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BDCZ vs. PBDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDCZ vs. PBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Putnam BDC Income ETF (PBDC). The values are adjusted to include any dividend payments, if applicable.

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BDCZ vs. PBDC - Yearly Performance Comparison


2026 (YTD)2025202420232022
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-8.73%-3.72%12.22%25.31%10.55%
PBDC
Putnam BDC Income ETF
-9.87%-1.77%19.43%30.52%10.86%

Returns By Period

In the year-to-date period, BDCZ achieves a -8.73% return, which is significantly higher than PBDC's -9.87% return.


BDCZ

1D
2.11%
1M
1.43%
YTD
-8.73%
6M
-7.68%
1Y
-13.06%
3Y*
5.89%
5Y*
4.84%
10Y*
6.43%

PBDC

1D
2.38%
1M
2.99%
YTD
-9.87%
6M
-8.48%
1Y
-12.07%
3Y*
9.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDCZ vs. PBDC - Expense Ratio Comparison

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


Return for Risk

BDCZ vs. PBDC — Risk / Return Rank

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

BDCZ
BDCZ Risk / Return Rank: 33
Overall Rank
BDCZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCZ Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCZ Omega Ratio Rank: 33
Omega Ratio Rank
BDCZ Calmar Ratio Rank: 22
Calmar Ratio Rank
BDCZ Martin Ratio Rank: 22
Martin Ratio Rank

PBDC
PBDC Risk / Return Rank: 33
Overall Rank
PBDC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PBDC Sortino Ratio Rank: 33
Sortino Ratio Rank
PBDC Omega Ratio Rank: 33
Omega Ratio Rank
PBDC Calmar Ratio Rank: 33
Calmar Ratio Rank
PBDC Martin Ratio Rank: 33
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. PBDC - Risk-Adjusted Trends Comparison

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.


BDCZPBDCDifference

Sharpe ratio

Return per unit of total volatility

-0.58

-0.56

-0.02

Sortino ratio

Return per unit of downside risk

-0.68

-0.66

-0.02

Omega ratio

Gain probability vs. loss probability

0.91

0.92

0.00

Calmar ratio

Return relative to maximum drawdown

-0.67

-0.61

-0.06

Martin ratio

Return relative to average drawdown

-1.38

-1.29

-0.08

BDCZ vs. PBDC - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.58, which is comparable to the PBDC Sharpe Ratio of -0.56. 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.


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Sharpe Ratios by Period


BDCZPBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

-0.56

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.78

-0.51

Correlation

The correlation between BDCZ and PBDC is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BDCZ vs. PBDC - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 11.88%, more than PBDC's 11.69% yield.


TTM2025202420232022202120202019201820172016
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.88%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%
PBDC
Putnam BDC Income ETF
11.69%10.53%9.29%9.86%3.40%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BDCZ vs. PBDC - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, which is greater than PBDC's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for BDCZ and PBDC.


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Drawdown Indicators


BDCZPBDCDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-20.47%

-35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-20.15%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-17.94%

-17.32%

-0.62%

Average Drawdown

Average peak-to-trough decline

-7.75%

-4.13%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

9.47%

+0.24%

Volatility

BDCZ vs. PBDC - Volatility Comparison

ETRACS MVIS Business Development Companies Index ETN (BDCZ) and Putnam BDC Income ETF (PBDC) have volatilities of 5.99% and 6.16%, 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.


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Volatility by Period


BDCZPBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.16%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

14.25%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

21.62%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.73%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

16.73%

+4.83%