QULL vs. DUHP

In the year-to-date period, QULL achieves a -10.15% return, which is significantly lower than DUHP's -2.19% return.

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QULL has a 0.95% expense ratio, which is higher than DUHP's 0.21% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and DFA Dimensional US High Profitability ETF (DUHP). 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.

The current QULL Sharpe Ratio is 0.12, which is lower than the DUHP Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of QULL and DUHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QULL has not paid dividends to shareholders, while DUHP's dividend yield for the trailing twelve months is around 1.17%.

The maximum QULL drawdown since its inception was -51.83%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for QULL and DUHP. For additional features, visit the drawdowns tool.

ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) has a higher volatility of 12.57% compared to DFA Dimensional US High Profitability ETF (DUHP) at 6.43%. This indicates that QULL's price experiences larger fluctuations and is considered to be riskier than DUHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.