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IWFL vs. QULL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWFL and QULL is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

IWFL vs. QULL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
98.48%
93.83%
IWFL
QULL

Key characteristics

Sharpe Ratio

IWFL:

1.77

QULL:

1.68

Sortino Ratio

IWFL:

2.26

QULL:

2.26

Omega Ratio

IWFL:

1.32

QULL:

1.29

Calmar Ratio

IWFL:

2.56

QULL:

2.71

Martin Ratio

IWFL:

9.68

QULL:

9.99

Ulcer Index

IWFL:

7.17%

QULL:

4.31%

Daily Std Dev

IWFL:

39.26%

QULL:

25.63%

Max Drawdown

IWFL:

-59.29%

QULL:

-51.83%

Current Drawdown

IWFL:

-5.01%

QULL:

-7.52%

Returns By Period

In the year-to-date period, IWFL achieves a 66.34% return, which is significantly higher than QULL's 40.56% return.


IWFL

YTD

66.34%

1M

6.59%

6M

19.98%

1Y

66.50%

5Y*

N/A

10Y*

N/A

QULL

YTD

40.56%

1M

-1.58%

6M

6.30%

1Y

40.92%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


IWFL vs. QULL - Expense Ratio Comparison

Both IWFL and QULL have an expense ratio of 0.95%.


IWFL
ETRACS 2x Leveraged US Growth Factor TR ETN
Expense ratio chart for IWFL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for QULL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

IWFL vs. QULL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). 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.


Sharpe ratio
The chart of Sharpe ratio for IWFL, currently valued at 1.77, compared to the broader market0.002.004.001.771.68
The chart of Sortino ratio for IWFL, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.262.26
The chart of Omega ratio for IWFL, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.29
The chart of Calmar ratio for IWFL, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.562.71
The chart of Martin ratio for IWFL, currently valued at 9.68, compared to the broader market0.0020.0040.0060.0080.00100.009.689.99
IWFL
QULL

The current IWFL Sharpe Ratio is 1.77, which is comparable to the QULL Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IWFL and QULL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.77
1.68
IWFL
QULL

Dividends

IWFL vs. QULL - Dividend Comparison

Neither IWFL nor QULL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IWFL vs. QULL - Drawdown Comparison

The maximum IWFL drawdown since its inception was -59.29%, which is greater than QULL's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for IWFL and QULL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.01%
-7.52%
IWFL
QULL

Volatility

IWFL vs. QULL - Volatility Comparison

ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) has a higher volatility of 8.71% compared to ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) at 6.37%. This indicates that IWFL's price experiences larger fluctuations and is considered to be riskier than QULL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.71%
6.37%
IWFL
QULL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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