VIG vs. SCDL
VIG (Vanguard Dividend Appreciation ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both exchange-traded funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while SCDL is a Leveraged Equities fund tracking the Dow Jones U.S. Dividend 100 (200%). Both are passively managed. Over the past 5 years, VIG returned 10.62%/yr vs 9.40%/yr for SCDL. Their correlation of 0.83 suggests significant overlap in exposure. VIG charges 0.04%/yr vs 0.95%/yr for SCDL.
Performance
VIG vs. SCDL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VIG achieves a 7.57% return, which is significantly lower than SCDL's 37.06% return.
VIG
- 1D
- -0.19%
- 1M
- 3.79%
- YTD
- 7.57%
- 6M
- 6.99%
- 1Y
- 19.63%
- 3Y*
- 16.49%
- 5Y*
- 10.62%
- 10Y*
- 13.23%
SCDL
- 1D
- 0.51%
- 1M
- 5.01%
- YTD
- 37.06%
- 6M
- 35.80%
- 1Y
- 50.97%
- 3Y*
- 22.79%
- 5Y*
- 9.40%
- 10Y*
- —
VIG vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 7.57% | 14.17% | 16.99% | 14.51% | -9.80% | 23.20% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 37.06% | 2.05% | 14.99% | 0.18% | -13.06% | 52.47% |
Correlation
The correlation between VIG and SCDL is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2021 | 0.83 |
Over the past year, the correlation between VIG and SCDL has dropped to 0.60 - well below their long-term average of 0.83, 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
VIG vs. SCDL — Risk / Return Rank
VIG
SCDL
VIG vs. SCDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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.
| VIG | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 5.03 | -2.54 |
| Martin ratioReturn relative to average drawdown | 10.06 | 12.65 | -2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VIG | SCDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.37 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.33 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.53 | +0.07 |
Drawdowns
VIG vs. SCDL - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for VIG and SCDL.
Loading charts...
Drawdown Indicators
| VIG | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -34.87% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -10.19% | +2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -32.79% | +17.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -34.87% | +14.48% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | — | — |
Current DrawdownCurrent decline from peak | -0.19% | -2.79% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -11.96% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 4.04% | -2.08% |
Volatility
VIG vs. SCDL - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.19%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 5.20%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than SCDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VIG | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 5.20% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 14.82% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.01% | 21.66% | -11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 29.02% | -14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 28.89% | -12.84% |
VIG vs. SCDL - Expense Ratio Comparison
VIG has a 0.04% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
VIG vs. SCDL - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.47%, while SCDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCDL ETRACS 2x Leveraged U.S. Dividend 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% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
VIG and SCDL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCDL has higher volatility (5.20%) compared to VIG (2.19%). In terms of maximum drawdown, VIG dropped -46.81% vs SCDL's -34.87%.
On 5-year performance, VIG leads with 10.62% vs 9.40% for SCDL. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VIG has performed better with a 10.62% return vs 9.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIG is cheaper with a 0.04% expense ratio, compared with 0.95% for SCDL.
VIG has the higher dividend yield at 1.47%, compared with 0.00% for SCDL.
VIG is categorized as Dividend, while SCDL is Leveraged Equities. VIG tracks S&P U.S. Dividend Growers Index, while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.04% for VIG and 0.95% for SCDL.
SCDL currently has the higher Sharpe Ratio (2.37 vs 1.97), 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.
Find the right allocation for VIG and SCDL
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