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MNA vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNA vs. BDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Merger Arbitrage ETF (MNA) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNA achieves a 1.79% return, which is significantly higher than BDCX's -11.90% return.


MNA

1D
-0.08%
1M
-0.14%
YTD
1.79%
6M
1.97%
1Y
4.47%
3Y*
5.95%
5Y*
1.83%
10Y*
2.74%

BDCX

1D
-0.44%
1M
-5.50%
YTD
-11.90%
6M
-14.62%
1Y
-18.01%
3Y*
2.98%
5Y*
1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNA vs. BDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MNA
IQ Merger Arbitrage ETF
1.79%8.59%4.93%0.18%-1.61%-3.24%9.02%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-11.90%-10.42%15.32%35.33%-17.67%52.70%24.50%

Correlation

The correlation between MNA and BDCX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.28

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.31

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Return for Risk

MNA vs. BDCX — Risk / Return Rank

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

MNA
MNA Risk / Return Rank: 4141
Overall Rank
MNA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MNA Sortino Ratio Rank: 2828
Sortino Ratio Rank
MNA Omega Ratio Rank: 2828
Omega Ratio Rank
MNA Calmar Ratio Rank: 7171
Calmar Ratio Rank
MNA Martin Ratio Rank: 5252
Martin Ratio Rank

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 44
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCX Martin Ratio Rank: 55
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.

MNA vs. BDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Merger Arbitrage ETF (MNA) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). 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.


MNABDCXDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.17

0.91

+0.26

Calmar ratioReturn relative to maximum drawdown

3.22

-0.59

+3.81

Martin ratioReturn relative to average drawdown

7.99

-1.04

+9.03

MNA vs. BDCX - Sharpe Ratio Comparison

The current MNA Sharpe Ratio is 0.95, which is higher than the BDCX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of MNA and BDCX, 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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Sharpe Ratios by Period


MNABDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

-0.66

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.05

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.43

-0.07

Drawdowns

MNA vs. BDCX - Drawdown Comparison

The maximum MNA drawdown since its inception was -16.68%, smaller than the maximum BDCX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for MNA and BDCX.


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Drawdown Indicators


MNABDCXDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-34.96%

+18.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-30.46%

+29.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.01%

-33.39%

+30.38%

Max Drawdown (5Y)

Largest decline over 5 years

-10.45%

-34.96%

+24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.68%

Current Drawdown

Current decline from peak

-0.55%

-28.40%

+27.85%

Average Drawdown

Average peak-to-trough decline

-2.83%

-10.10%

+7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

17.35%

-16.79%

Volatility

MNA vs. BDCX - Volatility Comparison

The current volatility for IQ Merger Arbitrage ETF (MNA) is 1.66%, while ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a volatility of 8.65%. This indicates that MNA experiences smaller price fluctuations and is considered to be less risky than BDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNABDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

8.65%

-6.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

22.81%

-19.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

27.60%

-22.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

26.59%

-21.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

26.94%

-20.39%

MNA vs. BDCX - Expense Ratio Comparison

MNA has a 0.77% expense ratio, which is lower than BDCX's 0.95% expense ratio.


Dividends

MNA vs. BDCX - Dividend Comparison

MNA has not paid dividends to shareholders, while BDCX's dividend yield for the trailing twelve months is around 20.31%.


PositionTTM20252024202320222021202020192018201720162015
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.31%19.17%15.28%14.71%17.47%11.52%6.32%0.00%0.00%0.00%0.00%0.00%
MNA
IQ Merger Arbitrage ETF
0.00%0.00%0.00%1.20%0.00%0.00%2.30%0.00%0.00%0.00%0.21%0.87%

Frequently Asked Questions


MNA and BDCX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCX has higher volatility (8.65%) compared to MNA (1.66%). In terms of maximum drawdown, MNA dropped -16.68% vs BDCX's -34.96%.

On 5-year performance, MNA leads with 1.83% vs 1.22% for BDCX. On fees, MNA is cheaper at 0.77% per year. On volatility, MNA has been the lower-risk option at 1.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MNA has performed better with a 1.83% return vs 1.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MNA is cheaper with a 0.77% expense ratio, compared with 0.95% for BDCX.

BDCX has the higher dividend yield at 20.31%, compared with 0.00% for MNA.

MNA is categorized as Hedge Fund, while BDCX is Leveraged Equities. MNA tracks IQ Merger Arbitrage Index, while BDCX tracks MVIS US Business Development Companies (150%). They also come from different issuers: New York Life and UBS. Their fees differ too: 0.77% for MNA and 0.95% for BDCX.

MNA currently has the higher Sharpe Ratio (0.95 vs -0.66), 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 MNA and BDCX

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