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IDVY vs. SCDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDVY vs. SCDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Rising Dividend Achievers ETF (IDVY) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IDVY

1D
0.50%
1M
2.54%
YTD
6M
1Y
3Y*
5Y*
10Y*

SCDL

1D
1.26%
1M
5.07%
YTD
38.78%
6M
38.17%
1Y
54.50%
3Y*
23.90%
5Y*
9.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY vs. SCDL - Yearly Performance Comparison


Correlation

The correlation between IDVY and SCDL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 12, 2026

0.33

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Return for Risk

IDVY vs. SCDL — Risk / Return Rank

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

IDVY

SCDL
SCDL Risk / Return Rank: 7979
Overall Rank
SCDL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 8282
Sortino Ratio Rank
SCDL Omega Ratio Rank: 7070
Omega Ratio Rank
SCDL Calmar Ratio Rank: 8989
Calmar Ratio Rank
SCDL Martin Ratio Rank: 7373
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.

IDVY vs. SCDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Rising Dividend Achievers ETF (IDVY) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IDVY vs. SCDL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IDVYSCDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.54

-0.42

Drawdowns

IDVY vs. SCDL - Drawdown Comparison

The maximum IDVY drawdown since its inception was -13.52%, smaller than the maximum SCDL drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for IDVY and SCDL.


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Drawdown Indicators


IDVYSCDLDifference

Max Drawdown

Largest peak-to-trough decline

-13.52%

-34.87%

+21.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

Current Drawdown

Current decline from peak

-1.30%

-1.57%

+0.27%

Average Drawdown

Average peak-to-trough decline

-4.62%

-11.95%

+7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

Volatility

IDVY vs. SCDL - Volatility Comparison


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Volatility by Period


IDVYSCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

Volatility (1Y)

Calculated over the trailing 1-year period

26.25%

21.64%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.25%

29.02%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.25%

28.88%

-2.63%

IDVY vs. SCDL - Expense Ratio Comparison

IDVY has a 0.60% expense ratio, which is lower than SCDL's 0.95% expense ratio.


Dividends

IDVY vs. SCDL - Dividend Comparison

Neither IDVY nor SCDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IDVY and SCDL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDVY is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDVY is cheaper with a 0.60% expense ratio, compared with 0.95% for SCDL.

IDVY and SCDL have nearly identical dividend yields, around 0.00%.

IDVY is categorized as Dividend, while SCDL is Leveraged Equities. IDVY tracks Nasdaq International Rising Dividend Achievers Index, while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: First Trust and UBS. Their fees differ too: 0.60% for IDVY and 0.95% for SCDL.

Portfolio Optimizer

Find the right allocation for IDVY and SCDL

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