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MAYT vs. USML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAYT and USML is 0.71, 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.


-0.50.00.51.00.7

Performance

MAYT vs. USML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) and ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.18%
9.60%
MAYT
USML

Key characteristics

Sharpe Ratio

MAYT:

2.89

USML:

1.63

Sortino Ratio

MAYT:

3.96

USML:

2.20

Omega Ratio

MAYT:

1.66

USML:

1.28

Calmar Ratio

MAYT:

3.67

USML:

1.98

Martin Ratio

MAYT:

22.75

USML:

6.25

Ulcer Index

MAYT:

0.79%

USML:

4.43%

Daily Std Dev

MAYT:

6.24%

USML:

17.11%

Max Drawdown

MAYT:

-6.71%

USML:

-35.34%

Current Drawdown

MAYT:

-0.53%

USML:

-6.00%

Returns By Period

In the year-to-date period, MAYT achieves a 1.29% return, which is significantly lower than USML's 6.63% return.


MAYT

YTD

1.29%

1M

0.71%

6M

6.97%

1Y

17.69%

5Y*

N/A

10Y*

N/A

USML

YTD

6.63%

1M

4.39%

6M

10.35%

1Y

26.45%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


MAYT vs. USML - Expense Ratio Comparison

MAYT has a 0.74% expense ratio, which is lower than USML's 0.95% expense ratio.


USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
Expense ratio chart for USML: 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 MAYT: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

MAYT vs. USML — Risk-Adjusted Performance Rank

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

MAYT
The Risk-Adjusted Performance Rank of MAYT is 9595
Overall Rank
The Sharpe Ratio Rank of MAYT is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of MAYT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of MAYT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of MAYT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MAYT is 9696
Martin Ratio Rank

USML
The Risk-Adjusted Performance Rank of USML is 6565
Overall Rank
The Sharpe Ratio Rank of USML is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of USML is 6666
Sortino Ratio Rank
The Omega Ratio Rank of USML is 6666
Omega Ratio Rank
The Calmar Ratio Rank of USML is 6464
Calmar Ratio Rank
The Martin Ratio Rank of USML is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAYT vs. USML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) and ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML). 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 MAYT, currently valued at 2.89, compared to the broader market0.002.004.002.891.63
The chart of Sortino ratio for MAYT, currently valued at 3.96, compared to the broader market0.005.0010.003.962.20
The chart of Omega ratio for MAYT, currently valued at 1.66, compared to the broader market0.501.001.502.002.503.001.661.28
The chart of Calmar ratio for MAYT, currently valued at 3.67, compared to the broader market0.005.0010.0015.0020.003.671.98
The chart of Martin ratio for MAYT, currently valued at 22.75, compared to the broader market0.0020.0040.0060.0080.00100.0022.756.25
MAYT
USML

The current MAYT Sharpe Ratio is 2.89, which is higher than the USML Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of MAYT and USML, 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.89
1.63
MAYT
USML

Dividends

MAYT vs. USML - Dividend Comparison

Neither MAYT nor USML has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MAYT vs. USML - Drawdown Comparison

The maximum MAYT drawdown since its inception was -6.71%, smaller than the maximum USML drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for MAYT and USML. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.53%
-6.00%
MAYT
USML

Volatility

MAYT vs. USML - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) is 1.63%, while ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) has a volatility of 5.75%. This indicates that MAYT experiences smaller price fluctuations and is considered to be less risky than USML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
1.63%
5.75%
MAYT
USML
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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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