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MLPR vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPR vs. BDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPR achieves a 21.25% return, which is significantly higher than BDCX's -14.17% return.


MLPR

1D
-0.79%
1M
-12.39%
YTD
21.25%
6M
21.60%
1Y
23.14%
3Y*
30.20%
5Y*
24.78%
10Y*

BDCX

1D
-1.41%
1M
-1.87%
YTD
-14.17%
6M
-13.63%
1Y
-19.48%
3Y*
3.12%
5Y*
1.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPR vs. BDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
21.25%9.83%31.57%35.87%41.04%57.33%-7.10%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-14.17%-10.42%15.32%35.33%-17.67%52.70%25.40%

Correlation

The correlation between MLPR and BDCX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.36

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.49

Over the past year, the correlation between MLPR and BDCX has dropped to 0.14 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

MLPR vs. BDCX — Risk / Return Rank

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

MLPR
MLPR Risk / Return Rank: 3232
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3030
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3030
Omega Ratio Rank
MLPR Calmar Ratio Rank: 3434
Calmar Ratio Rank
MLPR Martin Ratio Rank: 3434
Martin Ratio Rank

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 33
Calmar Ratio Rank
BDCX Martin Ratio Rank: 44
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.

MLPR vs. BDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). 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.


MLPRBDCXDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.20

0.90

+0.30

Calmar ratioReturn relative to maximum drawdown

1.66

-0.64

+2.31

Martin ratioReturn relative to average drawdown

4.86

-1.09

+5.95

MLPR vs. BDCX - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.11, which is higher than the BDCX Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of MLPR and BDCX, 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

MLPR vs. BDCX - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, which is greater than BDCX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for MLPR and BDCX.


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Drawdown Indicators


MLPRBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-34.96%

-14.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-30.46%

+16.49%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

-33.39%

+8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-34.96%

+6.30%

Current Drawdown

Current decline from peak

-13.19%

-30.24%

+17.05%

Average Drawdown

Average peak-to-trough decline

-8.94%

-10.20%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

17.97%

-13.20%

Volatility

MLPR vs. BDCX - Volatility Comparison

The current volatility for ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) is 7.59%, while ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a volatility of 8.37%. This indicates that MLPR experiences smaller price fluctuations and is considered to be less risky than BDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPRBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

8.37%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

23.09%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

27.79%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.38%

26.58%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.70%

26.91%

+6.79%

MLPR vs. BDCX - Expense Ratio Comparison

Both MLPR and BDCX have an expense ratio of 0.95%.


Dividends

MLPR vs. BDCX - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 9.64%, less than BDCX's 20.85% yield.


PositionTTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.85%19.17%15.28%14.71%17.47%11.52%6.32%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.64%10.85%9.57%10.08%7.49%10.69%4.21%

Frequently Asked Questions


MLPR and BDCX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCX has higher volatility (8.37%) compared to MLPR (7.59%). In terms of maximum drawdown, MLPR dropped -48.98% vs BDCX's -34.96%.

On 5-year performance, MLPR leads with 24.78% vs 1.20% for BDCX. Both ETFs have the same 0.95% expense ratio. On volatility, MLPR has been the lower-risk option at 7.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPR has performed better with a 24.78% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MLPR and BDCX have the same expense ratio: 0.95% per year.

BDCX has the higher dividend yield at 20.85%, compared with 9.64% for MLPR.

MLPR tracks Alerian MLP Index (150%), while BDCX tracks MVIS US Business Development Companies (150%).

MLPR currently has the higher Sharpe Ratio (1.11 vs -0.70), 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

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