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USML vs. USMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USML vs. USMV - 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 iShares MSCI USA Minimum Volatility Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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USML vs. USMV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
-4.08%9.33%23.97%11.37%-22.87%42.12%
USMV
iShares MSCI USA Minimum Volatility Factor ETF
-1.10%7.65%15.74%10.33%-9.43%21.14%

Returns By Period

In the year-to-date period, USML achieves a -4.08% return, which is significantly lower than USMV's -1.10% return.


USML

1D
2.10%
1M
-9.94%
YTD
-4.08%
6M
-6.40%
1Y
-5.09%
3Y*
12.95%
5Y*
8.41%
10Y*

USMV

1D
1.15%
1M
-4.79%
YTD
-1.10%
6M
-1.72%
1Y
0.57%
3Y*
10.28%
5Y*
7.61%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USML vs. USMV - Expense Ratio Comparison

USML has a 0.95% expense ratio, which is higher than USMV's 0.15% expense ratio.


Return for Risk

USML vs. USMV — Risk / Return Rank

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

USML
USML Risk / Return Rank: 88
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: 99
Calmar Ratio Rank
USML Martin Ratio Rank: 66
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1212
Sortino Ratio Rank
USMV Omega Ratio Rank: 1313
Omega Ratio Rank
USMV Calmar Ratio Rank: 1717
Calmar Ratio Rank
USMV Martin Ratio Rank: 1919
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. USMV - 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 iShares MSCI USA Minimum Volatility Factor ETF (USMV). 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.


USMLUSMVDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.05

-0.26

Sortino ratio

Return per unit of downside risk

-0.13

0.15

-0.28

Omega ratio

Gain probability vs. loss probability

0.98

1.02

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.20

0.18

-0.37

Martin ratio

Return relative to average drawdown

-0.80

0.79

-1.58

USML vs. USMV - Sharpe Ratio Comparison

The current USML Sharpe Ratio is -0.21, which is lower than the USMV Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of USML and USMV, 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


USMLUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.05

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.62

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.85

-0.47

Correlation

The correlation between USML and USMV is 0.98, 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

USML vs. USMV - Dividend Comparison

USML has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.58%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Minimum Volatility Factor ETF
1.58%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Drawdowns

USML vs. USMV - Drawdown Comparison

The maximum USML drawdown since its inception was -35.34%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for USML and USMV.


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Drawdown Indicators


USMLUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-33.10%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-8.91%

-8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

-17.93%

-17.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-10.28%

-4.79%

-5.49%

Average Drawdown

Average peak-to-trough decline

-10.54%

-2.88%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

2.00%

+2.25%

Volatility

USML vs. USMV - Volatility Comparison

ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) has a higher volatility of 5.94% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.03%. This indicates that USML's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMLUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

3.03%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

6.08%

+5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.47%

12.54%

+11.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

12.39%

+12.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

14.51%

+10.03%