PortfoliosLab logoPortfoliosLab logo
MLPR vs. SCDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPR vs. SCDL - 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 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MLPR achieves a 39.50% return, which is significantly lower than SCDL's 47.30% return.


MLPR

1D
1.62%
1M
11.14%
6M
25.11%
YTD
39.50%
1Y
39.67%
3Y*
31.28%
5Y*
31.23%
10Y*
ALL TIME*
32.46%

SCDL

1D
0.55%
1M
6.51%
6M
26.03%
YTD
47.30%
1Y
61.99%
3Y*
20.93%
5Y*
11.62%
10Y*
ALL TIME*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.92K$44.03K$37.73K
$12.99K$29.73K$21.90K

MLPR vs. SCDL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
39.50%9.83%31.57%35.87%41.04%39.69%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
47.30%2.05%14.99%0.18%-13.06%52.47%

Correlation

The correlation between MLPR and SCDL is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.46

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.54

The correlation between MLPR and SCDL shifts across timeframes, from 0.39 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MLPR vs. SCDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MLPR
MLPR Risk / Return Rank: 6868
Overall Rank
MLPR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 6666
Sortino Ratio Rank
MLPR Omega Ratio Rank: 6666
Omega Ratio Rank
MLPR Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLPR Martin Ratio Rank: 6161
Martin Ratio Rank

SCDL
SCDL Risk / Return Rank: 9494
Overall Rank
SCDL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 9595
Sortino Ratio Rank
SCDL Omega Ratio Rank: 9292
Omega Ratio Rank
SCDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCDL Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MLPR vs. SCDL - 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 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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.


MLPRSCDLDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.28

1.46

-0.18

Calmar ratioReturn relative to maximum drawdown

2.55

6.00

-3.46

Martin ratioReturn relative to average drawdown

7.25

15.42

-8.17

MLPR vs. SCDL - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.63, which is lower than the SCDL Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of MLPR and SCDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MLPR vs. SCDL - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for MLPR and SCDL.


Loading charts...

Drawdown Indicators


MLPRSCDLDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-34.87%

-14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-10.19%

-4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

-32.79%

+8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-34.87%

+6.21%

Current Drawdown

Current decline from peak

-0.13%

-2.42%

+2.29%

Average Drawdown

Average peak-to-trough decline

-8.89%

-11.68%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

3.96%

+1.39%

Volatility

MLPR vs. SCDL - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) have volatilities of 8.44% and 8.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MLPRSCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

8.22%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

15.67%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

21.95%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.11%

29.02%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

28.76%

+4.90%

MLPR vs. SCDL - Expense Ratio Comparison

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


Dividends

MLPR vs. SCDL - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 8.83%, while SCDL has not paid dividends to shareholders.


PositionTTM202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
8.83%10.85%9.57%10.08%7.49%10.69%4.21%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLPR and SCDL have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (8.44%) compared to SCDL (8.22%). In terms of maximum drawdown, MLPR dropped -48.98% vs SCDL's -34.87%.

On 5-year performance, MLPR leads with 31.23% vs 11.62% for SCDL. Both ETFs have the same 0.95% expense ratio. On volatility, SCDL has been the lower-risk option at 8.22%. 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 31.23% return vs 11.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

MLPR has the higher dividend yield at 8.83%, compared with 0.00% for SCDL.

MLPR tracks Alerian MLP Index (150%), while SCDL tracks Dow Jones U.S. Dividend 100 (200%).

SCDL currently has the higher Sharpe Ratio (2.81 vs 1.63), 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 SCDL

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

Open Portfolio Optimizer