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HDLB vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDLB and DGRO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HDLB vs. DGRO - 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 iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HDLB:

1.25

DGRO:

0.59

Sortino Ratio

HDLB:

1.49

DGRO:

0.77

Omega Ratio

HDLB:

1.21

DGRO:

1.11

Calmar Ratio

HDLB:

1.08

DGRO:

0.51

Martin Ratio

HDLB:

5.42

DGRO:

2.02

Ulcer Index

HDLB:

6.45%

DGRO:

3.56%

Daily Std Dev

HDLB:

32.57%

DGRO:

15.21%

Max Drawdown

HDLB:

-78.70%

DGRO:

-35.10%

Current Drawdown

HDLB:

-8.37%

DGRO:

-4.72%

Returns By Period

In the year-to-date period, HDLB achieves a 14.78% return, which is significantly higher than DGRO's 0.27% return.


HDLB

YTD

14.78%

1M

1.57%

6M

0.04%

1Y

40.02%

3Y*

5.77%

5Y*

21.31%

10Y*

N/A

DGRO

YTD

0.27%

1M

4.12%

6M

-3.71%

1Y

8.90%

3Y*

9.74%

5Y*

13.75%

10Y*

11.21%

*Annualized

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HDLB vs. DGRO - Expense Ratio Comparison

HDLB has a 1.65% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Risk-Adjusted Performance

HDLB vs. DGRO — Risk-Adjusted Performance Rank

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

HDLB
The Risk-Adjusted Performance Rank of HDLB is 8585
Overall Rank
The Sharpe Ratio Rank of HDLB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HDLB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HDLB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of HDLB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of HDLB is 8686
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 5656
Overall Rank
The Sharpe Ratio Rank of DGRO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 5151
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HDLB vs. DGRO - Risk-Adjusted Performance 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 iShares Core Dividend Growth ETF (DGRO). 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.


The current HDLB Sharpe Ratio is 1.25, which is higher than the DGRO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of HDLB and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HDLB vs. DGRO - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 10.25%, more than DGRO's 2.26% yield.


TTM20242023202220212020201920182017201620152014
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
10.25%10.09%12.36%12.27%8.08%16.23%0.97%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.26%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

HDLB vs. DGRO - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for HDLB and DGRO. For additional features, visit the drawdowns tool.


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Volatility

HDLB vs. DGRO - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) has a higher volatility of 9.47% compared to iShares Core Dividend Growth ETF (DGRO) at 4.03%. This indicates that HDLB's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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