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MLPA vs. AMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPA vs. AMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP ETF (MLPA) and ETRACS Alerian MLP Index ETN Class B (AMUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPA achieves a 16.07% return, which is significantly lower than AMUB's 16.97% return. Over the past 10 years, MLPA has outperformed AMUB with an annualized return of 6.22%, while AMUB has yielded a comparatively lower 3.05% annualized return.


MLPA

1D
-0.31%
1M
-0.52%
YTD
16.07%
6M
14.82%
1Y
16.32%
3Y*
17.12%
5Y*
15.58%
10Y*
6.22%

AMUB

1D
-0.23%
1M
-2.08%
YTD
16.97%
6M
15.25%
1Y
15.77%
3Y*
15.80%
5Y*
12.34%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPA vs. AMUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPA
Global X MLP ETF
16.07%5.73%20.35%15.93%27.03%39.64%-33.97%11.91%-15.71%-8.31%
AMUB
ETRACS Alerian MLP Index ETN Class B
16.97%2.05%15.68%16.89%21.91%28.83%-36.47%-1.78%-19.25%-13.07%

Correlation

The correlation between MLPA and AMUB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.90

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.75

The correlation between MLPA and AMUB shifts across timeframes, from 0.75 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MLPA vs. AMUB — Risk / Return Rank

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

MLPA
MLPA Risk / Return Rank: 3737
Overall Rank
MLPA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MLPA Sortino Ratio Rank: 3737
Sortino Ratio Rank
MLPA Omega Ratio Rank: 3434
Omega Ratio Rank
MLPA Calmar Ratio Rank: 3939
Calmar Ratio Rank
MLPA Martin Ratio Rank: 3737
Martin Ratio Rank

AMUB
AMUB Risk / Return Rank: 3131
Overall Rank
AMUB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3131
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3030
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3131
Calmar Ratio Rank
AMUB Martin Ratio Rank: 3131
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.

MLPA vs. AMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP ETF (MLPA) and ETRACS Alerian MLP Index ETN Class B (AMUB). 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.


MLPAAMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.97

1.53

+0.43

Martin ratioReturn relative to average drawdown

5.99

4.52

+1.47

MLPA vs. AMUB - Sharpe Ratio Comparison

The current MLPA Sharpe Ratio is 1.37, which is comparable to the AMUB Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of MLPA and AMUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MLPAAMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.18

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.61

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.11

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.00

+0.16

Drawdowns

MLPA vs. AMUB - Drawdown Comparison

The maximum MLPA drawdown since its inception was -78.75%, roughly equal to the maximum AMUB drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for MLPA and AMUB.


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Drawdown Indicators


MLPAAMUBDifference

Max Drawdown

Largest peak-to-trough decline

-78.75%

-79.46%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-10.37%

+2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

-17.22%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.75%

-20.58%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-74.05%

-78.86%

+4.81%

Current Drawdown

Current decline from peak

-3.84%

-6.15%

+2.31%

Average Drawdown

Average peak-to-trough decline

-20.27%

-29.23%

+8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.51%

-0.78%

Volatility

MLPA vs. AMUB - Volatility Comparison

The current volatility for Global X MLP ETF (MLPA) is 4.50%, while ETRACS Alerian MLP Index ETN Class B (AMUB) has a volatility of 5.40%. This indicates that MLPA experiences smaller price fluctuations and is considered to be less risky than AMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPAAMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

5.40%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

9.82%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

13.60%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

20.24%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.47%

27.09%

+0.38%

MLPA vs. AMUB - Expense Ratio Comparison

MLPA has a 0.46% expense ratio, which is lower than AMUB's 0.80% expense ratio.


Dividends

MLPA vs. AMUB - Dividend Comparison

MLPA's dividend yield for the trailing twelve months is around 7.28%, while AMUB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPA
Global X MLP ETF
7.28%7.82%7.25%7.49%7.30%8.72%13.84%9.09%10.00%8.05%7.15%9.29%

Frequently Asked Questions


With a correlation of 0.91, MLPA and AMUB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AMUB has higher volatility (5.40%) compared to MLPA (4.50%). In terms of maximum drawdown, MLPA dropped -78.75% vs AMUB's -79.46%.

On 10-year performance, MLPA leads with 6.22% vs 3.05% for AMUB. On fees, MLPA is cheaper at 0.46% per year. On volatility, MLPA has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MLPA has performed better with a 6.22% return vs 3.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MLPA is cheaper with a 0.46% expense ratio, compared with 0.80% for AMUB.

MLPA has the higher dividend yield at 7.28%, compared with 0.00% for AMUB.

MLPA tracks Solactive MLP Infrastructure Index, while AMUB tracks Alerian MLP Index. They also come from different issuers: Global X and UBS. Their fees differ too: 0.46% for MLPA and 0.80% for AMUB.

MLPA currently has the higher Sharpe Ratio (1.37 vs 1.18), 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.

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