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.
Performance
MVRL vs. VDC - Performance Comparison
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MVRL vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVRL ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | -5.06% | 14.96% | -3.45% | 12.30% | -42.41% | 21.71% | 57.90% |
VDC Vanguard Consumer Staples ETF | 6.90% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 16.53% |
Returns By Period
In the year-to-date period, MVRL achieves a -5.06% return, which is significantly lower than VDC's 6.90% return.
MVRL
- 1D
- 4.29%
- 1M
- -7.14%
- YTD
- -5.06%
- 6M
- 0.60%
- 1Y
- 1.89%
- 3Y*
- 8.71%
- 5Y*
- -7.27%
- 10Y*
- —
VDC
- 1D
- 0.23%
- 1M
- -7.52%
- YTD
- 6.90%
- 6M
- 6.26%
- 1Y
- 4.94%
- 3Y*
- 7.68%
- 5Y*
- 7.34%
- 10Y*
- 7.72%
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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.
Return for Risk
MVRL vs. VDC — Risk / Return Rank
MVRL
VDC
MVRL vs. VDC - 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 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.
| MVRL | VDC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.36 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.31 | 0.62 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.08 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.01 | 0.71 | -0.70 |
Martin ratioReturn relative to average drawdown | 0.02 | 1.76 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVRL | VDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.36 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.57 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.67 | -0.55 |
Correlation
The correlation between MVRL and VDC is 0.44, 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
MVRL vs. VDC - Dividend Comparison
MVRL's dividend yield for the trailing twelve months is around 20.70%, more than VDC's 2.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVRL ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | 20.70% | 19.15% | 19.27% | 18.69% | 25.21% | 12.33% | 5.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.15% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Drawdowns
MVRL vs. VDC - Drawdown Comparison
The maximum MVRL drawdown since its inception was -60.25%, 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.
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Drawdown Indicators
| MVRL | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.25% | -34.24% | -26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -9.28% | -13.85% |
Max Drawdown (5Y)Largest decline over 5 years | -60.25% | -16.55% | -43.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.31% | — |
Current DrawdownCurrent decline from peak | -39.84% | -7.52% | -32.32% |
Average DrawdownAverage peak-to-trough decline | -31.67% | -3.71% | -27.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.04% | 3.73% | +4.31% |
Volatility
MVRL vs. VDC - Volatility Comparison
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a higher volatility of 12.49% compared to Vanguard Consumer Staples ETF (VDC) at 3.89%. 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.
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Volatility by Period
| MVRL | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.49% | 3.89% | +8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 19.97% | 8.98% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.65% | 13.75% | +21.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 12.98% | +23.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.94% | 14.59% | +23.35% |