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PCEF vs. CEFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCEF vs. CEFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CEF Income Composite ETF (PCEF) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCEF achieves a 4.88% return, which is significantly lower than CEFD's 6.26% return.


PCEF

1D
-0.74%
1M
2.15%
YTD
4.88%
6M
5.42%
1Y
14.12%
3Y*
13.61%
5Y*
4.82%
10Y*
7.33%

CEFD

1D
-0.98%
1M
2.61%
YTD
6.26%
6M
6.56%
1Y
18.31%
3Y*
15.60%
5Y*
3.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCEF vs. CEFD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PCEF
Invesco CEF Income Composite ETF
4.88%12.59%16.70%9.39%-18.66%15.38%15.44%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
6.26%14.15%20.06%8.36%-28.93%22.09%21.81%

Correlation

The correlation between PCEF and CEFD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.85

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

0.90

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

0.89

The correlation between PCEF and CEFD has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

PCEF vs. CEFD — Risk / Return Rank

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

PCEF
PCEF Risk / Return Rank: 4545
Overall Rank
PCEF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PCEF Sortino Ratio Rank: 4747
Sortino Ratio Rank
PCEF Omega Ratio Rank: 4949
Omega Ratio Rank
PCEF Calmar Ratio Rank: 3434
Calmar Ratio Rank
PCEF Martin Ratio Rank: 4848
Martin Ratio Rank

CEFD
CEFD Risk / Return Rank: 3939
Overall Rank
CEFD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 3939
Sortino Ratio Rank
CEFD Omega Ratio Rank: 4545
Omega Ratio Rank
CEFD Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEFD Martin Ratio Rank: 4242
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.

PCEF vs. CEFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CEF Income Composite ETF (PCEF) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). 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.


PCEFCEFDDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

1.71

1.47

+0.24

Martin ratioReturn relative to average drawdown

8.00

6.84

+1.16

PCEF vs. CEFD - Sharpe Ratio Comparison

The current PCEF Sharpe Ratio is 1.65, which is comparable to the CEFD Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PCEF and CEFD, 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


PCEFCEFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.43

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.18

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.52

+0.06

Drawdowns

PCEF vs. CEFD - Drawdown Comparison

The maximum PCEF drawdown since its inception was -38.64%, roughly equal to the maximum CEFD drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for PCEF and CEFD.


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Drawdown Indicators


PCEFCEFDDifference

Max Drawdown

Largest peak-to-trough decline

-38.64%

-36.95%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-12.51%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-21.76%

+7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-36.95%

+12.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.64%

Current Drawdown

Current decline from peak

-0.74%

-1.14%

+0.40%

Average Drawdown

Average peak-to-trough decline

-4.47%

-11.72%

+7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.68%

-0.91%

Volatility

PCEF vs. CEFD - Volatility Comparison

The current volatility for Invesco CEF Income Composite ETF (PCEF) is 2.50%, while ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) has a volatility of 4.05%. This indicates that PCEF experiences smaller price fluctuations and is considered to be less risky than CEFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCEFCEFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

4.05%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

11.27%

-3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.61%

12.86%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

17.93%

-6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.29%

17.31%

-4.02%

PCEF vs. CEFD - Expense Ratio Comparison

PCEF has a 2.71% expense ratio, which is higher than CEFD's 0.95% expense ratio.


Dividends

PCEF vs. CEFD - Dividend Comparison

PCEF's dividend yield for the trailing twelve months is around 7.73%, less than CEFD's 14.58% yield.


PositionTTM20252024202320222021202020192018201720162015
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
14.58%14.88%13.90%14.76%16.56%10.31%5.37%0.00%0.00%0.00%0.00%0.00%
PCEF
Invesco CEF Income Composite ETF
7.73%7.96%8.79%9.86%8.93%6.67%7.54%7.12%8.21%6.96%7.72%9.18%

Frequently Asked Questions


PCEF and CEFD have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEFD has higher volatility (4.05%) compared to PCEF (2.50%). In terms of maximum drawdown, PCEF dropped -38.64% vs CEFD's -36.95%.

On 5-year performance, PCEF leads with 4.82% vs 3.13% for CEFD. On fees, CEFD is cheaper at 0.95% per year. On volatility, PCEF has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PCEF has performed better with a 4.82% return vs 3.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CEFD is cheaper with a 0.95% expense ratio, compared with 2.71% for PCEF.

CEFD has the higher dividend yield at 14.58%, compared with 7.73% for PCEF.

PCEF tracks S-Network Composite Closed-End Fund Index, while CEFD tracks S-Network Composite Closed-End Fund Index (150%). They also come from different issuers: Invesco and UBS. Their fees differ too: 2.71% for PCEF and 0.95% for CEFD.

PCEF currently has the higher Sharpe Ratio (1.65 vs 1.43), 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

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