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HDLB vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLB vs. GPIX - 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 Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HDLB having a 9.69% return and GPIX slightly higher at 9.91%.


HDLB

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

GPIX

1D
-0.48%
1M
4.27%
YTD
9.91%
6M
10.34%
1Y
25.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLB vs. GPIX - Yearly Performance Comparison


Correlation

The correlation between HDLB and GPIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.24

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Return for Risk

HDLB vs. GPIX — 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

GPIX
GPIX Risk / Return Rank: 7575
Overall Rank
GPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7979
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8282
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. GPIX - 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 Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.


HDLBGPIXDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.13

1.48

-0.35

Calmar ratioReturn relative to maximum drawdown

1.23

3.33

-2.10

Martin ratioReturn relative to average drawdown

2.69

16.77

-14.08

HDLB vs. GPIX - Sharpe Ratio Comparison

The current HDLB Sharpe Ratio is 0.68, which is lower than the GPIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of HDLB and GPIX, 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


HDLBGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

2.52

-1.85

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

1.78

-1.69

Drawdowns

HDLB vs. GPIX - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for HDLB and GPIX.


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Drawdown Indicators


HDLBGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-17.50%

-61.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-7.71%

-6.79%

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%

-0.48%

-13.67%

Average Drawdown

Average peak-to-trough decline

-27.47%

-1.48%

-25.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

1.53%

+5.09%

Volatility

HDLB vs. GPIX - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) has a higher volatility of 6.21% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 2.26%. This indicates that HDLB's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLBGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

2.26%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

7.89%

+10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

26.46%

10.17%

+16.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.55%

13.80%

+16.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.58%

13.80%

+29.78%

HDLB vs. GPIX - Expense Ratio Comparison

HDLB has a 1.65% expense ratio, which is higher than GPIX's 0.29% expense ratio.


Dividends

HDLB vs. GPIX - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 12.13%, more than GPIX's 8.00% yield.


PositionTTM2025202420232022202120202019
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.00%8.01%7.45%1.40%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 GPIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDLB has higher volatility (6.21%) compared to GPIX (2.26%). In terms of maximum drawdown, HDLB dropped -78.70% vs GPIX's -17.50%.

On 1-year performance, GPIX leads with 25.55% vs 17.78% for HDLB. On fees, GPIX is cheaper at 0.29% per year. On volatility, GPIX has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GPIX has performed better with a 25.55% return vs 17.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GPIX is cheaper with a 0.29% expense ratio, compared with 1.65% for HDLB.

HDLB has the higher dividend yield at 12.13%, compared with 8.00% for GPIX.

HDLB is categorized as Leveraged Equities, while GPIX is Derivative Income. They also come from different issuers: UBS and Goldman Sachs. Their fees differ too: 1.65% for HDLB and 0.29% for GPIX.

GPIX currently has the higher Sharpe Ratio (2.52 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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