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PFFL vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFL vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFL achieves a 0.10% return, which is significantly lower than CSHP's 1.63% return.


PFFL

1D
-0.99%
1M
-1.06%
YTD
0.10%
6M
0.21%
1Y
8.48%
3Y*
3.14%
5Y*
-5.89%
10Y*

CSHP

1D
0.02%
1M
0.27%
YTD
1.63%
6M
1.93%
1Y
3.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFL vs. CSHP - Yearly Performance Comparison


Correlation

The correlation between PFFL and CSHP is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

-0.06

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Return for Risk

PFFL vs. CSHP — Risk / Return Rank

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

PFFL
PFFL Risk / Return Rank: 1717
Overall Rank
PFFL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1616
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1717
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1818
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1717
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 100100
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 100100
Sortino Ratio Rank
CSHP Omega Ratio Rank: 100100
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

PFFL vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


PFFLCSHPDifference
Sharpe ratioReturn per unit of total volatility

-11.40

Sortino ratioReturn per unit of downside risk

-30.45

Omega ratioGain probability vs. loss probability

1.11

7.44

-6.33

Calmar ratioReturn relative to maximum drawdown

0.71

65.71

-64.99

Martin ratioReturn relative to average drawdown

1.76

432.16

-430.41

PFFL vs. CSHP - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is 0.50, which is lower than the CSHP Sharpe Ratio of 11.91. The chart below compares the historical Sharpe Ratios of PFFL and CSHP, 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


PFFLCSHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

11.91

-11.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

10.75

-10.82

Drawdowns

PFFL vs. CSHP - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for PFFL and CSHP.


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Drawdown Indicators


PFFLCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-0.08%

-80.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-0.06%

-11.86%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

Current Drawdown

Current decline from peak

-38.34%

0.00%

-38.34%

Average Drawdown

Average peak-to-trough decline

-28.54%

-0.00%

-28.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

0.01%

+4.83%

Volatility

PFFL vs. CSHP - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) has a higher volatility of 3.83% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.07%. This indicates that PFFL's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFLCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

0.07%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

0.24%

+10.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

0.33%

+16.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

0.40%

+23.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.35%

0.40%

+54.95%

PFFL vs. CSHP - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

PFFL vs. CSHP - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 12.44%, more than CSHP's 3.92% yield.


PositionTTM20252024202320222021202020192018
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.92%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
12.44%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%

Frequently Asked Questions


PFFL and CSHP have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFL has higher volatility (3.83%) compared to CSHP (0.07%). In terms of maximum drawdown, PFFL dropped -80.68% vs CSHP's -0.08%.

On 1-year performance, PFFL leads with 8.48% vs 3.96% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PFFL has performed better with a 8.48% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.85% for PFFL.

PFFL has the higher dividend yield at 12.44%, compared with 3.92% for CSHP.

PFFL is categorized as Preferred Stock/Convertible Bonds, while CSHP is Ultrashort Bond. They also come from different issuers: UBS and iShares. Their fees differ too: 0.85% for PFFL and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.91 vs 0.50), 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.

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