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MTUL vs. USML
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTUL vs. USML - 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 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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MTUL vs. USML - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
-10.58%27.42%58.70%10.66%-37.97%7.00%
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, MTUL achieves a -10.58% return, which is significantly lower than USML's -4.08% return.


MTUL

1D
9.39%
1M
-11.99%
YTD
-10.58%
6M
-14.38%
1Y
20.15%
3Y*
30.55%
5Y*
8.61%
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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MTUL vs. USML - Expense Ratio Comparison

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


Return for Risk

MTUL vs. USML — Risk / Return Rank

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

MTUL
MTUL Risk / Return Rank: 3232
Overall Rank
MTUL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 3232
Sortino Ratio Rank
MTUL Omega Ratio Rank: 3232
Omega Ratio Rank
MTUL Calmar Ratio Rank: 3333
Calmar Ratio Rank
MTUL Martin Ratio Rank: 3636
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.

MTUL vs. USML - 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 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.


MTULUSMLDifference

Sharpe ratio

Return per unit of total volatility

0.43

-0.21

+0.64

Sortino ratio

Return per unit of downside risk

0.90

-0.13

+1.03

Omega ratio

Gain probability vs. loss probability

1.13

0.98

+0.15

Calmar ratio

Return relative to maximum drawdown

0.82

-0.20

+1.01

Martin ratio

Return relative to average drawdown

3.29

-0.80

+4.08

MTUL vs. USML - Sharpe Ratio Comparison

The current MTUL Sharpe Ratio is 0.43, which is higher than the USML Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of MTUL 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


MTULUSMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

-0.21

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.34

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.38

-0.25

Correlation

The correlation between MTUL and USML is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MTUL vs. USML - Dividend Comparison

Neither MTUL nor USML has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MTUL vs. USML - Drawdown Comparison

The maximum MTUL drawdown since its inception was -56.83%, which is greater than USML's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for MTUL and USML.


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Drawdown Indicators


MTULUSMLDifference

Max Drawdown

Largest peak-to-trough decline

-56.83%

-35.34%

-21.49%

Max Drawdown (1Y)

Largest decline over 1 year

-26.88%

-17.38%

-9.50%

Max Drawdown (5Y)

Largest decline over 5 years

-56.83%

-35.34%

-21.49%

Current Drawdown

Current decline from peak

-16.72%

-10.28%

-6.44%

Average Drawdown

Average peak-to-trough decline

-23.35%

-10.54%

-12.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

4.25%

+2.44%

Volatility

MTUL vs. USML - Volatility Comparison

ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) has a higher volatility of 19.54% compared to ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) at 5.94%. This indicates that MTUL's price experiences larger fluctuations and is considered to be riskier 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


MTULUSMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.54%

5.94%

+13.60%

Volatility (6M)

Calculated over the trailing 6-month period

34.36%

12.05%

+22.31%

Volatility (1Y)

Calculated over the trailing 1-year period

46.60%

24.47%

+22.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.98%

24.55%

+17.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.96%

24.54%

+18.42%