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QULL vs. SMHB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QULL vs. SMHB - 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 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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Returns By Period

In the year-to-date period, QULL achieves a 14.81% return, which is significantly higher than SMHB's 5.72% return.


QULL

1D
-0.36%
1M
8.71%
YTD
14.81%
6M
14.51%
1Y
38.22%
3Y*
32.28%
5Y*
16.15%
10Y*

SMHB

1D
-1.45%
1M
-1.99%
YTD
5.72%
6M
0.84%
1Y
11.36%
3Y*
9.31%
5Y*
-6.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QULL vs. SMHB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
14.81%17.61%38.03%57.07%-42.00%51.36%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
5.72%-7.75%-15.85%35.96%-36.03%38.68%

Correlation

The correlation between QULL and SMHB is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.45

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

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2021

0.56

The correlation between QULL and SMHB shifts across timeframes, from 0.45 (3 years) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QULL vs. SMHB — Risk / Return Rank

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

QULL
QULL Risk / Return Rank: 4545
Overall Rank
QULL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 4444
Sortino Ratio Rank
QULL Omega Ratio Rank: 4242
Omega Ratio Rank
QULL Calmar Ratio Rank: 4242
Calmar Ratio Rank
QULL Martin Ratio Rank: 5454
Martin Ratio Rank

SMHB
SMHB Risk / Return Rank: 1414
Overall Rank
SMHB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SMHB Sortino Ratio Rank: 1414
Sortino Ratio Rank
SMHB Omega Ratio Rank: 1414
Omega Ratio Rank
SMHB Calmar Ratio Rank: 1414
Calmar Ratio Rank
SMHB Martin Ratio Rank: 1414
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. SMHB - 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 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.


QULLSMHBDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.27

1.08

+0.19

Calmar ratioReturn relative to maximum drawdown

2.08

0.45

+1.63

Martin ratioReturn relative to average drawdown

9.22

1.10

+8.13

QULL vs. SMHB - Sharpe Ratio Comparison

The current QULL Sharpe Ratio is 1.57, which is higher than the SMHB Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of QULL and SMHB, 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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Sharpe Ratios by Period


QULLSMHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.29

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.13

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

-0.10

+0.66

Drawdowns

QULL vs. SMHB - Drawdown Comparison

The maximum QULL drawdown since its inception was -51.83%, smaller than the maximum SMHB drawdown of -90.30%. Use the drawdown chart below to compare losses from any high point for QULL and SMHB.


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Drawdown Indicators


QULLSMHBDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-90.30%

+38.47%

Max Drawdown (1Y)

Largest decline over 1 year

-18.43%

-25.16%

+6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-36.82%

-45.05%

+8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

-58.85%

+7.02%

Current Drawdown

Current decline from peak

-0.38%

-41.81%

+41.43%

Average Drawdown

Average peak-to-trough decline

-14.06%

-37.21%

+23.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

10.38%

-6.23%

Volatility

QULL vs. SMHB - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) is 4.68%, while ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) has a volatility of 7.35%. This indicates that QULL 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


QULLSMHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

7.35%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.79%

25.74%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

24.46%

38.92%

-14.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.62%

48.93%

-13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.15%

66.33%

-31.18%

QULL vs. SMHB - Expense Ratio Comparison

QULL has a 0.95% expense ratio, which is higher than SMHB's 0.85% expense ratio.


Dividends

QULL vs. SMHB - Dividend Comparison

QULL has not paid dividends to shareholders, while SMHB's dividend yield for the trailing twelve months is around 21.00%.


PositionTTM20252024202320222021202020192018
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
21.00%22.22%21.95%15.27%24.18%12.22%16.86%19.97%0.91%

Frequently Asked Questions


QULL and SMHB have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMHB has higher volatility (7.35%) compared to QULL (4.68%). In terms of maximum drawdown, QULL dropped -51.83% vs SMHB's -90.30%.

On 5-year performance, QULL leads with 16.15% vs -6.36% for SMHB. On fees, SMHB is cheaper at 0.85% per year. On volatility, QULL has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QULL has performed better with a 16.15% return vs -6.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMHB is cheaper with a 0.85% expense ratio, compared with 0.95% for QULL.

SMHB has the higher dividend yield at 21.00%, compared with 0.00% for QULL.

QULL tracks MSCI USA Sector Neutral Quality Index, while SMHB tracks Solactive US Small Cap High Dividend Index (200%). Their fees differ too: 0.95% for QULL and 0.85% for SMHB.

QULL currently has the higher Sharpe Ratio (1.57 vs 0.29), 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.

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