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CEFD vs. HIDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEFD vs. HIDE - 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 Alpha Architect High Inflation And Deflation ETF (HIDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEFD achieves a 6.68% return, which is significantly lower than HIDE's 7.48% return.


CEFD

1D
0.65%
1M
-1.19%
6M
3.84%
YTD
6.68%
1Y
13.16%
3Y*
13.50%
5Y*
2.89%
10Y*
ALL TIME*
8.91%

HIDE

1D
-0.04%
1M
1.84%
6M
4.51%
YTD
7.48%
1Y
10.38%
3Y*
4.49%
5Y*
10Y*
ALL TIME*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$13.81K$22.66K$19.94K
$1.44M$1.27M$1.13M

CEFD vs. HIDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
6.68%14.15%20.06%8.36%-3.39%
HIDE
Alpha Architect High Inflation And Deflation ETF
7.48%5.32%-0.85%2.46%-0.17%

Correlation

The correlation between CEFD and HIDE is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.07

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2022

0.28

Over the past year, the correlation between CEFD and HIDE has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

CEFD vs. HIDE — Risk / Return Rank

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

CEFD
CEFD Risk / Return Rank: 3636
Overall Rank
CEFD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 3636
Sortino Ratio Rank
CEFD Omega Ratio Rank: 3838
Omega Ratio Rank
CEFD Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEFD Martin Ratio Rank: 4141
Martin Ratio Rank

HIDE
HIDE Risk / Return Rank: 8888
Overall Rank
HIDE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HIDE Sortino Ratio Rank: 9090
Sortino Ratio Rank
HIDE Omega Ratio Rank: 9292
Omega Ratio Rank
HIDE Calmar Ratio Rank: 8585
Calmar Ratio Rank
HIDE Martin Ratio Rank: 8181
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.

CEFD vs. HIDE - 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 Alpha Architect High Inflation And Deflation ETF (HIDE). 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.


CEFDHIDEDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.18

1.46

-0.28

Calmar ratioReturn relative to maximum drawdown

1.00

3.28

-2.28

Martin ratioReturn relative to average drawdown

4.48

10.56

-6.07

CEFD vs. HIDE - Sharpe Ratio Comparison

The current CEFD Sharpe Ratio is 0.92, which is lower than the HIDE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CEFD and HIDE, 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

CEFD vs. HIDE - Drawdown Comparison

The maximum CEFD drawdown since its inception was -36.95%, which is greater than HIDE's maximum drawdown of -5.15%. Use the drawdown chart below to compare losses from any high point for CEFD and HIDE.


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Drawdown Indicators


CEFDHIDEDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-5.15%

-31.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-3.31%

-9.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-5.15%

-16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

Current Drawdown

Current decline from peak

-2.29%

-1.10%

-1.19%

Average Drawdown

Average peak-to-trough decline

-11.46%

-0.98%

-10.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.03%

+1.76%

Volatility

CEFD vs. HIDE - Volatility Comparison

ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) has a higher volatility of 3.08% compared to Alpha Architect High Inflation And Deflation ETF (HIDE) at 1.31%. This indicates that CEFD's price experiences larger fluctuations and is considered to be riskier than HIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFDHIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

1.31%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

4.07%

+8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

4.73%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.02%

4.30%

+13.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

4.30%

+12.92%

CEFD vs. HIDE - Expense Ratio Comparison

CEFD has a 0.95% expense ratio, which is higher than HIDE's 0.29% expense ratio.


Dividends

CEFD vs. HIDE - Dividend Comparison

CEFD's dividend yield for the trailing twelve months is around 14.87%, more than HIDE's 2.94% yield.


PositionTTM202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
14.87%14.88%13.90%14.76%16.56%10.31%5.37%
HIDE
Alpha Architect High Inflation And Deflation ETF
2.94%3.16%2.86%3.90%6.25%0.00%0.00%

Frequently Asked Questions


CEFD and HIDE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEFD has higher volatility (3.08%) compared to HIDE (1.31%). In terms of maximum drawdown, CEFD dropped -36.95% vs HIDE's -5.15%.

On 3-year performance, CEFD leads with 13.50% vs 4.49% for HIDE. On fees, HIDE is cheaper at 0.29% per year. On volatility, HIDE has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CEFD has performed better with a 13.50% return vs 4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HIDE is cheaper with a 0.29% expense ratio, compared with 0.95% for CEFD.

CEFD has the higher dividend yield at 14.87%, compared with 2.94% for HIDE.

They also come from different issuers: UBS and Alpha Architect. Their fees differ too: 0.95% for CEFD and 0.29% for HIDE.

HIDE currently has the higher Sharpe Ratio (2.29 vs 0.92), 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 CEFD and HIDE

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