VONE vs. ATMP
VONE (Vanguard Russell 1000 ETF) and ATMP (Barclays ETN+ Select MLP ETN) are both exchange-traded funds - VONE is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while ATMP is a MLPs fund tracking the CIBC Atlas Select MLP VWAP. Both are passively managed. Over the past 10 years, VONE returned 15.21%/yr vs 5.20%/yr for ATMP. At a 0.46 correlation, their price movements are largely independent. VONE charges 0.08%/yr vs 0.95%/yr for ATMP.
Performance
VONE vs. ATMP - Performance Comparison
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Returns By Period
In the year-to-date period, VONE achieves a 8.90% return, which is significantly lower than ATMP's 20.60% return. Over the past 10 years, VONE has outperformed ATMP with an annualized return of 15.21%, while ATMP has yielded a comparatively lower 5.20% annualized return.
VONE
- 1D
- 0.43%
- 1M
- 0.78%
- YTD
- 8.90%
- 6M
- 9.17%
- 1Y
- 25.15%
- 3Y*
- 20.64%
- 5Y*
- 12.60%
- 10Y*
- 15.21%
ATMP
- 1D
- 0.46%
- 1M
- -3.84%
- YTD
- 20.60%
- 6M
- 20.43%
- 1Y
- 18.09%
- 3Y*
- 21.55%
- 5Y*
- 15.05%
- 10Y*
- 5.20%
VONE vs. ATMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | 8.90% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
ATMP Barclays ETN+ Select MLP ETN | 20.60% | 1.73% | 31.66% | 14.51% | 20.71% | 33.06% | -34.39% | 0.39% | -14.55% | -11.89% |
Correlation
The correlation between VONE and ATMP is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2013 | 0.46 |
The correlation between VONE and ATMP shifts across timeframes, from -0.01 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VONE vs. ATMP — Risk / Return Rank
VONE
ATMP
VONE vs. ATMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Barclays ETN+ Select MLP ETN (ATMP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VONE | ATMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.53 | +0.17 |
| Martin ratioReturn relative to average drawdown | 12.15 | 5.89 | +6.26 |
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Drawdowns
VONE vs. ATMP - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.66%, smaller than the maximum ATMP drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for VONE and ATMP.
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Drawdown Indicators
| VONE | ATMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -80.86% | +46.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -7.30% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -16.48% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -22.98% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -75.66% | +41.00% |
Current DrawdownCurrent decline from peak | -2.20% | -5.61% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -31.08% | +27.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 3.13% | -1.16% |
Volatility
VONE vs. ATMP - Volatility Comparison
The current volatility for Vanguard Russell 1000 ETF (VONE) is 4.24%, while Barclays ETN+ Select MLP ETN (ATMP) has a volatility of 5.64%. This indicates that VONE experiences smaller price fluctuations and is considered to be less risky than ATMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VONE | ATMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.64% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 10.99% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 14.18% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 22.25% | -5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 27.67% | -9.40% |
VONE vs. ATMP - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than ATMP's 0.95% expense ratio.
Dividends
VONE vs. ATMP - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 1.01%, while ATMP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP 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% |
VONE Vanguard Russell 1000 ETF | 1.01% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
Frequently Asked Questions
VONE and ATMP have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATMP has higher volatility (5.64%) compared to VONE (4.24%). In terms of maximum drawdown, VONE dropped -34.66% vs ATMP's -80.86%.
On 10-year performance, VONE leads with 15.21% vs 5.20% for ATMP. On fees, VONE is cheaper at 0.08% per year. On volatility, VONE has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VONE has performed better with a 15.21% return vs 5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VONE is cheaper with a 0.08% expense ratio, compared with 0.95% for ATMP.
VONE has the higher dividend yield at 1.01%, compared with 0.00% for ATMP.
VONE is categorized as Large Cap Blend Equities, while ATMP is MLPs. VONE tracks Russell 1000 Index, while ATMP tracks CIBC Atlas Select MLP VWAP. They also come from different issuers: Vanguard and Barclays Capital. Their fees differ too: 0.08% for VONE and 0.95% for ATMP.
VONE currently has the higher Sharpe Ratio (1.93 vs 1.30), 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.
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