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QULL vs. MVRL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QULL vs. MVRL - 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 Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL). The values are adjusted to include any dividend payments, if applicable.

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QULL vs. MVRL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
-6.95%17.61%38.03%57.07%-42.00%51.36%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
-5.44%14.96%-3.45%12.30%-42.41%14.07%

Returns By Period

In the year-to-date period, QULL achieves a -6.95% return, which is significantly lower than MVRL's -5.44% return.


QULL

1D
1.22%
1M
-11.66%
YTD
-6.95%
6M
-4.90%
1Y
20.02%
3Y*
26.76%
5Y*
13.82%
10Y*

MVRL

1D
-0.40%
1M
-8.47%
YTD
-5.44%
6M
-1.55%
1Y
1.95%
3Y*
8.56%
5Y*
-7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QULL vs. MVRL - Expense Ratio Comparison

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


Return for Risk

QULL vs. MVRL — Risk / Return Rank

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

QULL
QULL Risk / Return Rank: 3333
Overall Rank
QULL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 3434
Sortino Ratio Rank
QULL Omega Ratio Rank: 3434
Omega Ratio Rank
QULL Calmar Ratio Rank: 3030
Calmar Ratio Rank
QULL Martin Ratio Rank: 3838
Martin Ratio Rank

MVRL
MVRL Risk / Return Rank: 1414
Overall Rank
MVRL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1414
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1515
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1313
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.

QULL vs. MVRL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL). 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.


QULLMVRLDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.06

+0.48

Sortino ratio

Return per unit of downside risk

1.05

0.31

+0.74

Omega ratio

Gain probability vs. loss probability

1.15

1.04

+0.10

Calmar ratio

Return relative to maximum drawdown

0.82

0.06

+0.75

Martin ratio

Return relative to average drawdown

3.82

0.19

+3.63

QULL vs. MVRL - Sharpe Ratio Comparison

The current QULL Sharpe Ratio is 0.54, which is higher than the MVRL Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of QULL and MVRL, 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


QULLMVRLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.06

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.20

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.12

+0.31

Correlation

The correlation between QULL and MVRL is 0.56, 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

QULL vs. MVRL - Dividend Comparison

QULL has not paid dividends to shareholders, while MVRL's dividend yield for the trailing twelve months is around 20.78%.


TTM202520242023202220212020
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
20.78%19.15%19.27%18.69%25.21%12.33%5.63%

Drawdowns

QULL vs. MVRL - Drawdown Comparison

The maximum QULL drawdown since its inception was -51.83%, smaller than the maximum MVRL drawdown of -60.25%. Use the drawdown chart below to compare losses from any high point for QULL and MVRL.


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Drawdown Indicators


QULLMVRLDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-60.25%

+8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-24.81%

-22.85%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

-60.25%

+8.42%

Current Drawdown

Current decline from peak

-12.36%

-40.07%

+27.71%

Average Drawdown

Average peak-to-trough decline

-14.46%

-31.68%

+17.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

7.99%

-2.67%

Volatility

QULL vs. MVRL - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) is 11.33%, while ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a volatility of 12.40%. This indicates that QULL experiences smaller price fluctuations and is considered to be less risky than MVRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QULLMVRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

12.40%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.75%

19.98%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

37.54%

35.61%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.65%

36.54%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.49%

37.93%

-2.44%