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SCDL vs. CDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCDL vs. CDL - 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 VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL). 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 CDL's 10.43% return.


SCDL

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

CDL

1D
-0.61%
1M
-0.38%
YTD
10.43%
6M
10.31%
1Y
18.04%
3Y*
14.68%
5Y*
8.68%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCDL vs. CDL - 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%
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
10.43%9.04%15.58%3.03%-0.45%27.73%

Correlation

The correlation between SCDL and CDL is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.90

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

0.91

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

0.91

The correlation between SCDL and CDL has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

SCDL vs. CDL — 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

CDL
CDL Risk / Return Rank: 5858
Overall Rank
CDL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CDL Sortino Ratio Rank: 5858
Sortino Ratio Rank
CDL Omega Ratio Rank: 5050
Omega Ratio Rank
CDL Calmar Ratio Rank: 6464
Calmar Ratio Rank
CDL Martin Ratio Rank: 6363
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. CDL - 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 VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL). 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.


SCDLCDLDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

5.03

3.20

+1.83

Martin ratioReturn relative to average drawdown

12.65

11.35

+1.29

SCDL vs. CDL - Sharpe Ratio Comparison

The current SCDL Sharpe Ratio is 2.37, which is comparable to the CDL Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SCDL and CDL, 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


SCDLCDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.86

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.63

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.65

-0.11

Drawdowns

SCDL vs. CDL - Drawdown Comparison

The maximum SCDL drawdown since its inception was -34.87%, smaller than the maximum CDL drawdown of -41.03%. Use the drawdown chart below to compare losses from any high point for SCDL and CDL.


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Drawdown Indicators


SCDLCDLDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-41.03%

+6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-5.66%

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

-12.87%

-19.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-17.28%

-17.59%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

Current Drawdown

Current decline from peak

-2.79%

-2.19%

-0.60%

Average Drawdown

Average peak-to-trough decline

-11.96%

-4.35%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

1.59%

+2.45%

Volatility

SCDL vs. CDL - Volatility Comparison

ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a higher volatility of 5.20% compared to VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) at 2.66%. This indicates that SCDL's price experiences larger fluctuations and is considered to be riskier than CDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCDLCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

2.66%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

6.86%

+7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

9.75%

+11.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.02%

13.85%

+15.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

17.04%

+11.85%

SCDL vs. CDL - Expense Ratio Comparison

SCDL has a 0.95% expense ratio, which is higher than CDL's 0.35% expense ratio.


Dividends

SCDL vs. CDL - Dividend Comparison

SCDL has not paid dividends to shareholders, while CDL's dividend yield for the trailing twelve months is around 3.17%.


PositionTTM20252024202320222021202020192018201720162015
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
3.17%3.33%3.27%3.61%3.31%2.60%3.32%3.04%3.32%2.87%2.97%1.28%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCDL and CDL have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCDL has higher volatility (5.20%) compared to CDL (2.66%). In terms of maximum drawdown, SCDL dropped -34.87% vs CDL's -41.03%.

On 5-year performance, SCDL leads with 9.40% vs 8.68% for CDL. On fees, CDL is cheaper at 0.35% per year. On volatility, CDL has been the lower-risk option at 2.66%. 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 8.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CDL is cheaper with a 0.35% expense ratio, compared with 0.95% for SCDL.

CDL has the higher dividend yield at 3.17%, compared with 0.00% for SCDL.

SCDL is categorized as Leveraged Equities, while CDL is Large Cap Value Equities. SCDL tracks Dow Jones U.S. Dividend 100 (200%), while CDL tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. They also come from different issuers: UBS and Crestview. Their fees differ too: 0.95% for SCDL and 0.35% for CDL.

SCDL currently has the higher Sharpe Ratio (2.37 vs 1.86), 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

Find the right allocation for SCDL and CDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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