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PFFL vs. SMHB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFFL vs. SMHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB). The values are adjusted to include any dividend payments, if applicable.

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PFFL vs. SMHB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
-4.36%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-7.22%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
-2.38%-7.75%-15.85%35.96%-36.03%68.86%-43.21%13.05%-24.78%

Returns By Period

In the year-to-date period, PFFL achieves a -4.36% return, which is significantly lower than SMHB's -2.38% return.


PFFL

1D
0.68%
1M
-7.39%
YTD
-4.36%
6M
-7.76%
1Y
0.89%
3Y*
2.13%
5Y*
-6.10%
10Y*

SMHB

1D
2.54%
1M
-7.17%
YTD
-2.38%
6M
-10.57%
1Y
-6.07%
3Y*
4.53%
5Y*
-5.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFFL vs. SMHB - Expense Ratio Comparison

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


Return for Risk

PFFL vs. SMHB — 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: 1313
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1313
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1212
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1212
Martin Ratio Rank

SMHB
SMHB Risk / Return Rank: 1010
Overall Rank
SMHB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SMHB Sortino Ratio Rank: 1313
Sortino Ratio Rank
SMHB Omega Ratio Rank: 1212
Omega Ratio Rank
SMHB Calmar Ratio Rank: 88
Calmar Ratio Rank
SMHB Martin Ratio Rank: 77
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. SMHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB). 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.


PFFLSMHBDifference

Sharpe ratio

Return per unit of total volatility

0.05

-0.12

+0.17

Sortino ratio

Return per unit of downside risk

0.20

0.18

+0.02

Omega ratio

Gain probability vs. loss probability

1.03

1.02

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.01

-0.23

+0.22

Martin ratio

Return relative to average drawdown

-0.02

-0.61

+0.59

PFFL vs. SMHB - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is 0.05, which is higher than the SMHB Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PFFL and SMHB, 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


PFFLSMHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

-0.12

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.11

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.12

+0.04

Correlation

The correlation between PFFL and SMHB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PFFL vs. SMHB - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.68%, less than SMHB's 22.87% yield.


TTM20252024202320222021202020192018
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.68%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
22.87%22.22%21.95%15.27%24.18%12.22%16.86%19.97%0.91%

Drawdowns

PFFL vs. SMHB - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, smaller than the maximum SMHB drawdown of -90.30%. Use the drawdown chart below to compare losses from any high point for PFFL and SMHB.


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Drawdown Indicators


PFFLSMHBDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-90.30%

+9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-29.54%

+17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

-58.85%

+10.34%

Current Drawdown

Current decline from peak

-41.08%

-46.27%

+5.19%

Average Drawdown

Average peak-to-trough decline

-28.32%

-37.10%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

11.19%

-6.45%

Volatility

PFFL vs. SMHB - Volatility Comparison

The current volatility for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) is 6.74%, while ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) has a volatility of 14.24%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than SMHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFLSMHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

14.24%

-7.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

29.84%

-17.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

50.14%

-30.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

49.02%

-25.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.95%

66.99%

-11.04%