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PBDC vs. BDCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBDC vs. BDCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam BDC Income ETF (PBDC) and ETRACS MVIS Business Development Companies Index ETN (BDCZ). The values are adjusted to include any dividend payments, if applicable.

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PBDC vs. BDCZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
PBDC
Putnam BDC Income ETF
-9.87%-1.77%19.43%30.52%10.86%
BDCZ
ETRACS MVIS Business Development Companies Index ETN
-8.73%-3.72%12.22%25.31%10.55%

Returns By Period

In the year-to-date period, PBDC achieves a -9.87% return, which is significantly lower than BDCZ's -8.73% return.


PBDC

1D
2.38%
1M
2.99%
YTD
-9.87%
6M
-8.48%
1Y
-12.07%
3Y*
9.33%
5Y*
10Y*

BDCZ

1D
2.11%
1M
1.43%
YTD
-8.73%
6M
-7.68%
1Y
-13.06%
3Y*
5.89%
5Y*
4.84%
10Y*
6.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBDC vs. BDCZ - Expense Ratio Comparison

PBDC has a 6.79% expense ratio, which is higher than BDCZ's 0.85% expense ratio.


Return for Risk

PBDC vs. BDCZ — Risk / Return Rank

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

PBDC
PBDC Risk / Return Rank: 33
Overall Rank
PBDC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PBDC Sortino Ratio Rank: 33
Sortino Ratio Rank
PBDC Omega Ratio Rank: 33
Omega Ratio Rank
PBDC Calmar Ratio Rank: 33
Calmar Ratio Rank
PBDC Martin Ratio Rank: 33
Martin Ratio Rank

BDCZ
BDCZ Risk / Return Rank: 33
Overall Rank
BDCZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCZ Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCZ Omega Ratio Rank: 33
Omega Ratio Rank
BDCZ Calmar Ratio Rank: 22
Calmar Ratio Rank
BDCZ Martin Ratio Rank: 22
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.

PBDC vs. BDCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam BDC Income ETF (PBDC) 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.


PBDCBDCZDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-0.58

+0.02

Sortino ratio

Return per unit of downside risk

-0.66

-0.68

+0.02

Omega ratio

Gain probability vs. loss probability

0.92

0.91

0.00

Calmar ratio

Return relative to maximum drawdown

-0.61

-0.67

+0.06

Martin ratio

Return relative to average drawdown

-1.29

-1.38

+0.08

PBDC vs. BDCZ - Sharpe Ratio Comparison

The current PBDC Sharpe Ratio is -0.56, which is comparable to the BDCZ Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of PBDC and BDCZ, 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


PBDCBDCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.58

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.27

+0.51

Correlation

The correlation between PBDC and BDCZ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PBDC vs. BDCZ - Dividend Comparison

PBDC's dividend yield for the trailing twelve months is around 11.69%, less than BDCZ's 11.88% yield.


TTM2025202420232022202120202019201820172016
PBDC
Putnam BDC Income ETF
11.69%10.53%9.29%9.86%3.40%0.00%0.00%0.00%0.00%0.00%0.00%
BDCZ
ETRACS MVIS Business Development Companies Index ETN
11.88%10.65%9.26%9.13%9.39%7.49%10.01%8.40%9.66%8.74%7.98%

Drawdowns

PBDC vs. BDCZ - Drawdown Comparison

The maximum PBDC drawdown since its inception was -20.47%, smaller than the maximum BDCZ drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for PBDC and BDCZ.


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Drawdown Indicators


PBDCBDCZDifference

Max Drawdown

Largest peak-to-trough decline

-20.47%

-55.63%

+35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-20.15%

-19.95%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

Max Drawdown (10Y)

Largest decline over 10 years

-55.63%

Current Drawdown

Current decline from peak

-17.32%

-17.94%

+0.62%

Average Drawdown

Average peak-to-trough decline

-4.13%

-7.75%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.47%

9.71%

-0.24%

Volatility

PBDC vs. BDCZ - Volatility Comparison

Putnam BDC Income ETF (PBDC) and ETRACS MVIS Business Development Companies Index ETN (BDCZ) have volatilities of 6.16% and 5.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDCBDCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.99%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.25%

16.22%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

22.66%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

17.43%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

21.56%

-4.83%