PortfoliosLab logoPortfoliosLab logo
CEFD vs. MTUL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEFD vs. MTUL - 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 MSCI US Momentum Factor TR ETN (MTUL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CEFD vs. MTUL - 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%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
-10.58%27.42%58.70%10.66%-37.97%7.00%

Returns By Period

In the year-to-date period, CEFD achieves a -5.27% return, which is significantly higher than MTUL's -10.58% return.


CEFD

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

MTUL

1D
9.39%
1M
-11.99%
YTD
-10.58%
6M
-14.38%
1Y
20.15%
3Y*
30.55%
5Y*
8.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CEFD vs. MTUL - Expense Ratio Comparison

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


Return for Risk

CEFD vs. MTUL — 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

MTUL
MTUL Risk / Return Rank: 3232
Overall Rank
MTUL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 3232
Sortino Ratio Rank
MTUL Omega Ratio Rank: 3232
Omega Ratio Rank
MTUL Calmar Ratio Rank: 3333
Calmar Ratio Rank
MTUL Martin Ratio Rank: 3636
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. MTUL - 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 MSCI US Momentum Factor TR ETN (MTUL). 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.


CEFDMTULDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.43

-0.03

Sortino ratio

Return per unit of downside risk

0.68

0.90

-0.23

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.51

0.82

-0.31

Martin ratio

Return relative to average drawdown

2.32

3.29

-0.97

CEFD vs. MTUL - Sharpe Ratio Comparison

The current CEFD Sharpe Ratio is 0.40, which is comparable to the MTUL Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CEFD and MTUL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CEFDMTULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.43

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.21

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.13

+0.27

Correlation

The correlation between CEFD and MTUL is 0.67, 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. MTUL - Dividend Comparison

CEFD's dividend yield for the trailing twelve months is around 16.09%, while MTUL 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%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CEFD vs. MTUL - Drawdown Comparison

The maximum CEFD drawdown since its inception was -36.95%, smaller than the maximum MTUL drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for CEFD and MTUL.


Loading graphics...

Drawdown Indicators


CEFDMTULDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-56.83%

+19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-26.88%

+10.75%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

-56.83%

+19.88%

Current Drawdown

Current decline from peak

-8.80%

-16.72%

+7.92%

Average Drawdown

Average peak-to-trough decline

-12.02%

-23.35%

+11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

6.69%

-3.13%

Volatility

CEFD vs. MTUL - Volatility Comparison

The current volatility for ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) is 8.66%, while ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) has a volatility of 19.54%. This indicates that CEFD experiences smaller price fluctuations and is considered to be less risky than MTUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CEFDMTULDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

19.54%

-10.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

34.36%

-23.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

46.60%

-25.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

41.98%

-24.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

42.96%

-25.56%