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USML vs. CEFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USML vs. CEFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). The values are adjusted to include any dividend payments, if applicable.

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USML vs. CEFD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
-3.90%9.33%23.97%11.37%-22.87%42.12%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
-3.73%14.15%20.06%8.36%-28.93%18.47%

Returns By Period

The year-to-date returns for both investments are quite close, with USML having a -3.90% return and CEFD slightly higher at -3.73%.


USML

1D
0.19%
1M
-10.11%
YTD
-3.90%
6M
-5.95%
1Y
-4.80%
3Y*
13.03%
5Y*
8.46%
10Y*

CEFD

1D
1.63%
1M
-6.56%
YTD
-3.73%
6M
-3.27%
1Y
9.83%
3Y*
11.64%
5Y*
2.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USML vs. CEFD - Expense Ratio Comparison

Both USML and CEFD have an expense ratio of 0.95%.


Return for Risk

USML vs. CEFD — Risk / Return Rank

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

USML
USML Risk / Return Rank: 77
Overall Rank
USML Sharpe Ratio Rank: 88
Sharpe Ratio Rank
USML Sortino Ratio Rank: 88
Sortino Ratio Rank
USML Omega Ratio Rank: 88
Omega Ratio Rank
USML Calmar Ratio Rank: 77
Calmar Ratio Rank
USML Martin Ratio Rank: 33
Martin Ratio Rank

CEFD
CEFD Risk / Return Rank: 2828
Overall Rank
CEFD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CEFD Sortino Ratio Rank: 2525
Sortino Ratio Rank
CEFD Omega Ratio Rank: 3333
Omega Ratio Rank
CEFD Calmar Ratio Rank: 2626
Calmar Ratio Rank
CEFD Martin Ratio Rank: 3131
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.

USML vs. CEFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). 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.


USMLCEFDDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.48

-0.67

Sortino ratio

Return per unit of downside risk

-0.11

0.77

-0.88

Omega ratio

Gain probability vs. loss probability

0.98

1.14

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.28

0.62

-0.91

Martin ratio

Return relative to average drawdown

-1.14

2.80

-3.94

USML vs. CEFD - Sharpe Ratio Comparison

The current USML Sharpe Ratio is -0.20, which is lower than the CEFD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of USML and CEFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USMLCEFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.48

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.15

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.42

-0.04

Correlation

The correlation between USML and CEFD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

USML vs. CEFD - Dividend Comparison

USML has not paid dividends to shareholders, while CEFD's dividend yield for the trailing twelve months is around 15.83%.


TTM202520242023202220212020
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
15.83%14.88%13.90%14.76%16.56%10.31%5.37%

Drawdowns

USML vs. CEFD - Drawdown Comparison

The maximum USML drawdown since its inception was -35.34%, roughly equal to the maximum CEFD drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for USML and CEFD.


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Drawdown Indicators


USMLCEFDDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-36.95%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-16.13%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

-36.95%

+1.61%

Current Drawdown

Current decline from peak

-10.11%

-7.31%

-2.80%

Average Drawdown

Average peak-to-trough decline

-10.54%

-12.01%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.59%

+0.70%

Volatility

USML vs. CEFD - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) is 5.91%, while ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) has a volatility of 8.79%. This indicates that USML experiences smaller price fluctuations and is considered to be less risky than CEFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMLCEFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

8.79%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

10.94%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.40%

20.68%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

17.84%

+6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

17.41%

+7.12%