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MVRL vs. BDCZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVRL vs. BDCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and ETRACS MVIS Business Development Companies Index ETN (BDCZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVRL achieves a -5.20% return, which is significantly higher than BDCZ's -7.98% return.


MVRL

1D
-2.09%
1M
-7.86%
YTD
-5.20%
6M
-5.45%
1Y
11.96%
3Y*
7.15%
5Y*
-8.72%
10Y*

BDCZ

1D
-2.73%
1M
-7.44%
YTD
-7.98%
6M
-8.99%
1Y
-10.32%
3Y*
4.75%
5Y*
3.38%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVRL vs. BDCZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
-5.20%14.96%-3.45%12.30%-42.41%21.71%57.90%
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-7.98%-3.72%12.22%25.31%-9.12%33.97%17.36%

Correlation

The correlation between MVRL and BDCZ is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.52

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

0.62

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

0.63

Over the past year, the correlation between MVRL and BDCZ has dropped to 0.38 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

MVRL vs. BDCZ — Risk / Return Rank

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

MVRL
MVRL Risk / Return Rank: 1616
Overall Rank
MVRL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1616
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1616
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1616
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1616
Martin Ratio Rank

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

MVRL vs. BDCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and ETRACS MVIS Business Development Companies Index ETN (BDCZ). 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.


MVRLBDCZDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.10

0.93

+0.17

Calmar ratioReturn relative to maximum drawdown

0.57

-0.52

+1.09

Martin ratioReturn relative to average drawdown

1.60

-0.95

+2.54

MVRL vs. BDCZ - Sharpe Ratio Comparison

The current MVRL Sharpe Ratio is 0.44, which is higher than the BDCZ Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of MVRL and BDCZ, 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


MVRLBDCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

-0.51

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.19

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.27

-0.15

Drawdowns

MVRL vs. BDCZ - Drawdown Comparison

The maximum MVRL drawdown since its inception was -60.25%, which is greater than BDCZ's maximum drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MVRL and BDCZ.


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Drawdown Indicators


MVRLBDCZDifference

Max Drawdown

Largest peak-to-trough decline

-60.25%

-55.63%

-4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-19.95%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-20.77%

-11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-60.25%

-23.12%

-37.13%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-39.93%

-17.27%

-22.66%

Average Drawdown

Average peak-to-trough decline

-31.81%

-7.86%

-23.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

10.94%

-3.43%

Volatility

MVRL vs. BDCZ - Volatility Comparison

The current volatility for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) is 5.87%, while ETRACS MVIS Business Development Companies Index ETN (BDCZ) has a volatility of 8.37%. This indicates that MVRL experiences smaller price fluctuations and is considered to be less risky than BDCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVRLBDCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

8.37%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

17.17%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

27.30%

20.42%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.55%

17.80%

+18.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.63%

21.73%

+15.90%

MVRL vs. BDCZ - Expense Ratio Comparison

MVRL has a 0.95% expense ratio, which is higher than BDCZ's 0.85% expense ratio.


Dividends

MVRL vs. BDCZ - Dividend Comparison

MVRL's dividend yield for the trailing twelve months is around 21.21%, more than BDCZ's 11.28% yield.


PositionTTM2025202420232022202120202019201820172016
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.28%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
21.21%19.15%19.27%18.69%25.21%12.33%5.63%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MVRL and BDCZ have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCZ has higher volatility (8.37%) compared to MVRL (5.87%). In terms of maximum drawdown, MVRL dropped -60.25% vs BDCZ's -55.63%.

On 5-year performance, BDCZ leads with 3.38% vs -8.72% for MVRL. On fees, BDCZ is cheaper at 0.85% per year. On volatility, MVRL has been the lower-risk option at 5.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BDCZ has performed better with a 3.38% return vs -8.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BDCZ is cheaper with a 0.85% expense ratio, compared with 0.95% for MVRL.

MVRL has the higher dividend yield at 21.21%, compared with 11.28% for BDCZ.

MVRL is categorized as REIT, while BDCZ is Financials Equities. MVRL tracks MVIS US Mortgage REITs Index (150%), while BDCZ tracks BDCZ-US - MVIS US Business Development Companies Index. Their fees differ too: 0.95% for MVRL and 0.85% for BDCZ.

MVRL currently has the higher Sharpe Ratio (0.44 vs -0.51), 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 MVRL and BDCZ

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