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QULL vs. IWFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QULL and IWFL is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

QULL vs. IWFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.65%
18.16%
QULL
IWFL

Key characteristics

Sharpe Ratio

QULL:

1.53

IWFL:

1.65

Sortino Ratio

QULL:

2.09

IWFL:

2.16

Omega Ratio

QULL:

1.27

IWFL:

1.31

Calmar Ratio

QULL:

2.47

IWFL:

2.40

Martin Ratio

QULL:

9.23

IWFL:

9.09

Ulcer Index

QULL:

4.25%

IWFL:

7.15%

Daily Std Dev

QULL:

25.72%

IWFL:

39.32%

Max Drawdown

QULL:

-51.83%

IWFL:

-59.29%

Current Drawdown

QULL:

-8.60%

IWFL:

-6.12%

Returns By Period

In the year-to-date period, QULL achieves a 38.91% return, which is significantly lower than IWFL's 64.39% return.


QULL

YTD

38.91%

1M

-1.51%

6M

3.78%

1Y

38.27%

5Y*

N/A

10Y*

N/A

IWFL

YTD

64.39%

1M

7.44%

6M

16.70%

1Y

63.81%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QULL vs. IWFL - Expense Ratio Comparison

Both QULL and IWFL have an expense ratio of 0.95%.


QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
Expense ratio chart for QULL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for IWFL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

QULL vs. IWFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). 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.


Sharpe ratio
The chart of Sharpe ratio for QULL, currently valued at 1.53, compared to the broader market0.002.004.001.531.65
The chart of Sortino ratio for QULL, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.092.16
The chart of Omega ratio for QULL, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.31
The chart of Calmar ratio for QULL, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.472.40
The chart of Martin ratio for QULL, currently valued at 9.23, compared to the broader market0.0020.0040.0060.0080.00100.009.239.09
QULL
IWFL

The current QULL Sharpe Ratio is 1.53, which is comparable to the IWFL Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of QULL and IWFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.53
1.65
QULL
IWFL

Dividends

QULL vs. IWFL - Dividend Comparison

Neither QULL nor IWFL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QULL vs. IWFL - Drawdown Comparison

The maximum QULL drawdown since its inception was -51.83%, smaller than the maximum IWFL drawdown of -59.29%. Use the drawdown chart below to compare losses from any high point for QULL and IWFL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.60%
-6.12%
QULL
IWFL

Volatility

QULL vs. IWFL - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) is 6.33%, while ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) has a volatility of 8.90%. This indicates that QULL experiences smaller price fluctuations and is considered to be less risky than IWFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.33%
8.90%
QULL
IWFL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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