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CEFD vs. MVRL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEFD vs. MVRL - 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 1.5x Leveraged Mortgage REIT ETN (MVRL). 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 6.26% return, which is significantly higher than MVRL's -5.20% return.


CEFD

1D
-0.98%
1M
2.61%
YTD
6.26%
6M
6.56%
1Y
18.31%
3Y*
15.60%
5Y*
3.13%
10Y*

MVRL

1D
-2.09%
1M
-7.86%
YTD
-5.20%
6M
-5.45%
1Y
11.96%
3Y*
7.15%
5Y*
-8.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEFD vs. MVRL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
6.26%14.15%20.06%8.36%-28.93%22.09%21.81%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
-5.20%14.96%-3.45%12.30%-42.41%21.71%57.90%

Correlation

The correlation between CEFD and MVRL is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.56

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.63

Over the past year, the correlation between CEFD and MVRL has dropped to 0.41 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

CEFD vs. MVRL — Risk / Return Rank

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

CEFD
CEFD Risk / Return Rank: 3939
Overall Rank
CEFD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 3939
Sortino Ratio Rank
CEFD Omega Ratio Rank: 4545
Omega Ratio Rank
CEFD Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEFD Martin Ratio Rank: 4242
Martin Ratio Rank

MVRL
MVRL Risk / Return Rank: 1616
Overall Rank
MVRL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1616
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1616
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1616
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1616
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. MVRL - 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 1.5x Leveraged Mortgage REIT ETN (MVRL). 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.


CEFDMVRLDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.29

1.10

+0.19

Calmar ratioReturn relative to maximum drawdown

1.47

0.57

+0.90

Martin ratioReturn relative to average drawdown

6.84

1.60

+5.25

CEFD vs. MVRL - Sharpe Ratio Comparison

The current CEFD Sharpe Ratio is 1.43, which is higher than the MVRL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CEFD and MVRL, 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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Sharpe Ratios by Period


CEFDMVRLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.44

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

-0.24

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.12

+0.39

Drawdowns

CEFD vs. MVRL - Drawdown Comparison

The maximum CEFD drawdown since its inception was -36.95%, smaller than the maximum MVRL drawdown of -60.25%. Use the drawdown chart below to compare losses from any high point for CEFD and MVRL.


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Drawdown Indicators


CEFDMVRLDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-60.25%

+23.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-20.93%

+8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-32.20%

+10.44%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

-60.25%

+23.30%

Current Drawdown

Current decline from peak

-1.14%

-39.93%

+38.79%

Average Drawdown

Average peak-to-trough decline

-11.72%

-31.81%

+20.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

7.51%

-4.83%

Volatility

CEFD vs. MVRL - Volatility Comparison

The current volatility for ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) is 4.05%, while ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a volatility of 5.87%. This indicates that CEFD experiences smaller price fluctuations and is considered to be less risky than MVRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFDMVRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.87%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

20.18%

-8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

27.30%

-14.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.93%

36.55%

-18.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

37.63%

-20.32%

CEFD vs. MVRL - Expense Ratio Comparison

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


Dividends

CEFD vs. MVRL - Dividend Comparison

CEFD's dividend yield for the trailing twelve months is around 14.58%, less than MVRL's 21.21% yield.


PositionTTM202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
14.58%14.88%13.90%14.76%16.56%10.31%5.37%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
21.21%19.15%19.27%18.69%25.21%12.33%5.63%

Frequently Asked Questions


CEFD and MVRL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVRL has higher volatility (5.87%) compared to CEFD (4.05%). In terms of maximum drawdown, CEFD dropped -36.95% vs MVRL's -60.25%.

On 5-year performance, CEFD leads with 3.13% vs -8.72% for MVRL. Both ETFs have the same 0.95% expense ratio. On volatility, CEFD has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CEFD has performed better with a 3.13% return vs -8.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

MVRL has the higher dividend yield at 21.21%, compared with 14.58% for CEFD.

CEFD tracks S-Network Composite Closed-End Fund Index (150%), while MVRL tracks MVIS US Mortgage REITs Index (150%).

CEFD currently has the higher Sharpe Ratio (1.43 vs 0.44), 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

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