SCDL vs. VYM
SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - SCDL is a Leveraged Equities fund tracking the Dow Jones U.S. Dividend 100 (200%), while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 5 years, SCDL returned 9.40%/yr vs 11.48%/yr for VYM. Their correlation of 0.92 suggests significant overlap in exposure. SCDL charges 0.95%/yr vs 0.04%/yr for VYM.
Performance
SCDL vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, SCDL achieves a 37.06% return, which is significantly higher than VYM's 12.47% return.
SCDL
- 1D
- 0.51%
- 1M
- 5.01%
- YTD
- 37.06%
- 6M
- 35.80%
- 1Y
- 50.97%
- 3Y*
- 22.79%
- 5Y*
- 9.40%
- 10Y*
- —
VYM
- 1D
- -0.43%
- 1M
- 3.38%
- YTD
- 12.47%
- 6M
- 12.01%
- 1Y
- 26.16%
- 3Y*
- 18.88%
- 5Y*
- 11.48%
- 10Y*
- 11.90%
SCDL vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 37.06% | 2.05% | 14.99% | 0.18% | -13.06% | 52.47% |
VYM Vanguard High Dividend Yield ETF | 12.47% | 15.42% | 17.60% | 6.57% | -0.43% | 22.17% |
Correlation
The correlation between SCDL and VYM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
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 | 0.92 |
The correlation between SCDL and VYM shifts across timeframes, from 0.74 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCDL vs. VYM — Risk / Return Rank
SCDL
VYM
SCDL vs. VYM - 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 Vanguard High Dividend Yield ETF (VYM). 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.
| SCDL | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | 3.93 | +1.10 |
| Martin ratioReturn relative to average drawdown | 12.65 | 14.76 | -2.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCDL | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.56 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.83 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.51 | +0.02 |
Drawdowns
SCDL vs. VYM - Drawdown Comparison
The maximum SCDL drawdown since its inception was -34.87%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SCDL and VYM.
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Drawdown Indicators
| SCDL | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.87% | -56.98% | +22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -6.69% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -14.46% | -18.33% |
Max Drawdown (5Y)Largest decline over 5 years | -34.87% | -15.84% | -19.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -2.79% | -0.43% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -7.19% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.78% | +2.26% |
Volatility
SCDL vs. VYM - Volatility Comparison
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a higher volatility of 5.20% compared to Vanguard High Dividend Yield ETF (VYM) at 2.77%. This indicates that SCDL's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCDL | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 2.77% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 7.67% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 10.28% | +11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.02% | 13.96% | +15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 16.34% | +12.55% |
SCDL vs. VYM - Expense Ratio Comparison
SCDL has a 0.95% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
SCDL vs. VYM - Dividend Comparison
SCDL has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
SCDL and VYM have a correlation of 0.74, 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 VYM (2.77%). In terms of maximum drawdown, SCDL dropped -34.87% vs VYM's -56.98%.
On 5-year performance, VYM leads with 11.48% vs 9.40% for SCDL. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYM has performed better with a 11.48% return vs 9.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYM is cheaper with a 0.04% expense ratio, compared with 0.95% for SCDL.
VYM has the higher dividend yield at 2.19%, compared with 0.00% for SCDL.
SCDL is categorized as Leveraged Equities, while VYM is Dividend. SCDL tracks Dow Jones U.S. Dividend 100 (200%), while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.95% for SCDL and 0.04% for VYM.
VYM currently has the higher Sharpe Ratio (2.56 vs 2.37), 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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