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IFED vs. SDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFED vs. SDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ProShares UltraShort Utilities (SDP). The values are adjusted to include any dividend payments, if applicable.

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IFED vs. SDP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%23.04%20.78%-1.46%8.46%
SDP
ProShares UltraShort Utilities
-14.15%-22.59%-30.11%18.95%-12.54%-14.98%

Returns By Period

In the year-to-date period, IFED achieves a -10.70% return, which is significantly higher than SDP's -14.15% return.


IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*

SDP

1D
0.70%
1M
6.78%
YTD
-14.15%
6M
-10.38%
1Y
-27.33%
3Y*
-19.65%
5Y*
-18.82%
10Y*
-21.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFED vs. SDP - Expense Ratio Comparison

IFED has a 0.45% expense ratio, which is lower than SDP's 0.95% expense ratio.


Return for Risk

IFED vs. SDP — Risk / Return Rank

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

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
Martin Ratio Rank

SDP
SDP Risk / Return Rank: 22
Overall Rank
SDP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SDP Sortino Ratio Rank: 11
Sortino Ratio Rank
SDP Omega Ratio Rank: 11
Omega Ratio Rank
SDP Calmar Ratio Rank: 22
Calmar Ratio Rank
SDP Martin Ratio Rank: 33
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.

IFED vs. SDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ProShares UltraShort Utilities (SDP). 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.


IFEDSDPDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.88

+1.17

Sortino ratio

Return per unit of downside risk

0.52

-1.27

+1.79

Omega ratio

Gain probability vs. loss probability

1.07

0.86

+0.21

Calmar ratio

Return relative to maximum drawdown

0.39

-0.70

+1.10

Martin ratio

Return relative to average drawdown

1.24

-1.05

+2.29

IFED vs. SDP - Sharpe Ratio Comparison

The current IFED Sharpe Ratio is 0.29, which is higher than the SDP Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of IFED and SDP, 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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Sharpe Ratios by Period


IFEDSDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.88

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.58

+1.16

Correlation

The correlation between IFED and SDP is -0.33. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IFED vs. SDP - Dividend Comparison

IFED has not paid dividends to shareholders, while SDP's dividend yield for the trailing twelve months is around 4.26%.


TTM20252024202320222021202020192018
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDP
ProShares UltraShort Utilities
4.26%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%

Drawdowns

IFED vs. SDP - Drawdown Comparison

The maximum IFED drawdown since its inception was -22.36%, smaller than the maximum SDP drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for IFED and SDP.


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Drawdown Indicators


IFEDSDPDifference

Max Drawdown

Largest peak-to-trough decline

-22.36%

-99.56%

+77.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

-41.11%

+26.46%

Max Drawdown (5Y)

Largest decline over 5 years

-66.97%

Max Drawdown (10Y)

Largest decline over 10 years

-92.63%

Current Drawdown

Current decline from peak

-12.52%

-99.53%

+87.01%

Average Drawdown

Average peak-to-trough decline

-5.70%

-81.96%

+76.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

27.45%

-22.81%

Volatility

IFED vs. SDP - Volatility Comparison

The current volatility for ETRACS IFED Invest with the Fed TR Index ETN (IFED) is 4.91%, while ProShares UltraShort Utilities (SDP) has a volatility of 9.55%. This indicates that IFED experiences smaller price fluctuations and is considered to be less risky than SDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFEDSDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

9.55%

-4.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

20.50%

-9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

31.29%

-12.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

34.05%

-14.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

37.37%

-17.65%