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MTUL vs. CEFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTUL vs. CEFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTUL achieves a 60.22% return, which is significantly higher than CEFD's 6.26% return.


MTUL

1D
-0.74%
1M
27.97%
YTD
60.22%
6M
59.66%
1Y
75.85%
3Y*
59.49%
5Y*
19.95%
10Y*

CEFD

1D
-0.98%
1M
2.61%
YTD
6.26%
6M
6.56%
1Y
18.31%
3Y*
15.60%
5Y*
3.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTUL vs. CEFD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
60.22%27.42%58.70%10.66%-37.97%7.00%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
6.26%14.15%20.06%8.36%-28.93%18.47%

Correlation

The correlation between MTUL and CEFD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.66

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

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2021

0.68

The correlation between MTUL and CEFD has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.

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Return for Risk

MTUL vs. CEFD — Risk / Return Rank

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

MTUL
MTUL Risk / Return Rank: 5656
Overall Rank
MTUL Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 4747
Sortino Ratio Rank
MTUL Omega Ratio Rank: 5050
Omega Ratio Rank
MTUL Calmar Ratio Rank: 6464
Calmar Ratio Rank
MTUL Martin Ratio Rank: 6969
Martin Ratio Rank

CEFD
CEFD Risk / Return Rank: 3939
Overall Rank
CEFD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 3939
Sortino Ratio Rank
CEFD Omega Ratio Rank: 4545
Omega Ratio Rank
CEFD Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEFD Martin Ratio Rank: 4242
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.

MTUL vs. CEFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). 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.


MTULCEFDDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

3.20

1.47

+1.72

Martin ratioReturn relative to average drawdown

12.78

6.84

+5.94

MTUL vs. CEFD - Sharpe Ratio Comparison

The current MTUL Sharpe Ratio is 1.73, which is comparable to the CEFD Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of MTUL and CEFD, 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


MTULCEFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.43

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.18

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Drawdowns

MTUL vs. CEFD - Drawdown Comparison

The maximum MTUL drawdown since its inception was -56.83%, which is greater than CEFD's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for MTUL and CEFD.


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Drawdown Indicators


MTULCEFDDifference

Max Drawdown

Largest peak-to-trough decline

-56.83%

-36.95%

-19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-23.86%

-12.51%

-11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-39.15%

-21.76%

-17.39%

Max Drawdown (5Y)

Largest decline over 5 years

-56.83%

-36.95%

-19.88%

Current Drawdown

Current decline from peak

-0.74%

-1.14%

+0.40%

Average Drawdown

Average peak-to-trough decline

-22.68%

-11.72%

-10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

2.68%

+3.28%

Volatility

MTUL vs. CEFD - Volatility Comparison

ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) has a higher volatility of 20.29% compared to ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) at 4.05%. This indicates that MTUL's price experiences larger fluctuations and is considered to be riskier than CEFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTULCEFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.29%

4.05%

+16.24%

Volatility (6M)

Calculated over the trailing 6-month period

37.63%

11.27%

+26.36%

Volatility (1Y)

Calculated over the trailing 1-year period

43.98%

12.86%

+31.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.81%

17.93%

+24.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.65%

17.31%

+26.34%

MTUL vs. CEFD - Expense Ratio Comparison

Both MTUL and CEFD have an expense ratio of 0.95%.


Dividends

MTUL vs. CEFD - Dividend Comparison

MTUL has not paid dividends to shareholders, while CEFD's dividend yield for the trailing twelve months is around 14.58%.


PositionTTM202520242023202220212020
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
14.58%14.88%13.90%14.76%16.56%10.31%5.37%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MTUL and CEFD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUL has higher volatility (20.29%) compared to CEFD (4.05%). In terms of maximum drawdown, MTUL dropped -56.83% vs CEFD's -36.95%.

On 5-year performance, MTUL leads with 19.95% vs 3.13% for CEFD. Both ETFs have the same 0.95% expense ratio. On volatility, CEFD has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MTUL has performed better with a 19.95% return vs 3.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTUL and CEFD have the same expense ratio: 0.95% per year.

CEFD has the higher dividend yield at 14.58%, compared with 0.00% for MTUL.

MTUL tracks MSCI USA Momentum Index, while CEFD tracks S-Network Composite Closed-End Fund Index (150%).

MTUL currently has the higher Sharpe Ratio (1.73 vs 1.43), 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.

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