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PFFL vs. MLPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFL vs. MLPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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 -1.90% return, which is significantly lower than MLPB's 17.00% return.


PFFL

1D
-0.19%
1M
-1.40%
YTD
-1.90%
6M
-2.44%
1Y
4.83%
3Y*
4.18%
5Y*
-6.57%
10Y*

MLPB

1D
2.04%
1M
-6.13%
YTD
17.00%
6M
16.53%
1Y
18.65%
3Y*
21.94%
5Y*
18.51%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFL vs. MLPB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
-1.90%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-10.77%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
17.00%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-15.68%

Correlation

The correlation between PFFL and MLPB is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.21

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2018

0.29

Over the past year, the correlation between PFFL and MLPB has dropped to 0.04 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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Return for Risk

PFFL vs. MLPB — Risk / Return Rank

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

PFFL
PFFL Risk / Return Rank: 1313
Overall Rank
PFFL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1212
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1212
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1414
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1313
Martin Ratio Rank

MLPB
MLPB Risk / Return Rank: 3939
Overall Rank
MLPB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLPB Omega Ratio Rank: 3737
Omega Ratio Rank
MLPB Calmar Ratio Rank: 4141
Calmar Ratio Rank
MLPB Martin Ratio Rank: 3737
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. MLPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFFLMLPBDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratioReturn relative to maximum drawdown

0.41

1.93

-1.53

Martin ratioReturn relative to average drawdown

0.94

5.43

-4.49

PFFL vs. MLPB - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is 0.28, which is lower than the MLPB Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PFFL and MLPB, 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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Drawdowns

PFFL vs. MLPB - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than MLPB's maximum drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for PFFL and MLPB.


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Drawdown Indicators


PFFLMLPBDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-71.93%

-8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-9.68%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-16.49%

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

-20.41%

-28.10%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

Current Drawdown

Current decline from peak

-39.57%

-6.86%

-32.71%

Average Drawdown

Average peak-to-trough decline

-28.59%

-14.78%

-13.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

3.44%

+1.70%

Volatility

PFFL vs. MLPB - Volatility Comparison

The current volatility for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) is 4.10%, while ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) has a volatility of 5.33%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than MLPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFLMLPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

5.33%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

10.30%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

13.70%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

19.90%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.16%

27.16%

+28.00%

PFFL vs. MLPB - Expense Ratio Comparison

Both PFFL and MLPB have an expense ratio of 0.85%.


Dividends

PFFL vs. MLPB - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.14%, more than MLPB's 5.99% yield.


PositionTTM2025202420232022202120202019201820172016
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.99%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
13.14%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%0.00%0.00%

Frequently Asked Questions


PFFL and MLPB have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPB has higher volatility (5.33%) compared to PFFL (4.10%). In terms of maximum drawdown, PFFL dropped -80.68% vs MLPB's -71.93%.

On 5-year performance, MLPB leads with 18.51% vs -6.57% for PFFL. Both ETFs have the same 0.85% expense ratio. On volatility, PFFL has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPB has performed better with a 18.51% return vs -6.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFL and MLPB have the same expense ratio: 0.85% per year.

PFFL has the higher dividend yield at 13.14%, compared with 5.99% for MLPB.

PFFL is categorized as Preferred Stock/Convertible Bonds, while MLPB is MLPs. PFFL tracks Solactive Preferred Stock ETF Index, while MLPB tracks Alerian MLP Infrastructure Index.

MLPB currently has the higher Sharpe Ratio (1.37 vs 0.28), 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

Find the right allocation for PFFL and MLPB

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