PortfoliosLab logoPortfoliosLab logo
TGLR vs. HDLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLR vs. HDLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wedbush LAFFER|TENGLER New Era Value ETF (TGLR) and ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TGLR achieves a 13.03% return, which is significantly lower than HDLB's 25.86% return.


TGLR

1D
1.01%
1M
1.21%
6M
7.68%
YTD
13.03%
1Y
25.36%
3Y*
5Y*
10Y*
ALL TIME*
20.26%

HDLB

1D
0.59%
1M
6.90%
6M
10.29%
YTD
25.86%
1Y
27.43%
3Y*
31.59%
5Y*
14.45%
10Y*
ALL TIME*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.33K$56.22K$58.39K
$127.00K$118.29K$218.46K

TGLR vs. HDLB - Yearly Performance Comparison


Correlation

The correlation between TGLR and HDLB is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2023

0.33

Over the past year, the correlation between TGLR and HDLB has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TGLR vs. HDLB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TGLR
TGLR Risk / Return Rank: 8080
Overall Rank
TGLR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TGLR Sortino Ratio Rank: 8181
Sortino Ratio Rank
TGLR Omega Ratio Rank: 7878
Omega Ratio Rank
TGLR Calmar Ratio Rank: 7878
Calmar Ratio Rank
TGLR Martin Ratio Rank: 8383
Martin Ratio Rank

HDLB
HDLB Risk / Return Rank: 3939
Overall Rank
HDLB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HDLB Sortino Ratio Rank: 3939
Sortino Ratio Rank
HDLB Omega Ratio Rank: 3737
Omega Ratio Rank
HDLB Calmar Ratio Rank: 4646
Calmar Ratio Rank
HDLB Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TGLR vs. HDLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wedbush LAFFER|TENGLER New Era Value ETF (TGLR) and ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TGLRHDLBDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.34

1.18

+0.17

Calmar ratioReturn relative to maximum drawdown

2.96

1.70

+1.25

Martin ratioReturn relative to average drawdown

11.79

3.66

+8.14

TGLR vs. HDLB - Sharpe Ratio Comparison

The current TGLR Sharpe Ratio is 1.93, which is higher than the HDLB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TGLR and HDLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TGLR vs. HDLB - Drawdown Comparison

The maximum TGLR drawdown since its inception was -19.82%, smaller than the maximum HDLB drawdown of -78.70%. Use the drawdown chart below to compare losses from any high point for TGLR and HDLB.


Loading charts...

Drawdown Indicators


TGLRHDLBDifference

Max Drawdown

Largest peak-to-trough decline

-19.82%

-78.70%

+58.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-16.17%

+7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.94%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

Current Drawdown

Current decline from peak

-0.72%

-5.07%

+4.35%

Average Drawdown

Average peak-to-trough decline

-2.33%

-26.99%

+24.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

7.52%

-5.36%

Volatility

TGLR vs. HDLB - Volatility Comparison

The current volatility for Wedbush LAFFER|TENGLER New Era Value ETF (TGLR) is 3.67%, while ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) has a volatility of 11.18%. This indicates that TGLR experiences smaller price fluctuations and is considered to be less risky than HDLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TGLRHDLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

11.18%

-7.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

21.85%

-11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

28.69%

-15.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

31.07%

-15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

43.42%

-28.25%

TGLR vs. HDLB - Expense Ratio Comparison

TGLR has a 0.95% expense ratio, which is lower than HDLB's 1.65% expense ratio.


Dividends

TGLR vs. HDLB - Dividend Comparison

TGLR's dividend yield for the trailing twelve months is around 0.93%, less than HDLB's 10.13% yield.


PositionTTM2025202420232022202120202019
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
10.13%12.20%10.09%12.36%10.86%8.07%16.23%0.97%
TGLR
Wedbush LAFFER|TENGLER New Era Value ETF
0.93%1.16%1.02%0.65%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGLR and HDLB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDLB has higher volatility (11.18%) compared to TGLR (3.67%). In terms of maximum drawdown, TGLR dropped -19.82% vs HDLB's -78.70%.

On 1-year performance, HDLB leads with 27.43% vs 25.36% for TGLR. On fees, TGLR is cheaper at 0.95% per year. On volatility, TGLR has been the lower-risk option at 3.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HDLB has performed better with a 27.43% return vs 25.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TGLR is cheaper with a 0.95% expense ratio, compared with 1.65% for HDLB.

HDLB has the higher dividend yield at 10.13%, compared with 0.93% for TGLR.

TGLR is categorized as Dividend, while HDLB is Leveraged Equities. They also come from different issuers: Wedbush and UBS. Their fees differ too: 0.95% for TGLR and 1.65% for HDLB.

TGLR currently has the higher Sharpe Ratio (1.93 vs 0.96), 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 TGLR and HDLB

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

Open Portfolio Optimizer