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EZMO vs. MTUL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EZMO vs. MTUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaDroid Broad Markets Momentum ETF (EZMO) and ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EZMO achieves a 1.61% return, which is significantly lower than MTUL's 61.40% return.


EZMO

1D
-0.36%
1M
-0.11%
YTD
1.61%
6M
1.59%
1Y
3Y*
5Y*
10Y*

MTUL

1D
0.74%
1M
23.35%
YTD
61.40%
6M
63.02%
1Y
78.14%
3Y*
60.02%
5Y*
20.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZMO vs. MTUL - Yearly Performance Comparison


Correlation

The correlation between EZMO and MTUL is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 17, 2025

0.61

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Return for Risk

EZMO vs. MTUL — Risk / Return Rank

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

EZMO

MTUL
MTUL Risk / Return Rank: 5959
Overall Rank
MTUL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 4949
Sortino Ratio Rank
MTUL Omega Ratio Rank: 5353
Omega Ratio Rank
MTUL Calmar Ratio Rank: 6767
Calmar Ratio Rank
MTUL Martin Ratio Rank: 7272
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.

EZMO vs. MTUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaDroid Broad Markets Momentum ETF (EZMO) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EZMO vs. MTUL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EZMOMTULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.41

+0.33

Drawdowns

EZMO vs. MTUL - Drawdown Comparison

The maximum EZMO drawdown since its inception was -9.23%, smaller than the maximum MTUL drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for EZMO and MTUL.


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Drawdown Indicators


EZMOMTULDifference

Max Drawdown

Largest peak-to-trough decline

-9.23%

-56.83%

+47.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.86%

Max Drawdown (3Y)

Largest decline over 3 years

-39.15%

Max Drawdown (5Y)

Largest decline over 5 years

-56.83%

Current Drawdown

Current decline from peak

-7.93%

-0.01%

-7.92%

Average Drawdown

Average peak-to-trough decline

-4.26%

-22.66%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

Volatility

EZMO vs. MTUL - Volatility Comparison


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Volatility by Period


EZMOMTULDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.00%

Volatility (6M)

Calculated over the trailing 6-month period

37.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

43.98%

-28.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

42.80%

-27.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

43.63%

-28.46%

EZMO vs. MTUL - Expense Ratio Comparison

EZMO has a 0.94% expense ratio, which is lower than MTUL's 0.95% expense ratio.


Dividends

EZMO vs. MTUL - Dividend Comparison

Neither EZMO nor MTUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EZMO and MTUL have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EZMO is cheaper at 0.94% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EZMO is cheaper with a 0.94% expense ratio, compared with 0.95% for MTUL.

EZMO and MTUL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: AlphaDroid and UBS. Their fees differ too: 0.94% for EZMO and 0.95% for MTUL.

Portfolio Optimizer

Find the right allocation for EZMO and MTUL

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