MVRL vs. VDC
Compare and contrast key facts about ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and Vanguard Consumer Staples ETF (VDC).
MVRL and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVRL is a passively managed fund by UBS that tracks the performance of the MVIS US Mortgage REITs Index (150%). It was launched on Jun 2, 2020. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both MVRL and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVRL or VDC.
Key characteristics
| MVRL | VDC | |
|---|---|---|
| YTD Return | -2.07% | 14.87% |
| 1Y Return | 19.78% | 21.08% |
| 3Y Return (Ann) | -16.71% | 6.98% |
| Sharpe Ratio | 0.63 | 2.17 |
| Sortino Ratio | 1.02 | 3.11 |
| Omega Ratio | 1.13 | 1.38 |
| Calmar Ratio | 0.37 | 2.43 |
| Martin Ratio | 2.33 | 14.33 |
| Ulcer Index | 8.45% | 1.50% |
| Daily Std Dev | 31.19% | 9.91% |
| Max Drawdown | -60.01% | -34.24% |
| Current Drawdown | -43.75% | -2.05% |
Correlation
The correlation between MVRL and VDC is 0.47, 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.
Performance
MVRL vs. VDC - Performance Comparison
In the year-to-date period, MVRL achieves a -2.07% return, which is significantly lower than VDC's 14.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MVRL vs. VDC - Expense Ratio Comparison
MVRL has a 0.95% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
MVRL vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
MVRL vs. VDC - Dividend Comparison
MVRL's dividend yield for the trailing twelve months is around 17.43%, more than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVRL ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | 17.43% | 18.70% | 25.22% | 12.97% | 5.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
MVRL vs. VDC - Drawdown Comparison
The maximum MVRL drawdown since its inception was -60.01%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for MVRL and VDC. For additional features, visit the drawdowns tool.
Volatility
MVRL vs. VDC - Volatility Comparison
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a higher volatility of 7.90% compared to Vanguard Consumer Staples ETF (VDC) at 2.77%. This indicates that MVRL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.