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MLPR vs. KRBN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPR vs. KRBN - 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 KraneShares Global Carbon ETF (KRBN). 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 KRBN's -4.32% return.


MLPR

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

KRBN

1D
1.47%
1M
4.92%
YTD
-4.32%
6M
-4.00%
1Y
13.56%
3Y*
0.90%
5Y*
6.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPR vs. KRBN - 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%13.74%
KRBN
KraneShares Global Carbon ETF
-4.32%23.11%-13.56%8.01%-12.75%107.69%25.03%

Correlation

The correlation between MLPR and KRBN is -0.05, 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

-0.05

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

0.02

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.14

The correlation between MLPR and KRBN shifts across timeframes, from -0.05 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MLPR vs. KRBN — 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

KRBN
KRBN Risk / Return Rank: 1818
Overall Rank
KRBN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KRBN Sortino Ratio Rank: 1919
Sortino Ratio Rank
KRBN Omega Ratio Rank: 2020
Omega Ratio Rank
KRBN Calmar Ratio Rank: 1414
Calmar Ratio Rank
KRBN Martin Ratio Rank: 1515
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. KRBN - 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 KraneShares Global Carbon ETF (KRBN). 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.


MLPRKRBNDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratioReturn relative to maximum drawdown

1.66

0.55

+1.12

Martin ratioReturn relative to average drawdown

4.86

1.39

+3.47

MLPR vs. KRBN - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.11, which is higher than the KRBN Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MLPR and KRBN, 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. KRBN - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, which is greater than KRBN's maximum drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for MLPR and KRBN.


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Drawdown Indicators


MLPRKRBNDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-36.42%

-12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-24.98%

+11.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

-27.34%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-36.42%

+7.76%

Current Drawdown

Current decline from peak

-13.19%

-12.78%

-0.41%

Average Drawdown

Average peak-to-trough decline

-8.94%

-16.12%

+7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

9.76%

-4.99%

Volatility

MLPR vs. KRBN - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 7.59% compared to KraneShares Global Carbon ETF (KRBN) at 5.04%. This indicates that MLPR's price experiences larger fluctuations and is considered to be riskier than KRBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPRKRBNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

5.04%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

16.81%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

19.13%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.38%

28.05%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.70%

28.56%

+5.14%

MLPR vs. KRBN - Expense Ratio Comparison

MLPR has a 0.95% expense ratio, which is higher than KRBN's 0.79% expense ratio.


Dividends

MLPR vs. KRBN - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 9.64%, more than KRBN's 1.99% yield.


PositionTTM202520242023202220212020
KRBN
KraneShares Global Carbon ETF
1.99%1.90%7.10%7.60%22.91%0.49%0.00%
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 KRBN have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (7.59%) compared to KRBN (5.04%). In terms of maximum drawdown, MLPR dropped -48.98% vs KRBN's -36.42%.

On 5-year performance, MLPR leads with 24.78% vs 6.37% for KRBN. On fees, KRBN is cheaper at 0.79% per year. On volatility, KRBN has been the lower-risk option at 5.04%. 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 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KRBN is cheaper with a 0.79% expense ratio, compared with 0.95% for MLPR.

MLPR has the higher dividend yield at 9.64%, compared with 1.99% for KRBN.

MLPR is categorized as Leveraged Equities, while KRBN is Commodities. MLPR tracks Alerian MLP Index (150%), while KRBN tracks IHS Markit Global Carbon Index. They also come from different issuers: UBS and CICC. Their fees differ too: 0.95% for MLPR and 0.79% for KRBN.

MLPR currently has the higher Sharpe Ratio (1.11 vs 0.71), 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 MLPR and KRBN

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