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PDDL vs. IFED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDDL vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long PDD Daily ETF (PDDL) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PDDL achieves a -49.84% return, which is significantly lower than IFED's -3.93% return.


PDDL

1D
-2.29%
1M
-33.70%
YTD
-49.84%
6M
-54.02%
1Y
3Y*
5Y*
10Y*

IFED

1D
-0.97%
1M
4.09%
YTD
-3.93%
6M
-4.23%
1Y
1.73%
3Y*
16.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDDL vs. IFED - Yearly Performance Comparison


Correlation

The correlation between PDDL and IFED is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.33

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Return for Risk

PDDL vs. IFED — Risk / Return Rank

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

PDDL

IFED
IFED Risk / Return Rank: 1111
Overall Rank
IFED Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1010
Sortino Ratio Rank
IFED Omega Ratio Rank: 1010
Omega Ratio Rank
IFED Calmar Ratio Rank: 1111
Calmar Ratio Rank
IFED Martin Ratio Rank: 1010
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.

PDDL vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long PDD Daily ETF (PDDL) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PDDL vs. IFED - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PDDLIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

0.64

-1.39

Drawdowns

PDDL vs. IFED - Drawdown Comparison

The maximum PDDL drawdown since its inception was -68.62%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for PDDL and IFED.


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Drawdown Indicators


PDDLIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-68.62%

-22.36%

-46.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

Max Drawdown (3Y)

Largest decline over 3 years

-22.36%

Current Drawdown

Current decline from peak

-67.18%

-5.89%

-61.29%

Average Drawdown

Average peak-to-trough decline

-29.89%

-5.84%

-24.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

Volatility

PDDL vs. IFED - Volatility Comparison


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Volatility by Period


PDDLIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

66.58%

16.21%

+50.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.58%

19.87%

+46.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.58%

19.87%

+46.71%

PDDL vs. IFED - Expense Ratio Comparison

PDDL has a 1.50% expense ratio, which is higher than IFED's 0.45% expense ratio.


Dividends

PDDL vs. IFED - Dividend Comparison

PDDL's dividend yield for the trailing twelve months is around 0.67%, while IFED has not paid dividends to shareholders.


Frequently Asked Questions


PDDL and IFED have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IFED is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IFED is cheaper with a 0.45% expense ratio, compared with 1.50% for PDDL.

PDDL has the higher dividend yield at 0.67%, compared with 0.00% for IFED.

They also come from different issuers: GraniteShares and UBS. Their fees differ too: 1.50% for PDDL and 0.45% for IFED.

Portfolio Optimizer

Find the right allocation for PDDL and IFED

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