BDCZ vs. PBDC

In the year-to-date period, BDCZ achieves a -0.63% return, which is significantly lower than PBDC's -0.53% return.

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BDCZ has a 0.85% expense ratio, which is lower than PBDC's 6.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Putnam BDC Income ETF (PBDC). 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 PBDC Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of BDCZ and PBDC, 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 PBDC's 9.64% yield.

The maximum BDCZ drawdown since its inception was -55.62%, which is greater than PBDC's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for BDCZ and PBDC.

ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Putnam BDC Income ETF (PBDC) have volatilities of 5.24% and 5.18%, 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.