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CEFD vs. HDLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEFD vs. HDLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) and ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB). The values are adjusted to include any dividend payments, if applicable.

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CEFD vs. HDLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
-3.73%14.15%20.06%8.36%-28.93%22.09%21.81%
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
15.23%27.26%28.21%-4.12%-11.46%62.67%4.73%

Returns By Period

In the year-to-date period, CEFD achieves a -3.73% return, which is significantly lower than HDLB's 15.23% return.


CEFD

1D
1.63%
1M
-6.56%
YTD
-3.73%
6M
-3.27%
1Y
9.83%
3Y*
11.64%
5Y*
2.72%
10Y*

HDLB

1D
-2.03%
1M
-9.81%
YTD
15.23%
6M
5.83%
1Y
18.66%
3Y*
24.29%
5Y*
14.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEFD vs. HDLB - Expense Ratio Comparison

CEFD has a 0.95% expense ratio, which is lower than HDLB's 1.65% expense ratio.


Return for Risk

CEFD vs. HDLB — Risk / Return Rank

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

CEFD
CEFD Risk / Return Rank: 2828
Overall Rank
CEFD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 2525
Sortino Ratio Rank
CEFD Omega Ratio Rank: 3333
Omega Ratio Rank
CEFD Calmar Ratio Rank: 2626
Calmar Ratio Rank
CEFD Martin Ratio Rank: 3131
Martin Ratio Rank

HDLB
HDLB Risk / Return Rank: 3131
Overall Rank
HDLB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HDLB Sortino Ratio Rank: 3030
Sortino Ratio Rank
HDLB Omega Ratio Rank: 3030
Omega Ratio Rank
HDLB Calmar Ratio Rank: 3333
Calmar Ratio Rank
HDLB Martin Ratio Rank: 3232
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.

CEFD vs. HDLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) and ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB). 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.


CEFDHDLBDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.57

-0.09

Sortino ratio

Return per unit of downside risk

0.77

0.95

-0.18

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

0.62

0.86

-0.24

Martin ratio

Return relative to average drawdown

2.80

2.89

-0.10

CEFD vs. HDLB - Sharpe Ratio Comparison

The current CEFD Sharpe Ratio is 0.48, which is comparable to the HDLB Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CEFD and HDLB, 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


CEFDHDLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.57

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.48

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.12

+0.31

Correlation

The correlation between CEFD and HDLB is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CEFD vs. HDLB - Dividend Comparison

CEFD's dividend yield for the trailing twelve months is around 15.83%, more than HDLB's 11.03% yield.


TTM2025202420232022202120202019
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
15.83%14.88%13.90%14.76%16.56%10.31%5.37%0.00%
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
11.03%12.20%10.09%12.36%10.86%8.07%16.23%0.97%

Drawdowns

CEFD vs. HDLB - Drawdown Comparison

The maximum CEFD drawdown since its inception was -36.95%, smaller than the maximum HDLB drawdown of -78.70%. Use the drawdown chart below to compare losses from any high point for CEFD and HDLB.


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Drawdown Indicators


CEFDHDLBDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-78.70%

+41.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-20.94%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

-43.81%

+6.86%

Current Drawdown

Current decline from peak

-7.31%

-9.81%

+2.50%

Average Drawdown

Average peak-to-trough decline

-12.01%

-27.92%

+15.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

6.26%

-2.67%

Volatility

CEFD vs. HDLB - Volatility Comparison

ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) and ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) have volatilities of 8.79% and 8.40%, 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


CEFDHDLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

8.40%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

20.47%

-9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

32.76%

-12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

30.43%

-12.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

43.94%

-26.53%