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HDLB vs. ALAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLB vs. ALAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) and Alger AI Enablers & Adopters ETF (ALAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDLB achieves a 9.69% return, which is significantly lower than ALAI's 27.17% return.


HDLB

1D
-1.72%
1M
-4.18%
YTD
9.69%
6M
8.78%
1Y
17.78%
3Y*
26.82%
5Y*
11.24%
10Y*

ALAI

1D
-1.25%
1M
13.53%
YTD
27.17%
6M
26.74%
1Y
63.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLB vs. ALAI - Yearly Performance Comparison


Correlation

The correlation between HDLB and ALAI is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2024

-0.09

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Return for Risk

HDLB vs. ALAI — Risk / Return Rank

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

HDLB
HDLB Risk / Return Rank: 2121
Overall Rank
HDLB Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HDLB Sortino Ratio Rank: 2020
Sortino Ratio Rank
HDLB Omega Ratio Rank: 2020
Omega Ratio Rank
HDLB Calmar Ratio Rank: 2525
Calmar Ratio Rank
HDLB Martin Ratio Rank: 2222
Martin Ratio Rank

ALAI
ALAI Risk / Return Rank: 7070
Overall Rank
ALAI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ALAI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ALAI Omega Ratio Rank: 7070
Omega Ratio Rank
ALAI Calmar Ratio Rank: 6666
Calmar Ratio Rank
ALAI Martin Ratio Rank: 6060
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.

HDLB vs. ALAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) and Alger AI Enablers & Adopters ETF (ALAI). 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.


HDLBALAIDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.13

1.42

-0.29

Calmar ratioReturn relative to maximum drawdown

1.23

3.30

-2.07

Martin ratioReturn relative to average drawdown

2.69

10.58

-7.89

HDLB vs. ALAI - Sharpe Ratio Comparison

The current HDLB Sharpe Ratio is 0.68, which is lower than the ALAI Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of HDLB and ALAI, 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


HDLBALAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

2.67

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

1.71

-1.61

Drawdowns

HDLB vs. ALAI - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, which is greater than ALAI's maximum drawdown of -29.36%. Use the drawdown chart below to compare losses from any high point for HDLB and ALAI.


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Drawdown Indicators


HDLBALAIDifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-29.36%

-49.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-19.48%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

Current Drawdown

Current decline from peak

-14.15%

-1.69%

-12.46%

Average Drawdown

Average peak-to-trough decline

-27.47%

-5.14%

-22.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

6.06%

+0.56%

Volatility

HDLB vs. ALAI - Volatility Comparison

The current volatility for ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) is 6.21%, while Alger AI Enablers & Adopters ETF (ALAI) has a volatility of 6.97%. This indicates that HDLB experiences smaller price fluctuations and is considered to be less risky than ALAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLBALAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

6.97%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

18.57%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

26.46%

24.06%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.55%

28.41%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.58%

28.41%

+15.17%

HDLB vs. ALAI - Expense Ratio Comparison

HDLB has a 1.65% expense ratio, which is higher than ALAI's 0.55% expense ratio.


Dividends

HDLB vs. ALAI - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 12.13%, more than ALAI's 1.18% yield.


PositionTTM2025202420232022202120202019
ALAI
Alger AI Enablers & Adopters ETF
1.18%1.50%0.66%0.00%0.00%0.00%0.00%0.00%
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
12.13%12.20%10.09%12.36%10.86%8.07%16.23%0.97%

Frequently Asked Questions


HDLB and ALAI have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALAI has higher volatility (6.97%) compared to HDLB (6.21%). In terms of maximum drawdown, HDLB dropped -78.70% vs ALAI's -29.36%.

On 1-year performance, ALAI leads with 63.92% vs 17.78% for HDLB. On fees, ALAI is cheaper at 0.55% per year. On volatility, HDLB has been the lower-risk option at 6.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ALAI has performed better with a 63.92% return vs 17.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ALAI is cheaper with a 0.55% expense ratio, compared with 1.65% for HDLB.

HDLB has the higher dividend yield at 12.13%, compared with 1.18% for ALAI.

HDLB is categorized as Leveraged Equities, while ALAI is Technology Equities. They also come from different issuers: UBS and Alger. Their fees differ too: 1.65% for HDLB and 0.55% for ALAI.

ALAI currently has the higher Sharpe Ratio (2.67 vs 0.68), 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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