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TDAX vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. IFED - Yearly Performance Comparison


Returns By Period


TDAX

1D
3.56%
1M
-7.09%
YTD
6M
1Y
3Y*
5Y*
10Y*

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. IFED - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

TDAX vs. IFED — Risk / Return Rank

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

TDAX

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
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.

TDAX vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. IFED - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

0.58

-2.25

Correlation

The correlation between TDAX and IFED is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TDAX vs. IFED - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.15%, while IFED has not paid dividends to shareholders.


Drawdowns

TDAX vs. IFED - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum IFED drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for TDAX and IFED.


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Drawdown Indicators


TDAXIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-22.36%

+7.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

Current Drawdown

Current decline from peak

-11.65%

-12.52%

+0.87%

Average Drawdown

Average peak-to-trough decline

-5.11%

-5.70%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

Volatility

TDAX vs. IFED - Volatility Comparison


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Volatility by Period


TDAXIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

18.80%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

19.72%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

19.72%

+4.41%