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SMHB vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMHB vs. BDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) 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, SMHB achieves a 5.72% return, which is significantly higher than BDCX's -12.50% return.


SMHB

1D
-1.45%
1M
-1.99%
YTD
5.72%
6M
0.84%
1Y
11.36%
3Y*
9.31%
5Y*
-6.36%
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)

SMHB vs. BDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
5.72%-7.75%-15.85%35.96%-36.03%68.86%59.32%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-12.50%-10.42%15.32%35.33%-17.67%52.70%24.50%

Correlation

The correlation between SMHB and BDCX is 0.51, 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

0.51

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

0.51

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

0.60

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

0.62

The correlation between SMHB and BDCX shifts across timeframes, from 0.51 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMHB vs. BDCX — Risk / Return Rank

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

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

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.

SMHB vs. BDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) 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.


SMHBBDCXDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.08

0.91

+0.17

Calmar ratioReturn relative to maximum drawdown

0.45

-0.59

+1.05

Martin ratioReturn relative to average drawdown

1.10

-1.05

+2.15

SMHB vs. BDCX - Sharpe Ratio Comparison

The current SMHB Sharpe Ratio is 0.29, which is higher than the BDCX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of SMHB 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


SMHBBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.66

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.05

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.43

-0.53

Drawdowns

SMHB vs. BDCX - Drawdown Comparison

The maximum SMHB drawdown since its inception was -90.30%, which is greater than BDCX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for SMHB and BDCX.


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Drawdown Indicators


SMHBBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-90.30%

-34.96%

-55.34%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-30.46%

+5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-45.05%

-33.39%

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-58.85%

-34.96%

-23.89%

Current Drawdown

Current decline from peak

-41.81%

-28.88%

-12.93%

Average Drawdown

Average peak-to-trough decline

-37.21%

-10.07%

-27.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

17.14%

-6.76%

Volatility

SMHB vs. BDCX - Volatility Comparison

ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) have volatilities of 7.35% and 7.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHBBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

7.50%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

25.74%

22.42%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

38.92%

27.19%

+11.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.93%

26.51%

+22.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.33%

26.90%

+39.43%

SMHB vs. BDCX - Expense Ratio Comparison

SMHB has a 0.85% expense ratio, which is lower than BDCX's 0.95% expense ratio.


Dividends

SMHB vs. BDCX - Dividend Comparison

SMHB's dividend yield for the trailing twelve months is around 21.00%, more than BDCX's 20.45% yield.


PositionTTM20252024202320222021202020192018
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%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


SMHB and BDCX have a correlation of 0.51, 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 SMHB (7.35%). In terms of maximum drawdown, SMHB dropped -90.30% vs BDCX's -34.96%.

On 5-year performance, BDCX leads with 1.39% vs -6.36% for SMHB. On fees, SMHB is cheaper at 0.85% per year. On volatility, SMHB has been the lower-risk option at 7.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BDCX has performed better with a 1.39% 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 BDCX.

SMHB has the higher dividend yield at 21.00%, compared with 20.45% for BDCX.

SMHB tracks Solactive US Small Cap High Dividend Index (200%), while BDCX tracks MVIS US Business Development Companies (150%). Their fees differ too: 0.85% for SMHB and 0.95% for BDCX.

SMHB currently has the higher Sharpe Ratio (0.29 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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