PortfoliosLab logoPortfoliosLab logo
IWDL vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDL vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IWDL achieves a 28.58% return, which is significantly higher than PFFA's 2.26% return.


IWDL

1D
-1.65%
1M
3.97%
YTD
28.58%
6M
26.90%
1Y
53.41%
3Y*
29.95%
5Y*
14.46%
10Y*

PFFA

1D
-0.28%
1M
-0.23%
YTD
2.26%
6M
1.93%
1Y
11.54%
3Y*
14.10%
5Y*
6.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDL vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IWDL
ETRACS 2x Leveraged US Value Factor TR ETN
28.58%25.02%20.68%13.50%-21.27%40.35%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
2.26%8.22%16.11%26.45%-20.91%20.95%

Correlation

The correlation between IWDL and PFFA is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.52

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

0.57

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

0.56

The correlation between IWDL and PFFA has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWDL vs. PFFA — Risk / Return Rank

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

IWDL
IWDL Risk / Return Rank: 7878
Overall Rank
IWDL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IWDL Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWDL Omega Ratio Rank: 7171
Omega Ratio Rank
IWDL Calmar Ratio Rank: 8181
Calmar Ratio Rank
IWDL Martin Ratio Rank: 8484
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 4444
Overall Rank
PFFA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 4848
Sortino Ratio Rank
PFFA Omega Ratio Rank: 4848
Omega Ratio Rank
PFFA Calmar Ratio Rank: 3737
Calmar Ratio Rank
PFFA Martin Ratio Rank: 3939
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.

IWDL vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


IWDLPFFADifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratioReturn relative to maximum drawdown

3.97

1.79

+2.18

Martin ratioReturn relative to average drawdown

16.20

5.90

+10.29

IWDL vs. PFFA - Sharpe Ratio Comparison

The current IWDL Sharpe Ratio is 2.30, which is higher than the PFFA Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IWDL and PFFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IWDL vs. PFFA - Drawdown Comparison

The maximum IWDL drawdown since its inception was -37.95%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for IWDL and PFFA.


Loading charts...

Drawdown Indicators


IWDLPFFADifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-70.52%

+32.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-6.49%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-31.78%

-12.15%

-19.63%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

-22.70%

-15.25%

Current Drawdown

Current decline from peak

-2.12%

-2.28%

+0.16%

Average Drawdown

Average peak-to-trough decline

-10.50%

-6.62%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.96%

+1.35%

Volatility

IWDL vs. PFFA - Volatility Comparison

ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) has a higher volatility of 7.25% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.13%. This indicates that IWDL's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWDLPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

2.13%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

5.91%

+12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

7.16%

+16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

11.54%

+18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

31.74%

-1.74%

IWDL vs. PFFA - Expense Ratio Comparison

IWDL has a 0.95% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Dividends

IWDL vs. PFFA - Dividend Comparison

IWDL has not paid dividends to shareholders, while PFFA's dividend yield for the trailing twelve months is around 9.79%.


PositionTTM20252024202320222021202020192018
IWDL
ETRACS 2x Leveraged US Value Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.79%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Frequently Asked Questions


IWDL and PFFA have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWDL has higher volatility (7.25%) compared to PFFA (2.13%). In terms of maximum drawdown, IWDL dropped -37.95% vs PFFA's -70.52%.

On 5-year performance, IWDL leads with 14.46% vs 6.09% for PFFA. On fees, IWDL is cheaper at 0.95% per year. On volatility, PFFA has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IWDL has performed better with a 14.46% return vs 6.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWDL is cheaper with a 0.95% expense ratio, compared with 1.47% for PFFA.

PFFA has the higher dividend yield at 9.79%, compared with 0.00% for IWDL.

IWDL is categorized as Leveraged Equities, while PFFA is Preferred Stock/Convertible Bonds. They also come from different issuers: UBS and Virtus Investment Partners. Their fees differ too: 0.95% for IWDL and 1.47% for PFFA.

IWDL currently has the higher Sharpe Ratio (2.30 vs 1.62), 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

Find the right allocation for IWDL and PFFA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer