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INEQ vs. SCDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INEQ vs. SCDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia International Equity Income ETF (INEQ) 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

In the year-to-date period, INEQ achieves a 12.10% return, which is significantly lower than SCDL's 47.30% return.


INEQ

1D
-0.61%
1M
4.84%
6M
7.09%
YTD
12.10%
1Y
28.80%
3Y*
20.29%
5Y*
13.46%
10Y*
9.92%
ALL TIME*
10.16%

SCDL

1D
0.55%
1M
6.51%
6M
26.03%
YTD
47.30%
1Y
61.99%
3Y*
20.93%
5Y*
11.62%
10Y*
ALL TIME*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$606.92K$766.57K$703.44K
$12.99K$29.73K$21.90K

INEQ vs. SCDL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INEQ
Columbia International Equity Income ETF
12.10%39.85%6.02%20.88%-5.95%6.93%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
47.30%2.05%14.99%0.18%-13.06%52.47%

Correlation

The correlation between INEQ and SCDL is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.61

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

0.62

Over the past year, the correlation between INEQ and SCDL has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

INEQ vs. SCDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INEQ
INEQ Risk / Return Rank: 8484
Overall Rank
INEQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
INEQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
INEQ Omega Ratio Rank: 8686
Omega Ratio Rank
INEQ Calmar Ratio Rank: 8181
Calmar Ratio Rank
INEQ Martin Ratio Rank: 7676
Martin Ratio Rank

SCDL
SCDL Risk / Return Rank: 9494
Overall Rank
SCDL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 9595
Sortino Ratio Rank
SCDL Omega Ratio Rank: 9292
Omega Ratio Rank
SCDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCDL Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INEQ vs. SCDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) 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.

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.


INEQSCDLDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.38

1.46

-0.07

Calmar ratioReturn relative to maximum drawdown

3.00

6.00

-3.00

Martin ratioReturn relative to average drawdown

9.69

15.42

-5.73

INEQ vs. SCDL - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 2.12, which is comparable to the SCDL Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of INEQ and SCDL, 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

INEQ vs. SCDL - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for INEQ and SCDL.


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Drawdown Indicators


INEQSCDLDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-34.87%

-6.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-10.19%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.38%

-32.79%

+18.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-34.87%

+10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-0.61%

-2.42%

+1.81%

Average Drawdown

Average peak-to-trough decline

-7.00%

-11.68%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.96%

-1.00%

Volatility

INEQ vs. SCDL - Volatility Comparison

The current volatility for Columbia International Equity Income ETF (INEQ) is 4.27%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 8.22%. This indicates that INEQ experiences smaller price fluctuations and is considered to be less risky than SCDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INEQSCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

8.22%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

15.67%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

21.95%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

29.02%

-13.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

28.76%

-12.39%

INEQ vs. SCDL - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is lower than SCDL's 0.95% expense ratio.


Dividends

INEQ vs. SCDL - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 9.31%, while SCDL has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
INEQ
Columbia International Equity Income ETF
9.31%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INEQ and SCDL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCDL has higher volatility (8.22%) compared to INEQ (4.27%). In terms of maximum drawdown, INEQ dropped -41.71% vs SCDL's -34.87%.

On 5-year performance, INEQ leads with 13.46% vs 11.62% for SCDL. On fees, INEQ is cheaper at 0.45% per year. On volatility, INEQ has been the lower-risk option at 4.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, INEQ has performed better with a 13.46% return vs 11.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INEQ is cheaper with a 0.45% expense ratio, compared with 0.95% for SCDL.

INEQ has the higher dividend yield at 9.31%, compared with 0.00% for SCDL.

INEQ is categorized as Dividend, while SCDL is Leveraged Equities. They also come from different issuers: Columbia and UBS. Their fees differ too: 0.45% for INEQ and 0.95% for SCDL.

SCDL currently has the higher Sharpe Ratio (2.81 vs 2.12), 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.

Portfolio Optimizer

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