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CEFD vs. IWDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEFD vs. IWDL - 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 2x Leveraged US Value Factor TR ETN (IWDL). The values are adjusted to include any dividend payments, if applicable.

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CEFD vs. IWDL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
-5.27%14.15%20.06%8.36%-28.93%18.47%
IWDL
ETRACS 2x Leveraged US Value Factor TR ETN
2.06%25.02%20.68%13.50%-21.27%40.35%

Returns By Period

In the year-to-date period, CEFD achieves a -5.27% return, which is significantly lower than IWDL's 2.06% return.


CEFD

1D
4.24%
1M
-8.24%
YTD
-5.27%
6M
-4.15%
1Y
8.28%
3Y*
11.04%
5Y*
2.39%
10Y*

IWDL

1D
4.14%
1M
-9.86%
YTD
2.06%
6M
8.41%
1Y
23.96%
3Y*
20.71%
5Y*
10.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEFD vs. IWDL - Expense Ratio Comparison

Both CEFD and IWDL have an expense ratio of 0.95%.


Return for Risk

CEFD vs. IWDL — Risk / Return Rank

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

CEFD
CEFD Risk / Return Rank: 2727
Overall Rank
CEFD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 2424
Sortino Ratio Rank
CEFD Omega Ratio Rank: 3232
Omega Ratio Rank
CEFD Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEFD Martin Ratio Rank: 3030
Martin Ratio Rank

IWDL
IWDL Risk / Return Rank: 4545
Overall Rank
IWDL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IWDL Sortino Ratio Rank: 4444
Sortino Ratio Rank
IWDL Omega Ratio Rank: 4747
Omega Ratio Rank
IWDL Calmar Ratio Rank: 4343
Calmar Ratio Rank
IWDL Martin Ratio Rank: 5454
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. IWDL - 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 2x Leveraged US Value Factor TR ETN (IWDL). 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.


CEFDIWDLDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.71

-0.31

Sortino ratio

Return per unit of downside risk

0.68

1.20

-0.52

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.51

1.11

-0.60

Martin ratio

Return relative to average drawdown

2.32

5.17

-2.86

CEFD vs. IWDL - Sharpe Ratio Comparison

The current CEFD Sharpe Ratio is 0.40, which is lower than the IWDL Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CEFD and IWDL, 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


CEFDIWDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.71

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.36

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.45

-0.05

Correlation

The correlation between CEFD and IWDL is 0.73, 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

CEFD vs. IWDL - Dividend Comparison

CEFD's dividend yield for the trailing twelve months is around 16.09%, while IWDL has not paid dividends to shareholders.


TTM202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
16.09%14.88%13.90%14.76%16.56%10.31%5.37%
IWDL
ETRACS 2x Leveraged US Value Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CEFD vs. IWDL - Drawdown Comparison

The maximum CEFD drawdown since its inception was -36.95%, roughly equal to the maximum IWDL drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for CEFD and IWDL.


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Drawdown Indicators


CEFDIWDLDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-37.95%

+1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-23.92%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

-37.95%

+1.00%

Current Drawdown

Current decline from peak

-8.80%

-9.95%

+1.15%

Average Drawdown

Average peak-to-trough decline

-12.02%

-10.91%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.12%

-1.56%

Volatility

CEFD vs. IWDL - Volatility Comparison

ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) and ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) have volatilities of 8.66% and 8.82%, 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


CEFDIWDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

8.82%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

18.05%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

33.77%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

30.32%

-12.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

30.24%

-12.84%