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HDLB vs. USML
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLB vs. USML - 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 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML). 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 12.54% return, which is significantly higher than USML's -0.53% return.


HDLB

1D
4.54%
1M
-2.98%
YTD
12.54%
6M
14.64%
1Y
18.01%
3Y*
28.22%
5Y*
12.53%
10Y*

USML

1D
0.60%
1M
-4.40%
YTD
-0.53%
6M
-1.84%
1Y
1.32%
3Y*
14.47%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLB vs. USML - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
12.54%27.26%28.21%-4.12%-11.46%45.96%
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
-0.53%9.33%23.97%11.37%-22.87%42.12%

Correlation

The correlation between HDLB and USML is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.64

Over the past year, the correlation between HDLB and USML has dropped to 0.44 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

HDLB vs. USML — 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: 2424
Calmar Ratio Rank
HDLB Martin Ratio Rank: 2222
Martin Ratio Rank

USML
USML Risk / Return Rank: 99
Overall Rank
USML Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
USML Sortino Ratio Rank: 99
Sortino Ratio Rank
USML Omega Ratio Rank: 99
Omega Ratio Rank
USML Calmar Ratio Rank: 1010
Calmar Ratio Rank
USML Martin Ratio Rank: 1010
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. USML - 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 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HDLBUSMLDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.13

1.03

+0.10

Calmar ratioReturn relative to maximum drawdown

1.12

0.10

+1.02

Martin ratioReturn relative to average drawdown

2.52

0.29

+2.23

HDLB vs. USML - Sharpe Ratio Comparison

The current HDLB Sharpe Ratio is 0.66, which is higher than the USML Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of HDLB and USML, 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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Drawdowns

HDLB vs. USML - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, which is greater than USML's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for HDLB and USML.


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Drawdown Indicators


HDLBUSMLDifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-35.34%

-43.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-13.09%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-19.14%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

-35.34%

-8.47%

Current Drawdown

Current decline from peak

-11.92%

-6.96%

-4.96%

Average Drawdown

Average peak-to-trough decline

-27.33%

-10.36%

-16.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

4.50%

+2.65%

Volatility

HDLB vs. USML - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) has a higher volatility of 9.49% compared to ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) at 4.79%. This indicates that HDLB's price experiences larger fluctuations and is considered to be riskier than USML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLBUSMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

4.79%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

11.79%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

16.52%

+10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.69%

24.47%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.52%

24.22%

+19.30%

HDLB vs. USML - Expense Ratio Comparison

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


Dividends

HDLB vs. USML - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 11.27%, while USML has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
11.27%12.20%10.09%12.36%10.86%8.07%16.23%0.97%
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDLB and USML have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDLB has higher volatility (9.49%) compared to USML (4.79%). In terms of maximum drawdown, HDLB dropped -78.70% vs USML's -35.34%.

On 5-year performance, HDLB leads with 12.53% vs 7.17% for USML. On fees, USML is cheaper at 0.95% per year. On volatility, USML has been the lower-risk option at 4.79%. 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 12.53% return vs 7.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

HDLB has the higher dividend yield at 11.27%, compared with 0.00% for USML.

HDLB tracks Solactive US High Dividend Low Volatility (USD)(TR) (200%), while USML tracks MSCI USA Minimum Volatility Index. Their fees differ too: 1.65% for HDLB and 0.95% for USML.

HDLB currently has the higher Sharpe Ratio (0.66 vs 0.08), 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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