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SCDL vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCDL vs. BDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) 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, SCDL achieves a 37.06% return, which is significantly higher than BDCX's -12.50% return.


SCDL

1D
0.51%
1M
5.01%
YTD
37.06%
6M
35.80%
1Y
50.97%
3Y*
22.79%
5Y*
9.40%
10Y*

BDCX

1D
-4.22%
1M
-11.22%
YTD
-12.50%
6M
-14.12%
1Y
-17.95%
3Y*
3.33%
5Y*
1.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCDL vs. BDCX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
37.06%2.05%14.99%0.18%-13.06%52.47%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-12.50%-10.42%15.32%35.33%-17.67%35.66%

Correlation

The correlation between SCDL and BDCX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.46

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

0.55

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

0.55

Over the past year, the correlation between SCDL and BDCX has dropped to 0.30 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

SCDL vs. BDCX — Risk / Return Rank

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

SCDL
SCDL Risk / Return Rank: 7373
Overall Rank
SCDL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCDL Omega Ratio Rank: 6464
Omega Ratio Rank
SCDL Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCDL Martin Ratio Rank: 6868
Martin Ratio Rank

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 33
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCX Martin Ratio Rank: 44
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.

SCDL vs. BDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) 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.


SCDLBDCXDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+4.25

Omega ratioGain probability vs. loss probability

1.39

0.91

+0.48

Calmar ratioReturn relative to maximum drawdown

5.03

-0.59

+5.62

Martin ratioReturn relative to average drawdown

12.65

-1.05

+13.70

SCDL vs. BDCX - Sharpe Ratio Comparison

The current SCDL Sharpe Ratio is 2.37, which is higher than the BDCX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of SCDL 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


SCDLBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

-0.66

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.05

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.43

+0.11

Drawdowns

SCDL vs. BDCX - Drawdown Comparison

The maximum SCDL drawdown since its inception was -34.87%, roughly equal to the maximum BDCX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for SCDL and BDCX.


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Drawdown Indicators


SCDLBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-34.96%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-30.46%

+20.27%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

-33.39%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-34.96%

+0.09%

Current Drawdown

Current decline from peak

-2.79%

-28.88%

+26.09%

Average Drawdown

Average peak-to-trough decline

-11.96%

-10.07%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

17.14%

-13.10%

Volatility

SCDL vs. BDCX - Volatility Comparison

The current volatility for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) is 5.20%, while ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) has a volatility of 7.50%. This indicates that SCDL 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


SCDLBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

7.50%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

22.42%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

27.19%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.02%

26.51%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

26.90%

+1.99%

SCDL vs. BDCX - Expense Ratio Comparison

Both SCDL and BDCX have an expense ratio of 0.95%.


Dividends

SCDL vs. BDCX - Dividend Comparison

SCDL has not paid dividends to shareholders, while BDCX's dividend yield for the trailing twelve months is around 20.45%.


PositionTTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.45%19.17%15.28%14.71%17.47%11.52%6.32%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCDL and BDCX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDCX has higher volatility (7.50%) compared to SCDL (5.20%). In terms of maximum drawdown, SCDL dropped -34.87% vs BDCX's -34.96%.

On 5-year performance, SCDL leads with 9.40% vs 1.39% for BDCX. Both ETFs have the same 0.95% expense ratio. On volatility, SCDL has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCDL has performed better with a 9.40% return vs 1.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCDL and BDCX have the same expense ratio: 0.95% per year.

BDCX has the higher dividend yield at 20.45%, compared with 0.00% for SCDL.

SCDL tracks Dow Jones U.S. Dividend 100 (200%), while BDCX tracks MVIS US Business Development Companies (150%).

SCDL currently has the higher Sharpe Ratio (2.37 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.

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