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REZ vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REZ vs. BDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Residential Real Estate ETF (REZ) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REZ achieves a 8.03% return, which is significantly higher than BDCX's -11.90% return.


REZ

1D
-1.64%
1M
-2.07%
YTD
8.03%
6M
6.75%
1Y
10.29%
3Y*
9.61%
5Y*
3.77%
10Y*
6.63%

BDCX

1D
-0.44%
1M
-5.50%
YTD
-11.90%
6M
-14.62%
1Y
-18.01%
3Y*
2.98%
5Y*
1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REZ vs. BDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REZ
iShares Residential Real Estate ETF
8.03%4.80%12.73%10.97%-28.31%47.86%8.55%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-11.90%-10.42%15.32%35.33%-17.67%52.70%24.50%

Correlation

The correlation between REZ and BDCX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.32

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.43

Over the past year, the correlation between REZ and BDCX has dropped to 0.21 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

REZ vs. BDCX — Risk / Return Rank

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

REZ
REZ Risk / Return Rank: 2424
Overall Rank
REZ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 2121
Sortino Ratio Rank
REZ Omega Ratio Rank: 2121
Omega Ratio Rank
REZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
REZ Martin Ratio Rank: 2828
Martin Ratio Rank

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 44
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCX Martin Ratio Rank: 55
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.

REZ vs. BDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Residential Real Estate ETF (REZ) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). 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.


REZBDCXDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.13

0.91

+0.22

Calmar ratioReturn relative to maximum drawdown

1.18

-0.59

+1.77

Martin ratioReturn relative to average drawdown

3.59

-1.04

+4.63

REZ vs. BDCX - Sharpe Ratio Comparison

The current REZ Sharpe Ratio is 0.71, which is higher than the BDCX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of REZ and BDCX, 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


REZBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

-0.66

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.05

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.43

-0.19

Drawdowns

REZ vs. BDCX - Drawdown Comparison

The maximum REZ drawdown since its inception was -66.87%, which is greater than BDCX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for REZ and BDCX.


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Drawdown Indicators


REZBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-34.96%

-31.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-30.46%

+21.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

-33.39%

+15.00%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-34.96%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

Current Drawdown

Current decline from peak

-3.16%

-28.40%

+25.24%

Average Drawdown

Average peak-to-trough decline

-12.68%

-10.10%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

17.35%

-14.48%

Volatility

REZ vs. BDCX - Volatility Comparison

The current volatility for iShares Residential Real Estate ETF (REZ) is 4.85%, while ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a volatility of 8.65%. This indicates that REZ experiences smaller price fluctuations and is considered to be less risky than BDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REZBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

8.65%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

22.81%

-11.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

27.60%

-13.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

26.59%

-7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

26.94%

-5.41%

REZ vs. BDCX - Expense Ratio Comparison

REZ has a 0.48% expense ratio, which is lower than BDCX's 0.95% expense ratio.


Dividends

REZ vs. BDCX - Dividend Comparison

REZ's dividend yield for the trailing twelve months is around 2.13%, less than BDCX's 20.31% yield.


PositionTTM20252024202320222021202020192018201720162015
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.31%19.17%15.28%14.71%17.47%11.52%6.32%0.00%0.00%0.00%0.00%0.00%
REZ
iShares Residential Real Estate ETF
2.13%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%

Frequently Asked Questions


REZ and BDCX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCX has higher volatility (8.65%) compared to REZ (4.85%). In terms of maximum drawdown, REZ dropped -66.87% vs BDCX's -34.96%.

On 5-year performance, REZ leads with 3.77% vs 1.22% for BDCX. On fees, REZ is cheaper at 0.48% per year. On volatility, REZ has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, REZ has performed better with a 3.77% return vs 1.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REZ is cheaper with a 0.48% expense ratio, compared with 0.95% for BDCX.

BDCX has the higher dividend yield at 20.31%, compared with 2.13% for REZ.

REZ is categorized as REIT, while BDCX is Leveraged Equities. REZ tracks FTSE NAREIT All Residential Capped Index, while BDCX tracks MVIS US Business Development Companies (150%). They also come from different issuers: iShares and UBS. Their fees differ too: 0.48% for REZ and 0.95% for BDCX.

REZ currently has the higher Sharpe Ratio (0.71 vs -0.66), 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.

Portfolio Optimizer

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