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USML vs. MVRL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USML vs. MVRL - 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 Mortgage REIT ETN (MVRL). The values are adjusted to include any dividend payments, if applicable.

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USML vs. MVRL - 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%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
-5.44%14.96%-3.45%12.30%-42.41%14.07%

Returns By Period

In the year-to-date period, USML achieves a -3.90% return, which is significantly higher than MVRL's -5.44% return.


USML

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

MVRL

1D
-0.40%
1M
-8.47%
YTD
-5.44%
6M
-1.55%
1Y
1.95%
3Y*
8.56%
5Y*
-7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USML vs. MVRL - Expense Ratio Comparison

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


Return for Risk

USML vs. MVRL — 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

MVRL
MVRL Risk / Return Rank: 1414
Overall Rank
MVRL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1414
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1515
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1313
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. MVRL - 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 Mortgage REIT ETN (MVRL). 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.


USMLMVRLDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.06

-0.25

Sortino ratio

Return per unit of downside risk

-0.11

0.31

-0.42

Omega ratio

Gain probability vs. loss probability

0.98

1.04

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.28

0.06

-0.35

Martin ratio

Return relative to average drawdown

-1.14

0.19

-1.33

USML vs. MVRL - Sharpe Ratio Comparison

The current USML Sharpe Ratio is -0.20, which is lower than the MVRL Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of USML and MVRL, 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


USMLMVRLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.06

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.20

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.12

+0.26

Correlation

The correlation between USML and MVRL is 0.54, 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. MVRL - Dividend Comparison

USML has not paid dividends to shareholders, while MVRL's dividend yield for the trailing twelve months is around 20.78%.


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%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
20.78%19.15%19.27%18.69%25.21%12.33%5.63%

Drawdowns

USML vs. MVRL - Drawdown Comparison

The maximum USML drawdown since its inception was -35.34%, smaller than the maximum MVRL drawdown of -60.25%. Use the drawdown chart below to compare losses from any high point for USML and MVRL.


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Drawdown Indicators


USMLMVRLDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-60.25%

+24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-22.85%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

-60.25%

+24.91%

Current Drawdown

Current decline from peak

-10.11%

-40.07%

+29.96%

Average Drawdown

Average peak-to-trough decline

-10.54%

-31.68%

+21.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

7.99%

-3.70%

Volatility

USML vs. MVRL - 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 Mortgage REIT ETN (MVRL) has a volatility of 12.40%. This indicates that USML experiences smaller price fluctuations and is considered to be less risky than MVRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMLMVRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

12.40%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

19.98%

-7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.40%

35.61%

-11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

36.54%

-11.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

37.93%

-13.40%