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MLPB vs. MTUL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPB vs. MTUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL). The values are adjusted to include any dividend payments, if applicable.

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MLPB vs. MTUL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
16.69%7.40%25.53%22.01%30.22%27.22%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
-10.58%27.42%58.70%10.66%-37.97%7.00%

Returns By Period

In the year-to-date period, MLPB achieves a 16.69% return, which is significantly higher than MTUL's -10.58% return.


MLPB

1D
-1.54%
1M
1.21%
YTD
16.69%
6M
20.26%
1Y
11.98%
3Y*
22.94%
5Y*
23.10%
10Y*
9.55%

MTUL

1D
9.39%
1M
-11.99%
YTD
-10.58%
6M
-14.38%
1Y
20.15%
3Y*
30.55%
5Y*
8.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPB vs. MTUL - Expense Ratio Comparison

MLPB has a 0.85% expense ratio, which is lower than MTUL's 0.95% expense ratio.


Return for Risk

MLPB vs. MTUL — Risk / Return Rank

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

MLPB
MLPB Risk / Return Rank: 3232
Overall Rank
MLPB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 3333
Sortino Ratio Rank
MLPB Omega Ratio Rank: 3636
Omega Ratio Rank
MLPB Calmar Ratio Rank: 2929
Calmar Ratio Rank
MLPB Martin Ratio Rank: 2525
Martin Ratio Rank

MTUL
MTUL Risk / Return Rank: 3232
Overall Rank
MTUL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 3232
Sortino Ratio Rank
MTUL Omega Ratio Rank: 3232
Omega Ratio Rank
MTUL Calmar Ratio Rank: 3333
Calmar Ratio Rank
MTUL Martin Ratio Rank: 3636
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.

MLPB vs. MTUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL). 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.


MLPBMTULDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.43

+0.21

Sortino ratio

Return per unit of downside risk

0.93

0.90

+0.02

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

0.69

0.82

-0.13

Martin ratio

Return relative to average drawdown

1.81

3.29

-1.48

MLPB vs. MTUL - Sharpe Ratio Comparison

The current MLPB Sharpe Ratio is 0.64, which is higher than the MTUL Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of MLPB and MTUL, 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


MLPBMTULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.43

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.21

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.13

+0.10

Correlation

The correlation between MLPB and MTUL is 0.41, 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

MLPB vs. MTUL - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 5.83%, while MTUL has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.83%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MLPB vs. MTUL - Drawdown Comparison

The maximum MLPB drawdown since its inception was -71.93%, which is greater than MTUL's maximum drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for MLPB and MTUL.


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Drawdown Indicators


MLPBMTULDifference

Max Drawdown

Largest peak-to-trough decline

-71.93%

-56.83%

-15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-26.88%

+10.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-56.83%

+36.42%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

Current Drawdown

Current decline from peak

-2.68%

-16.72%

+14.04%

Average Drawdown

Average peak-to-trough decline

-15.03%

-23.35%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

6.69%

-0.43%

Volatility

MLPB vs. MTUL - Volatility Comparison

The current volatility for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) is 3.72%, while ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) has a volatility of 19.54%. This indicates that MLPB experiences smaller price fluctuations and is considered to be less risky than MTUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPBMTULDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

19.54%

-15.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

34.36%

-25.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

46.60%

-27.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

41.98%

-21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.10%

42.96%

-14.86%