PortfoliosLab logoPortfoliosLab logo
IWML vs. MLPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWML vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Size Factor TR ETN (IWML) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IWML vs. MLPR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IWML
ETRACS 2x Leveraged US Size Factor TR ETN
0.97%9.64%15.70%22.31%-41.80%2.08%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
22.63%9.83%31.57%35.87%41.04%38.28%

Returns By Period

In the year-to-date period, IWML achieves a 0.97% return, which is significantly lower than MLPR's 22.63% return.


IWML

1D
1.93%
1M
-10.49%
YTD
0.97%
6M
3.02%
1Y
37.84%
3Y*
15.02%
5Y*
-1.97%
10Y*

MLPR

1D
-1.34%
1M
-2.29%
YTD
22.63%
6M
28.78%
1Y
12.80%
3Y*
31.69%
5Y*
31.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IWML vs. MLPR - Expense Ratio Comparison

Both IWML and MLPR have an expense ratio of 0.95%.


Return for Risk

IWML vs. MLPR — Risk / Return Rank

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

IWML
IWML Risk / Return Rank: 4343
Overall Rank
IWML Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IWML Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWML Omega Ratio Rank: 4444
Omega Ratio Rank
IWML Calmar Ratio Rank: 4444
Calmar Ratio Rank
IWML Martin Ratio Rank: 4444
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 2424
Overall Rank
MLPR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 2424
Sortino Ratio Rank
MLPR Omega Ratio Rank: 2727
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2525
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2121
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.

IWML vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Size Factor TR ETN (IWML) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


IWMLMLPRDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.46

+0.31

Sortino ratio

Return per unit of downside risk

1.35

0.74

+0.61

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.07

Calmar ratio

Return relative to maximum drawdown

1.26

0.58

+0.67

Martin ratio

Return relative to average drawdown

4.52

1.35

+3.16

IWML vs. MLPR - Sharpe Ratio Comparison

The current IWML Sharpe Ratio is 0.77, which is higher than the MLPR Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IWML and MLPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IWMLMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.46

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

1.08

-1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.92

-0.95

Correlation

The correlation between IWML and MLPR is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IWML vs. MLPR - Dividend Comparison

IWML has not paid dividends to shareholders, while MLPR's dividend yield for the trailing twelve months is around 9.27%.


TTM202520242023202220212020
IWML
ETRACS 2x Leveraged US Size Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.27%10.85%9.57%10.08%7.49%10.69%4.21%

Drawdowns

IWML vs. MLPR - Drawdown Comparison

The maximum IWML drawdown since its inception was -60.06%, which is greater than MLPR's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for IWML and MLPR.


Loading graphics...

Drawdown Indicators


IWMLMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-60.06%

-48.98%

-11.08%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-24.45%

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-60.06%

-28.66%

-31.40%

Current Drawdown

Current decline from peak

-22.20%

-5.45%

-16.75%

Average Drawdown

Average peak-to-trough decline

-32.77%

-9.09%

-23.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

10.54%

-1.96%

Volatility

IWML vs. MLPR - Volatility Comparison

ETRACS 2x Leveraged US Size Factor TR ETN (IWML) has a higher volatility of 16.29% compared to ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) at 5.06%. This indicates that IWML's price experiences larger fluctuations and is considered to be riskier than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IWMLMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.29%

5.06%

+11.23%

Volatility (6M)

Calculated over the trailing 6-month period

30.01%

14.14%

+15.87%

Volatility (1Y)

Calculated over the trailing 1-year period

49.43%

28.07%

+21.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.20%

29.60%

+16.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.53%

34.00%

+12.53%