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BDCZ vs. XLFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCZ vs. XLFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS MVIS Business Development Companies Index ETN (BDCZ) and State Street Financial Select Sector SPDR Premium Income ETF (XLFI). 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 XLFI's 3.17% 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%

XLFI

1D
-0.41%
1M
2.09%
6M
4.95%
YTD
3.17%
1Y
11.31%
3Y*
5Y*
10Y*
ALL TIME*
8.72%
*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
$205.39K$226.21K$175.11K

BDCZ vs. XLFI - Yearly Performance Comparison


Correlation

The correlation between BDCZ and XLFI is 0.42, which is low. Their historical price movements had little consistent relationship.


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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.42

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Return for Risk

BDCZ vs. XLFI — 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

XLFI
XLFI Risk / Return Rank: 2929
Overall Rank
XLFI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XLFI Sortino Ratio Rank: 2929
Sortino Ratio Rank
XLFI Omega Ratio Rank: 3131
Omega Ratio Rank
XLFI Calmar Ratio Rank: 2626
Calmar Ratio Rank
XLFI Martin Ratio Rank: 2727
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. XLFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS MVIS Business Development Companies Index ETN (BDCZ) and State Street Financial Select Sector SPDR Premium Income ETF (XLFI). 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.


BDCZXLFIDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

0.93

1.15

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.69

0.80

-1.50

Martin ratioReturn relative to average drawdown

-1.24

2.26

-3.50

BDCZ vs. XLFI - Sharpe Ratio Comparison

The current BDCZ Sharpe Ratio is -0.52, which is lower than the XLFI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of BDCZ and XLFI, 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. XLFI - Drawdown Comparison

The maximum BDCZ drawdown since its inception was -55.63%, which is greater than XLFI's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for BDCZ and XLFI.


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Drawdown Indicators


BDCZXLFIDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-11.89%

-43.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-11.89%

-4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

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

-16.01%

-1.11%

-14.90%

Average Drawdown

Average peak-to-trough decline

-7.98%

-3.02%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.36%

4.22%

+5.14%

Volatility

BDCZ vs. XLFI - Volatility Comparison

ETRACS MVIS Business Development Companies Index ETN (BDCZ) has a higher volatility of 5.90% compared to State Street Financial Select Sector SPDR Premium Income ETF (XLFI) at 2.78%. This indicates that BDCZ's price experiences larger fluctuations and is considered to be riskier than XLFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCZXLFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

2.78%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

9.08%

+9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

11.88%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.27%

11.85%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

11.85%

+10.11%

BDCZ vs. XLFI - Expense Ratio Comparison

BDCZ has a 0.85% expense ratio, which is higher than XLFI's 0.35% expense ratio.


Dividends

BDCZ vs. XLFI - Dividend Comparison

BDCZ's dividend yield for the trailing twelve months is around 12.12%, more than XLFI's 11.29% 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%
XLFI
State Street Financial Select Sector SPDR Premium Income ETF
11.29%5.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDCZ and XLFI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCZ has higher volatility (5.90%) compared to XLFI (2.78%). In terms of maximum drawdown, BDCZ dropped -55.63% vs XLFI's -11.89%.

On 1-year performance, XLFI leads with 11.31% vs -10.62% for BDCZ. On fees, XLFI is cheaper at 0.35% per year. On volatility, XLFI has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLFI has performed better with a 11.31% return vs -10.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLFI is cheaper with a 0.35% expense ratio, compared with 0.85% for BDCZ.

BDCZ has the higher dividend yield at 12.12%, compared with 11.29% for XLFI.

BDCZ is categorized as Financials Equities, while XLFI is Derivative Income. They also come from different issuers: UBS and State Street. Their fees differ too: 0.85% for BDCZ and 0.35% for XLFI.

XLFI currently has the higher Sharpe Ratio (0.81 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.

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