ESGN vs. SCDL
ESGN (Columbia Sustainable International Equity Income ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both exchange-traded funds - ESGN is a Dividend fund tracking the MSCI Beta ADV Sust Intl Equity Income 100, while SCDL is a Leveraged Equities fund tracking the Dow Jones U.S. Dividend 100 (200%). Both are passively managed. Over the past 5 years, ESGN returned 13.47%/yr vs 11.80%/yr for SCDL. Their 0.62 correlation means they have sometimes moved together and sometimes differently. ESGN charges 0.45%/yr vs 0.95%/yr for SCDL.
Performance
ESGN vs. SCDL - Performance Comparison
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Returns By Period
In the year-to-date period, ESGN achieves a 12.31% return, which is significantly lower than SCDL's 47.89% return.
ESGN
- 1D
- 0.19%
- 1M
- 5.03%
- 6M
- 6.69%
- YTD
- 12.31%
- 1Y
- 29.04%
- 3Y*
- 21.02%
- 5Y*
- 13.47%
- 10Y*
- 10.05%
- ALL TIME*
- 10.17%
SCDL
- 1D
- 0.40%
- 1M
- 6.94%
- 6M
- 24.76%
- YTD
- 47.89%
- 1Y
- 62.63%
- 3Y*
- 22.41%
- 5Y*
- 11.80%
- 10Y*
- —
- ALL TIME*
- 16.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $574.94K | $759.83K | $688.70K | |
| $13.83K | $30.61K | $22.30K |
ESGN vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 12.31% | 39.85% | 6.02% | 20.88% | -5.95% | 6.93% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 47.89% | 2.05% | 14.99% | 0.18% | -13.06% | 52.47% |
Correlation
The correlation between ESGN and SCDL is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2021 | 0.62 |
Over the past year, the correlation between ESGN and SCDL has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
ESGN vs. SCDL — Risk / Return Rank
ESGN
SCDL
ESGN vs. SCDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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.
| ESGN | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 6.18 | -3.13 |
| Martin ratioReturn relative to average drawdown | 9.84 | 15.87 | -6.03 |
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Drawdowns
ESGN vs. SCDL - Drawdown Comparison
The maximum ESGN drawdown since its inception was -41.71%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for ESGN and SCDL.
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Drawdown Indicators
| ESGN | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -34.87% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -10.19% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.38% | -32.79% | +18.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -34.87% | +10.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.71% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -2.03% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -11.67% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.96% | -1.00% |
Volatility
ESGN vs. SCDL - Volatility Comparison
The current volatility for Columbia Sustainable International Equity Income ETF (ESGN) is 3.92%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 7.76%. This indicates that ESGN experiences smaller price fluctuations and is considered to be less risky than SCDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGN | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 7.76% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 15.48% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 21.75% | -8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 29.02% | -13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 28.75% | -12.37% |
ESGN vs. SCDL - Expense Ratio Comparison
ESGN has a 0.45% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
ESGN vs. SCDL - Dividend Comparison
ESGN's dividend yield for the trailing twelve months is around 9.30%, while SCDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 9.30% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESGN and SCDL 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.
SCDL has higher volatility (7.76%) compared to ESGN (3.92%). In terms of maximum drawdown, ESGN dropped -41.71% vs SCDL's -34.87%.
On 5-year performance, ESGN leads with 13.47% vs 11.80% for SCDL. On fees, ESGN is cheaper at 0.45% per year. On volatility, ESGN has been the lower-risk option at 3.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGN has performed better with a 13.47% return vs 11.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESGN is cheaper with a 0.45% expense ratio, compared with 0.95% for SCDL.
ESGN has the higher dividend yield at 9.30%, compared with 0.00% for SCDL.
ESGN is categorized as Dividend, while SCDL is Leveraged Equities. ESGN tracks MSCI Beta ADV Sust Intl Equity Income 100, while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: Ameriprise Financial and UBS. Their fees differ too: 0.45% for ESGN and 0.95% for SCDL.
SCDL currently has the higher Sharpe Ratio (2.90 vs 2.15), 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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