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HDLB vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLB vs. BDCX - 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 ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). 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 higher than BDCX's -12.50% return.


HDLB

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

BDCX

1D
-4.22%
1M
-11.22%
YTD
-12.50%
6M
-14.12%
1Y
-17.95%
3Y*
3.33%
5Y*
1.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLB vs. BDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
9.69%27.26%28.21%-4.12%-11.46%62.67%4.73%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-12.50%-10.42%15.32%35.33%-17.67%52.70%24.50%

Correlation

The correlation between HDLB and BDCX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.34

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

0.44

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

0.48

Over the past year, the correlation between HDLB and BDCX has dropped to 0.22 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

HDLB vs. BDCX — 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

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCX Martin Ratio Rank: 44
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. BDCX - 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 ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). 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.


HDLBBDCXDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.13

0.91

+0.22

Calmar ratioReturn relative to maximum drawdown

1.23

-0.59

+1.82

Martin ratioReturn relative to average drawdown

2.69

-1.05

+3.74

HDLB vs. BDCX - Sharpe Ratio Comparison

The current HDLB Sharpe Ratio is 0.68, which is higher than the BDCX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of HDLB and BDCX, 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


HDLBBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.66

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.05

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.43

-0.33

Drawdowns

HDLB vs. BDCX - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, which is greater than BDCX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for HDLB and BDCX.


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Drawdown Indicators


HDLBBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-34.96%

-43.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-30.46%

+15.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-33.39%

+10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

-34.96%

-8.85%

Current Drawdown

Current decline from peak

-14.15%

-28.88%

+14.73%

Average Drawdown

Average peak-to-trough decline

-27.47%

-10.07%

-17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

17.14%

-10.52%

Volatility

HDLB vs. BDCX - Volatility Comparison

The current volatility for ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) is 6.21%, while ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a volatility of 7.50%. This indicates that HDLB experiences smaller price fluctuations and is considered to be less risky than BDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLBBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

7.50%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

22.42%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

26.46%

27.19%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.55%

26.51%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.58%

26.90%

+16.68%

HDLB vs. BDCX - Expense Ratio Comparison

HDLB has a 1.65% expense ratio, which is higher than BDCX's 0.95% expense ratio.


Dividends

HDLB vs. BDCX - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 12.13%, less than BDCX's 20.45% yield.


PositionTTM2025202420232022202120202019
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.45%19.17%15.28%14.71%17.47%11.52%6.32%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 BDCX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCX has higher volatility (7.50%) compared to HDLB (6.21%). In terms of maximum drawdown, HDLB dropped -78.70% vs BDCX's -34.96%.

On 5-year performance, HDLB leads with 11.24% vs 1.39% for BDCX. On fees, BDCX is cheaper at 0.95% 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 5-year period, HDLB has performed better with a 11.24% return vs 1.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BDCX is cheaper with a 0.95% expense ratio, compared with 1.65% for HDLB.

BDCX has the higher dividend yield at 20.45%, compared with 12.13% for HDLB.

HDLB tracks Solactive US High Dividend Low Volatility (USD)(TR) (200%), while BDCX tracks MVIS US Business Development Companies (150%). Their fees differ too: 1.65% for HDLB and 0.95% for BDCX.

HDLB currently has the higher Sharpe Ratio (0.68 vs -0.66), 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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