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MLPB vs. PFFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPB vs. PFFL - 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 Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPB achieves a 23.17% return, which is significantly higher than PFFL's -3.27% return.


MLPB

1D
1.47%
1M
6.90%
6M
16.96%
YTD
23.17%
1Y
24.66%
3Y*
22.00%
5Y*
21.74%
10Y*
8.59%

PFFL

1D
-1.16%
1M
-3.46%
6M
-7.41%
YTD
-3.27%
1Y
-0.36%
3Y*
3.48%
5Y*
-6.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPB vs. PFFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
23.17%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-15.68%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
-3.27%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-10.77%

Correlation

The correlation between MLPB and PFFL is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.19

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2018

0.28

The correlation between MLPB and PFFL shifts across timeframes, from -0.01 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MLPB vs. PFFL — Risk / Return Rank

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

MLPB
MLPB Risk / Return Rank: 6161
Overall Rank
MLPB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 6666
Sortino Ratio Rank
MLPB Omega Ratio Rank: 6060
Omega Ratio Rank
MLPB Calmar Ratio Rank: 6464
Calmar Ratio Rank
MLPB Martin Ratio Rank: 5050
Martin Ratio Rank

PFFL
PFFL Risk / Return Rank: 99
Overall Rank
PFFL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 99
Sortino Ratio Rank
PFFL Omega Ratio Rank: 99
Omega Ratio Rank
PFFL Calmar Ratio Rank: 99
Calmar Ratio Rank
PFFL Martin Ratio Rank: 99
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. PFFL - 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 Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MLPBPFFLDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.30

1.01

+0.29

Calmar ratioReturn relative to maximum drawdown

2.56

-0.03

+2.59

Martin ratioReturn relative to average drawdown

6.65

-0.06

+6.72

MLPB vs. PFFL - Sharpe Ratio Comparison

The current MLPB Sharpe Ratio is 1.74, which is higher than the PFFL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MLPB and PFFL, 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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Drawdowns

MLPB vs. PFFL - Drawdown Comparison

The maximum MLPB drawdown since its inception was -71.93%, smaller than the maximum PFFL drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for MLPB and PFFL.


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Drawdown Indicators


MLPBPFFLDifference

Max Drawdown

Largest peak-to-trough decline

-71.93%

-80.68%

+8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-11.92%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-23.75%

+7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-48.51%

+28.10%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

Current Drawdown

Current decline from peak

-1.95%

-40.41%

+38.46%

Average Drawdown

Average peak-to-trough decline

-14.72%

-28.68%

+13.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

5.63%

-1.91%

Volatility

MLPB vs. PFFL - Volatility Comparison

ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) has a higher volatility of 5.60% compared to ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) at 4.10%. This indicates that MLPB's price experiences larger fluctuations and is considered to be riskier than PFFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPBPFFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

4.10%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

11.00%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.27%

16.37%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

23.70%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.19%

54.95%

-27.76%

MLPB vs. PFFL - Expense Ratio Comparison

Both MLPB and PFFL have an expense ratio of 0.85%.


Dividends

MLPB vs. PFFL - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 5.86%, less than PFFL's 12.72% yield.


PositionTTM2025202420232022202120202019201820172016
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.86%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
12.72%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%0.00%0.00%

Frequently Asked Questions


MLPB and PFFL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPB has higher volatility (5.60%) compared to PFFL (4.10%). In terms of maximum drawdown, MLPB dropped -71.93% vs PFFL's -80.68%.

On 5-year performance, MLPB leads with 21.74% vs -6.81% for PFFL. Both ETFs have the same 0.85% expense ratio. On volatility, PFFL has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPB has performed better with a 21.74% return vs -6.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MLPB and PFFL have the same expense ratio: 0.85% per year.

PFFL has the higher dividend yield at 12.72%, compared with 5.86% for MLPB.

MLPB is categorized as MLPs, while PFFL is Preferred Stock/Convertible Bonds. MLPB tracks Alerian MLP Infrastructure Index, while PFFL tracks Solactive Preferred Stock ETF Index.

MLPB currently has the higher Sharpe Ratio (1.74 vs -0.02), 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.

Portfolio Optimizer

Find the right allocation for MLPB and PFFL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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