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MLPR vs. SCMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPR vs. SCMB - 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 Schwab Municipal Bond ETF (SCMB). 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 38.78% return, which is significantly higher than SCMB's 0.07% return.


MLPR

1D
-0.51%
1M
10.57%
6M
25.92%
YTD
38.78%
1Y
38.96%
3Y*
31.97%
5Y*
32.44%
10Y*
ALL TIME*
32.30%

SCMB

1D
0.01%
1M
-1.78%
6M
-0.67%
YTD
0.07%
1Y
4.38%
3Y*
2.98%
5Y*
10Y*
ALL TIME*
3.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.36K$41.58K$38.04K
$37.80M$30.75M$30.25M

MLPR vs. SCMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
38.78%9.83%31.57%35.87%8.22%
SCMB
Schwab Municipal Bond ETF
0.07%3.78%0.91%5.86%2.88%

Correlation

The correlation between MLPR and SCMB is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.23

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

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

-0.00

Over the past year, the inverse relationship between MLPR and SCMB has strengthened: their correlation has moved from -0.00 to -0.23, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

MLPR vs. SCMB — Risk / Return Rank

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

MLPR
MLPR Risk / Return Rank: 7070
Overall Rank
MLPR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 6969
Sortino Ratio Rank
MLPR Omega Ratio Rank: 6969
Omega Ratio Rank
MLPR Calmar Ratio Rank: 7575
Calmar Ratio Rank
MLPR Martin Ratio Rank: 6363
Martin Ratio Rank

SCMB
SCMB Risk / Return Rank: 5555
Overall Rank
SCMB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 6060
Sortino Ratio Rank
SCMB Omega Ratio Rank: 7070
Omega Ratio Rank
SCMB Calmar Ratio Rank: 4141
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4242
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. SCMB - 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 Schwab Municipal Bond ETF (SCMB). 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.


MLPRSCMBDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.74

1.51

+1.23

Martin ratioReturn relative to average drawdown

7.79

4.64

+3.14

MLPR vs. SCMB - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.76, which is comparable to the SCMB Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MLPR and SCMB, 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. SCMB - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, which is greater than SCMB's maximum drawdown of -6.13%. Use the drawdown chart below to compare losses from any high point for MLPR and SCMB.


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Drawdown Indicators


MLPRSCMBDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-6.13%

-42.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-2.92%

-11.39%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

-4.75%

-19.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

Current Drawdown

Current decline from peak

-0.64%

-1.85%

+1.21%

Average Drawdown

Average peak-to-trough decline

-8.88%

-1.30%

-7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

0.95%

+4.07%

Volatility

MLPR vs. SCMB - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 8.50% compared to Schwab Municipal Bond ETF (SCMB) at 1.00%. This indicates that MLPR's price experiences larger fluctuations and is considered to be riskier than SCMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPRSCMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

1.00%

+7.50%

Volatility (6M)

Calculated over the trailing 6-month period

17.13%

2.35%

+14.78%

Volatility (1Y)

Calculated over the trailing 1-year period

22.27%

2.92%

+19.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.11%

4.12%

+24.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.65%

4.12%

+29.53%

MLPR vs. SCMB - Expense Ratio Comparison

MLPR has a 0.95% expense ratio, which is higher than SCMB's 0.03% expense ratio.


Dividends

MLPR vs. SCMB - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 8.88%, more than SCMB's 3.59% yield.


PositionTTM202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
8.88%10.85%9.57%10.08%7.49%10.69%4.21%
SCMB
Schwab Municipal Bond ETF
3.59%3.36%3.34%3.10%0.59%0.00%0.00%

Frequently Asked Questions


MLPR and SCMB have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (8.50%) compared to SCMB (1.00%). In terms of maximum drawdown, MLPR dropped -48.98% vs SCMB's -6.13%.

On 3-year performance, MLPR leads with 31.97% vs 2.98% for SCMB. On fees, SCMB is cheaper at 0.03% per year. On volatility, SCMB has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MLPR has performed better with a 31.97% return vs 2.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCMB is cheaper with a 0.03% expense ratio, compared with 0.95% for MLPR.

MLPR has the higher dividend yield at 8.88%, compared with 3.59% for SCMB.

MLPR is categorized as Leveraged Equities, while SCMB is Municipal Bonds. MLPR tracks Alerian MLP Index (150%), while SCMB tracks ICE AMT-Free Core U.S. National Municipal Index. They also come from different issuers: UBS and Charles Schwab. Their fees differ too: 0.95% for MLPR and 0.03% for SCMB.

MLPR currently has the higher Sharpe Ratio (1.76 vs 1.51), 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 SCMB

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