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CEFD vs. IWFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEFD vs. IWFL - 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 Growth Factor TR ETN (IWFL). 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 5.55% return, which is significantly higher than IWFL's -0.55% return.


CEFD

1D
-0.83%
1M
0.88%
YTD
5.55%
6M
5.82%
1Y
16.51%
3Y*
14.99%
5Y*
2.85%
10Y*

IWFL

1D
-2.52%
1M
-7.42%
YTD
-0.55%
6M
-3.20%
1Y
27.71%
3Y*
32.31%
5Y*
14.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEFD vs. IWFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
5.55%14.15%20.06%8.36%-28.93%18.88%
IWFL
ETRACS 2x Leveraged US Growth Factor TR ETN
-0.55%18.54%61.94%84.47%-55.71%46.03%

Correlation

The correlation between CEFD and IWFL is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.71

The correlation between CEFD and IWFL has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

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Return for Risk

CEFD vs. IWFL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 3939
Omega Ratio Rank
CEFD Calmar Ratio Rank: 2828
Calmar Ratio Rank
CEFD Martin Ratio Rank: 4040
Martin Ratio Rank

IWFL
IWFL Risk / Return Rank: 2323
Overall Rank
IWFL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IWFL Sortino Ratio Rank: 2424
Sortino Ratio Rank
IWFL Omega Ratio Rank: 2525
Omega Ratio Rank
IWFL Calmar Ratio Rank: 2020
Calmar Ratio Rank
IWFL Martin Ratio Rank: 2222
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. IWFL - 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 Growth Factor TR ETN (IWFL). 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.


CEFDIWFLDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.08

Calmar ratioReturn relative to maximum drawdown

1.33

0.85

+0.48

Martin ratioReturn relative to average drawdown

6.09

2.65

+3.44

CEFD vs. IWFL - Sharpe Ratio Comparison

The current CEFD Sharpe Ratio is 1.25, which is higher than the IWFL Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CEFD and IWFL, 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. IWFL - Drawdown Comparison

The maximum CEFD drawdown since its inception was -36.95%, smaller than the maximum IWFL drawdown of -59.29%. Use the drawdown chart below to compare losses from any high point for CEFD and IWFL.


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Drawdown Indicators


CEFDIWFLDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-59.29%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-32.80%

+20.29%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-46.84%

+25.08%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

-59.29%

+22.34%

Current Drawdown

Current decline from peak

-1.80%

-12.34%

+10.54%

Average Drawdown

Average peak-to-trough decline

-11.63%

-19.82%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

10.49%

-7.77%

Volatility

CEFD vs. IWFL - Volatility Comparison

The current volatility for ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) is 4.13%, while ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) has a volatility of 10.92%. This indicates that CEFD experiences smaller price fluctuations and is considered to be less risky than IWFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFDIWFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

10.92%

-6.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

26.51%

-14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.28%

33.32%

-20.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

46.86%

-28.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

46.25%

-28.95%

CEFD vs. IWFL - Expense Ratio Comparison

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


Dividends

CEFD vs. IWFL - Dividend Comparison

CEFD's dividend yield for the trailing twelve months is around 14.84%, while IWFL has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
14.84%14.88%13.90%14.76%16.56%10.31%5.37%
IWFL
ETRACS 2x Leveraged US Growth Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CEFD and IWFL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWFL has higher volatility (10.92%) compared to CEFD (4.13%). In terms of maximum drawdown, CEFD dropped -36.95% vs IWFL's -59.29%.

On 5-year performance, IWFL leads with 14.74% vs 2.85% for CEFD. Both ETFs have the same 0.95% expense ratio. On volatility, CEFD has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IWFL has performed better with a 14.74% return vs 2.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CEFD and IWFL have the same expense ratio: 0.95% per year.

CEFD has the higher dividend yield at 14.84%, compared with 0.00% for IWFL.

CEFD tracks S-Network Composite Closed-End Fund Index (150%), while IWFL tracks Russell 1000 Growth (200%).

CEFD currently has the higher Sharpe Ratio (1.25 vs 0.84), 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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