -7.33% for MVRL. On fees, BDCZ is cheaper at 0.85% per year. On volatility, BDCZ has been the lower-risk option at 5.90%. 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 3.98% return vs -7.33%. 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 MVRL.

MVRL has the higher dividend yield at 20.98%, compared with 12.12% for BDCZ.

BDCZ is categorized as Financials Equities, while MVRL is REIT. BDCZ tracks BDCZ-US - MVIS US Business Development Companies Index, while MVRL tracks MVIS US Mortgage REITs Index (150%). Their fees differ too: 0.85% for BDCZ and 0.95% for MVRL.

MVRL currently has the higher Sharpe Ratio (0.26 vs -0.52), 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 MVRL

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