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MLPR vs. USML
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPR vs. USML - 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 MSCI US Minimum Volatility Factor TR ETN (USML). The values are adjusted to include any dividend payments, if applicable.

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MLPR vs. USML - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%38.28%
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
-4.08%9.33%23.97%11.37%-22.87%42.12%

Returns By Period

In the year-to-date period, MLPR achieves a 24.29% return, which is significantly higher than USML's -4.08% return.


MLPR

1D
-1.21%
1M
1.32%
YTD
24.29%
6M
30.59%
1Y
15.78%
3Y*
32.28%
5Y*
32.14%
10Y*

USML

1D
2.10%
1M
-9.94%
YTD
-4.08%
6M
-6.40%
1Y
-5.09%
3Y*
12.95%
5Y*
8.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPR vs. USML - Expense Ratio Comparison

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


Return for Risk

MLPR vs. USML — Risk / Return Rank

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

MLPR
MLPR Risk / Return Rank: 3030
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3434
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2323
Martin Ratio Rank

USML
USML Risk / Return Rank: 88
Overall Rank
USML Sharpe Ratio Rank: 88
Sharpe Ratio Rank
USML Sortino Ratio Rank: 88
Sortino Ratio Rank
USML Omega Ratio Rank: 88
Omega Ratio Rank
USML Calmar Ratio Rank: 99
Calmar Ratio Rank
USML Martin Ratio Rank: 66
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. USML - 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 MSCI US Minimum Volatility Factor TR ETN (USML). 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.


MLPRUSMLDifference

Sharpe ratio

Return per unit of total volatility

0.57

-0.21

+0.77

Sortino ratio

Return per unit of downside risk

0.86

-0.13

+0.99

Omega ratio

Gain probability vs. loss probability

1.13

0.98

+0.15

Calmar ratio

Return relative to maximum drawdown

0.62

-0.20

+0.82

Martin ratio

Return relative to average drawdown

1.44

-0.80

+2.24

MLPR vs. USML - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 0.57, which is higher than the USML Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of MLPR and USML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MLPRUSMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

-0.21

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.34

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.38

+0.54

Correlation

The correlation between MLPR and USML is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MLPR vs. USML - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 9.14%, while USML has not paid dividends to shareholders.


TTM202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.14%10.85%9.57%10.08%7.49%10.69%4.21%
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MLPR vs. USML - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, which is greater than USML's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for MLPR and USML.


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Drawdown Indicators


MLPRUSMLDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-35.34%

-13.64%

Max Drawdown (1Y)

Largest decline over 1 year

-24.45%

-17.38%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-35.34%

+6.68%

Current Drawdown

Current decline from peak

-4.17%

-10.28%

+6.11%

Average Drawdown

Average peak-to-trough decline

-9.09%

-10.54%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

4.25%

+6.28%

Volatility

MLPR vs. USML - Volatility Comparison

The current volatility for ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) is 4.93%, while ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) has a volatility of 5.94%. This indicates that MLPR experiences smaller price fluctuations and is considered to be less risky than USML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPRUSMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.94%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

12.05%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

28.04%

24.47%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.60%

24.55%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.01%

24.54%

+9.47%