HDLB vs. VYMI
HDLB (ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - HDLB is a Leveraged Equities fund tracking the Solactive US High Dividend Low Volatility (USD)(TR) (200%), while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, HDLB returned 11.24%/yr vs 11.95%/yr for VYMI. A 0.57 correlation means they provide meaningful diversification when combined. HDLB charges 1.65%/yr vs 0.07%/yr for VYMI.
Performance
HDLB vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, HDLB achieves a 9.69% return, which is significantly lower than VYMI's 11.31% return.
HDLB
- 1D
- -1.72%
- 1M
- -4.18%
- YTD
- 9.69%
- 6M
- 8.78%
- 1Y
- 17.78%
- 3Y*
- 26.82%
- 5Y*
- 11.24%
- 10Y*
- —
VYMI
- 1D
- -1.01%
- 1M
- 2.05%
- YTD
- 11.31%
- 6M
- 14.77%
- 1Y
- 30.23%
- 3Y*
- 21.88%
- 5Y*
- 11.95%
- 10Y*
- 10.49%
HDLB vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | -50.94% | 7.93% |
VYMI Vanguard International High Dividend Yield ETF | 11.31% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 4.39% |
Correlation
The correlation between HDLB and VYMI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2019 | 0.57 |
The correlation between HDLB and VYMI shifts across timeframes, from 0.39 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HDLB vs. VYMI — Risk / Return Rank
HDLB
VYMI
HDLB vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). 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.
| HDLB | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.43 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.99 | -1.76 |
| Martin ratioReturn relative to average drawdown | 2.69 | 11.80 | -9.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HDLB | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.35 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.81 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.65 | -0.55 |
Drawdowns
HDLB vs. VYMI - Drawdown Comparison
The maximum HDLB drawdown since its inception was -78.70%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for HDLB and VYMI.
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Drawdown Indicators
| HDLB | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.70% | -40.00% | -38.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.50% | -10.14% | -4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -22.46% | -12.84% | -9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -43.81% | -24.05% | -19.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -14.15% | -1.40% | -12.75% |
Average DrawdownAverage peak-to-trough decline | -27.47% | -6.31% | -21.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 2.57% | +4.05% |
Volatility
HDLB vs. VYMI - Volatility Comparison
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) has a higher volatility of 6.21% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.04%. This indicates that HDLB's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDLB | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 4.04% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.14% | 10.73% | +7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.46% | 12.94% | +13.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.55% | 14.84% | +15.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.58% | 16.87% | +26.71% |
HDLB vs. VYMI - Expense Ratio Comparison
HDLB has a 1.65% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
HDLB vs. VYMI - Dividend Comparison
HDLB's dividend yield for the trailing twelve months is around 12.13%, more than VYMI's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.44% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
HDLB and VYMI have a correlation of 0.39, 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 VYMI (4.04%). In terms of maximum drawdown, HDLB dropped -78.70% vs VYMI's -40.00%.
On 5-year performance, VYMI leads with 11.95% vs 11.24% for HDLB. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYMI has performed better with a 11.95% return vs 11.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 1.65% for HDLB.
HDLB has the higher dividend yield at 12.13%, compared with 3.44% for VYMI.
HDLB is categorized as Leveraged Equities, while VYMI is Dividend. HDLB tracks Solactive US High Dividend Low Volatility (USD)(TR) (200%), while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 1.65% for HDLB and 0.07% for VYMI.
VYMI currently has the higher Sharpe Ratio (2.35 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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