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MTUL vs. IVOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTUL vs. IVOO - 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 Vanguard S&P Mid-Cap 400 ETF (IVOO). 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 78.51% return, which is significantly higher than IVOO's 15.81% return.


MTUL

1D
2.87%
1M
23.84%
YTD
78.51%
6M
72.35%
1Y
102.76%
3Y*
62.93%
5Y*
23.01%
10Y*

IVOO

1D
0.43%
1M
3.74%
YTD
15.81%
6M
13.38%
1Y
27.53%
3Y*
16.47%
5Y*
8.86%
10Y*
11.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTUL vs. IVOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
78.51%27.42%58.70%10.66%-37.97%8.34%
IVOO
Vanguard S&P Mid-Cap 400 ETF
15.81%7.47%13.77%16.45%-13.17%17.15%

Correlation

The correlation between MTUL and IVOO is 0.60, 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

0.60

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

0.67

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

0.73

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

0.72

The correlation between MTUL and IVOO shifts across timeframes, from 0.60 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MTUL vs. IVOO — Risk / Return Rank

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

MTUL
MTUL Risk / Return Rank: 7272
Overall Rank
MTUL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 5959
Sortino Ratio Rank
MTUL Omega Ratio Rank: 6363
Omega Ratio Rank
MTUL Calmar Ratio Rank: 8383
Calmar Ratio Rank
MTUL Martin Ratio Rank: 8585
Martin Ratio Rank

IVOO
IVOO Risk / Return Rank: 5757
Overall Rank
IVOO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IVOO Sortino Ratio Rank: 5454
Sortino Ratio Rank
IVOO Omega Ratio Rank: 5050
Omega Ratio Rank
IVOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVOO Martin Ratio Rank: 6464
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. IVOO - 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 Vanguard S&P Mid-Cap 400 ETF (IVOO). 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.


MTULIVOODifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

4.33

3.14

+1.19

Martin ratioReturn relative to average drawdown

17.06

11.45

+5.61

MTUL vs. IVOO - Sharpe Ratio Comparison

The current MTUL Sharpe Ratio is 2.21, which is comparable to the IVOO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of MTUL and IVOO, 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

MTUL vs. IVOO - Drawdown Comparison

The maximum MTUL drawdown since its inception was -56.83%, which is greater than IVOO's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for MTUL and IVOO.


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Drawdown Indicators


MTULIVOODifference

Max Drawdown

Largest peak-to-trough decline

-56.83%

-42.33%

-14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-23.86%

-8.81%

-15.05%

Max Drawdown (3Y)

Largest decline over 3 years

-39.15%

-24.22%

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-56.83%

-24.22%

-32.61%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-22.49%

-5.25%

-17.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

2.41%

+3.64%

Volatility

MTUL vs. IVOO - Volatility Comparison

ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) has a higher volatility of 21.91% compared to Vanguard S&P Mid-Cap 400 ETF (IVOO) at 4.57%. This indicates that MTUL's price experiences larger fluctuations and is considered to be riskier than IVOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTULIVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.91%

4.57%

+17.34%

Volatility (6M)

Calculated over the trailing 6-month period

39.92%

11.72%

+28.20%

Volatility (1Y)

Calculated over the trailing 1-year period

46.91%

15.88%

+31.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.39%

19.74%

+23.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.02%

21.22%

+22.80%

MTUL vs. IVOO - Expense Ratio Comparison

MTUL has a 0.95% expense ratio, which is higher than IVOO's 0.07% expense ratio.


Dividends

MTUL vs. IVOO - Dividend Comparison

MTUL has not paid dividends to shareholders, while IVOO's dividend yield for the trailing twelve months is around 1.17%.


PositionTTM20252024202320222021202020192018201720162015
IVOO
Vanguard S&P Mid-Cap 400 ETF
1.17%1.35%1.30%1.25%1.58%1.14%1.23%1.49%1.56%1.22%1.37%1.45%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MTUL and IVOO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUL has higher volatility (21.91%) compared to IVOO (4.57%). In terms of maximum drawdown, MTUL dropped -56.83% vs IVOO's -42.33%.

On 5-year performance, MTUL leads with 23.01% vs 8.86% for IVOO. On fees, IVOO is cheaper at 0.07% per year. On volatility, IVOO has been the lower-risk option at 4.57%. 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 23.01% return vs 8.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVOO is cheaper with a 0.07% expense ratio, compared with 0.95% for MTUL.

IVOO has the higher dividend yield at 1.17%, compared with 0.00% for MTUL.

MTUL is categorized as Momentum, while IVOO is Mid Cap Blend Equities. MTUL tracks MSCI USA Momentum Index, while IVOO tracks S&P MidCap 400 Index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.95% for MTUL and 0.07% for IVOO.

MTUL currently has the higher Sharpe Ratio (2.21 vs 1.75), 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

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