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IWML vs. SMHB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWML vs. SMHB - 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 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB). The values are adjusted to include any dividend payments, if applicable.

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IWML vs. SMHB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IWML
ETRACS 2x Leveraged US Size Factor TR ETN
-0.93%9.64%15.70%22.31%-41.80%2.08%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
-2.38%-7.75%-15.85%35.96%-36.03%38.68%

Returns By Period

In the year-to-date period, IWML achieves a -0.93% return, which is significantly higher than SMHB's -2.38% return.


IWML

1D
7.18%
1M
-11.02%
YTD
-0.93%
6M
1.93%
1Y
36.13%
3Y*
14.29%
5Y*
-2.35%
10Y*

SMHB

1D
2.54%
1M
-7.17%
YTD
-2.38%
6M
-10.57%
1Y
-6.07%
3Y*
4.53%
5Y*
-5.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWML vs. SMHB - Expense Ratio Comparison

IWML has a 0.95% expense ratio, which is higher than SMHB's 0.85% expense ratio.


Return for Risk

IWML vs. SMHB — Risk / Return Rank

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

IWML
IWML Risk / Return Rank: 4444
Overall Rank
IWML Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IWML Sortino Ratio Rank: 4949
Sortino Ratio Rank
IWML Omega Ratio Rank: 4646
Omega Ratio Rank
IWML Calmar Ratio Rank: 4444
Calmar Ratio Rank
IWML Martin Ratio Rank: 4343
Martin Ratio Rank

SMHB
SMHB Risk / Return Rank: 1010
Overall Rank
SMHB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SMHB Sortino Ratio Rank: 1313
Sortino Ratio Rank
SMHB Omega Ratio Rank: 1212
Omega Ratio Rank
SMHB Calmar Ratio Rank: 88
Calmar Ratio Rank
SMHB Martin Ratio Rank: 77
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. SMHB - 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 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB). 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.


IWMLSMHBDifference

Sharpe ratio

Return per unit of total volatility

0.73

-0.12

+0.86

Sortino ratio

Return per unit of downside risk

1.31

0.18

+1.13

Omega ratio

Gain probability vs. loss probability

1.18

1.02

+0.15

Calmar ratio

Return relative to maximum drawdown

1.12

-0.23

+1.35

Martin ratio

Return relative to average drawdown

4.05

-0.61

+4.65

IWML vs. SMHB - Sharpe Ratio Comparison

The current IWML Sharpe Ratio is 0.73, which is higher than the SMHB Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of IWML and SMHB, 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


IWMLSMHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.12

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.11

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.12

+0.08

Correlation

The correlation between IWML and SMHB is 0.73, 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.


Dividends

IWML vs. SMHB - Dividend Comparison

IWML has not paid dividends to shareholders, while SMHB's dividend yield for the trailing twelve months is around 22.87%.


TTM20252024202320222021202020192018
IWML
ETRACS 2x Leveraged US Size Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
22.87%22.22%21.95%15.27%24.18%12.22%16.86%19.97%0.91%

Drawdowns

IWML vs. SMHB - Drawdown Comparison

The maximum IWML drawdown since its inception was -60.06%, smaller than the maximum SMHB drawdown of -90.30%. Use the drawdown chart below to compare losses from any high point for IWML and SMHB.


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Drawdown Indicators


IWMLSMHBDifference

Max Drawdown

Largest peak-to-trough decline

-60.06%

-90.30%

+30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-29.54%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-60.06%

-58.85%

-1.21%

Current Drawdown

Current decline from peak

-23.68%

-46.27%

+22.59%

Average Drawdown

Average peak-to-trough decline

-32.78%

-37.10%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

11.19%

-2.66%

Volatility

IWML vs. SMHB - Volatility Comparison

ETRACS 2x Leveraged US Size Factor TR ETN (IWML) has a higher volatility of 16.38% compared to ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) at 14.24%. This indicates that IWML's price experiences larger fluctuations and is considered to be riskier than SMHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMLSMHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.38%

14.24%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

29.95%

29.84%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

49.42%

50.14%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.20%

49.02%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.54%

66.99%

-20.45%