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MLPR vs. EVIM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPR vs. EVIM - 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 Eaton Vance Intermediate Municipal Income ETF (EVIM). 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 24.85% return, which is significantly higher than EVIM's 1.73% return.


MLPR

1D
2.97%
1M
-9.79%
YTD
24.85%
6M
24.33%
1Y
28.25%
3Y*
31.47%
5Y*
25.58%
10Y*

EVIM

1D
-0.07%
1M
1.45%
YTD
1.73%
6M
1.90%
1Y
7.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPR vs. EVIM - Yearly Performance Comparison


2026 (YTD)202520242023
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.85%9.83%31.57%3.40%
EVIM
Eaton Vance Intermediate Municipal Income ETF
1.73%5.85%1.65%6.83%

Correlation

The correlation between MLPR and EVIM is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

-0.02

The correlation between MLPR and EVIM shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MLPR vs. EVIM — Risk / Return Rank

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

MLPR
MLPR Risk / Return Rank: 3939
Overall Rank
MLPR Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3737
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3737
Omega Ratio Rank
MLPR Calmar Ratio Rank: 4343
Calmar Ratio Rank
MLPR Martin Ratio Rank: 3939
Martin Ratio Rank

EVIM
EVIM Risk / Return Rank: 7676
Overall Rank
EVIM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EVIM Sortino Ratio Rank: 9292
Sortino Ratio Rank
EVIM Omega Ratio Rank: 9595
Omega Ratio Rank
EVIM Calmar Ratio Rank: 5555
Calmar Ratio Rank
EVIM Martin Ratio Rank: 5050
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. EVIM - 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 Eaton Vance Intermediate Municipal Income ETF (EVIM). 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.


MLPREVIMDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.24

1.65

-0.42

Calmar ratioReturn relative to maximum drawdown

2.03

2.48

-0.45

Martin ratioReturn relative to average drawdown

5.88

7.89

-2.01

MLPR vs. EVIM - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.35, which is lower than the EVIM Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of MLPR and EVIM, 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. EVIM - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, which is greater than EVIM's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for MLPR and EVIM.


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Drawdown Indicators


MLPREVIMDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-4.23%

-44.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-3.05%

-10.92%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

Current Drawdown

Current decline from peak

-10.62%

-0.66%

-9.96%

Average Drawdown

Average peak-to-trough decline

-8.94%

-0.88%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

0.96%

+3.86%

Volatility

MLPR vs. EVIM - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 8.29% compared to Eaton Vance Intermediate Municipal Income ETF (EVIM) at 0.71%. This indicates that MLPR's price experiences larger fluctuations and is considered to be riskier than EVIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPREVIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

0.71%

+7.58%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

1.98%

+13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

21.11%

2.77%

+18.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.40%

3.82%

+25.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.71%

3.82%

+29.89%

MLPR vs. EVIM - Expense Ratio Comparison

MLPR has a 0.95% expense ratio, which is higher than EVIM's 0.29% expense ratio.


Dividends

MLPR vs. EVIM - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 9.36%, more than EVIM's 3.53% yield.


PositionTTM202520242023202220212020
EVIM
Eaton Vance Intermediate Municipal Income ETF
3.53%3.58%3.56%0.78%0.00%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.36%10.85%9.57%10.08%7.49%10.69%4.21%

Frequently Asked Questions


MLPR and EVIM have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (8.29%) compared to EVIM (0.71%). In terms of maximum drawdown, MLPR dropped -48.98% vs EVIM's -4.23%.

On 1-year performance, MLPR leads with 28.25% vs 7.55% for EVIM. On fees, EVIM is cheaper at 0.29% per year. On volatility, EVIM has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MLPR has performed better with a 28.25% return vs 7.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVIM is cheaper with a 0.29% expense ratio, compared with 0.95% for MLPR.

MLPR has the higher dividend yield at 9.36%, compared with 3.53% for EVIM.

MLPR is categorized as Leveraged Equities, while EVIM is Municipal Bonds. They also come from different issuers: UBS and Eaton Vance. Their fees differ too: 0.95% for MLPR and 0.29% for EVIM.

EVIM currently has the higher Sharpe Ratio (2.75 vs 1.35), 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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