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VCLN vs. MLPB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCLN vs. MLPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Clean Energy ETF (VCLN) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). The values are adjusted to include any dividend payments, if applicable.

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VCLN vs. MLPB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VCLN
Virtus Duff & Phelps Clean Energy ETF
9.96%55.75%-6.69%-17.54%-7.87%-5.00%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
16.69%7.40%25.53%22.01%30.22%4.55%

Returns By Period

In the year-to-date period, VCLN achieves a 9.96% return, which is significantly lower than MLPB's 16.69% return.


VCLN

1D
4.26%
1M
-0.55%
YTD
9.96%
6M
19.57%
1Y
72.36%
3Y*
9.48%
5Y*
10Y*

MLPB

1D
-1.54%
1M
1.21%
YTD
16.69%
6M
20.26%
1Y
11.98%
3Y*
22.94%
5Y*
23.10%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCLN vs. MLPB - Expense Ratio Comparison

VCLN has a 0.59% expense ratio, which is lower than MLPB's 0.85% expense ratio.


Return for Risk

VCLN vs. MLPB — Risk / Return Rank

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

VCLN
VCLN Risk / Return Rank: 9696
Overall Rank
VCLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 9595
Sortino Ratio Rank
VCLN Omega Ratio Rank: 9292
Omega Ratio Rank
VCLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
VCLN Martin Ratio Rank: 9797
Martin Ratio Rank

MLPB
MLPB Risk / Return Rank: 3232
Overall Rank
MLPB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 3333
Sortino Ratio Rank
MLPB Omega Ratio Rank: 3636
Omega Ratio Rank
MLPB Calmar Ratio Rank: 2929
Calmar Ratio Rank
MLPB Martin Ratio Rank: 2525
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.

VCLN vs. MLPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) and ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB). 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.


VCLNMLPBDifference

Sharpe ratio

Return per unit of total volatility

2.44

0.64

+1.80

Sortino ratio

Return per unit of downside risk

3.16

0.93

+2.23

Omega ratio

Gain probability vs. loss probability

1.40

1.14

+0.26

Calmar ratio

Return relative to maximum drawdown

5.64

0.69

+4.95

Martin ratio

Return relative to average drawdown

20.86

1.81

+19.06

VCLN vs. MLPB - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 2.44, which is higher than the MLPB Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VCLN and MLPB, 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


VCLNMLPBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

0.64

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.23

-0.12

Correlation

The correlation between VCLN and MLPB is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCLN vs. MLPB - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.83%, less than MLPB's 5.83% yield.


TTM2025202420232022202120202019201820172016
VCLN
Virtus Duff & Phelps Clean Energy ETF
1.83%2.01%1.16%1.14%0.65%0.00%0.00%0.00%0.00%0.00%0.00%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.83%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%

Drawdowns

VCLN vs. MLPB - Drawdown Comparison

The maximum VCLN drawdown since its inception was -45.66%, smaller than the maximum MLPB drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for VCLN and MLPB.


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Drawdown Indicators


VCLNMLPBDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-71.93%

+26.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-16.49%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

Current Drawdown

Current decline from peak

-5.48%

-2.68%

-2.80%

Average Drawdown

Average peak-to-trough decline

-24.93%

-15.03%

-9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

6.26%

-2.86%

Volatility

VCLN vs. MLPB - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 9.99% compared to ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) at 3.72%. This indicates that VCLN's price experiences larger fluctuations and is considered to be riskier than MLPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCLNMLPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

3.72%

+6.27%

Volatility (6M)

Calculated over the trailing 6-month period

21.33%

8.96%

+12.37%

Volatility (1Y)

Calculated over the trailing 1-year period

29.85%

18.75%

+11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.35%

20.14%

+7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.35%

28.10%

-0.75%