VYM vs. SCDL
VYM (Vanguard High Dividend Yield ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield 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, VYM returned 11.48%/yr vs 9.40%/yr for SCDL. Their correlation of 0.92 suggests significant overlap in exposure. VYM charges 0.04%/yr vs 0.95%/yr for SCDL.
Performance
VYM vs. SCDL - Performance Comparison
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Returns By Period
In the year-to-date period, VYM achieves a 12.47% return, which is significantly lower than SCDL's 37.06% return.
VYM
- 1D
- -0.43%
- 1M
- 3.38%
- YTD
- 12.47%
- 6M
- 12.01%
- 1Y
- 26.16%
- 3Y*
- 18.88%
- 5Y*
- 11.48%
- 10Y*
- 11.90%
SCDL
- 1D
- 0.51%
- 1M
- 5.01%
- YTD
- 37.06%
- 6M
- 35.80%
- 1Y
- 50.97%
- 3Y*
- 22.79%
- 5Y*
- 9.40%
- 10Y*
- —
VYM vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 12.47% | 15.42% | 17.60% | 6.57% | -0.43% | 22.17% |
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 VYM and SCDL is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2021 | 0.92 |
The correlation between VYM and SCDL shifts across timeframes, from 0.74 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VYM vs. SCDL — Risk / Return Rank
VYM
SCDL
VYM vs. SCDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) 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.
| VYM | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 5.03 | -1.10 |
| Martin ratioReturn relative to average drawdown | 14.76 | 12.65 | +2.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VYM | SCDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 2.37 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.33 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.53 | -0.02 |
Drawdowns
VYM vs. SCDL - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for VYM and SCDL.
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Drawdown Indicators
| VYM | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -34.87% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -10.19% | +3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -32.79% | +18.33% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -34.87% | +19.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | -2.79% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -11.96% | +4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 4.04% | -2.26% |
Volatility
VYM vs. SCDL - Volatility Comparison
The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.77%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 5.20%. This indicates that VYM 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.
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Volatility by Period
| VYM | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.20% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 14.82% | -7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.28% | 21.66% | -11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 29.02% | -15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 28.89% | -12.55% |
VYM vs. SCDL - Expense Ratio Comparison
VYM has a 0.04% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
VYM vs. SCDL - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.19%, 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% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VYM and SCDL have a correlation of 0.74, 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 VYM (2.77%). In terms of maximum drawdown, VYM dropped -56.98% vs SCDL's -34.87%.
On 5-year performance, VYM leads with 11.48% vs 9.40% for SCDL. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYM has performed better with a 11.48% return vs 9.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYM is cheaper with a 0.04% expense ratio, compared with 0.95% for SCDL.
VYM has the higher dividend yield at 2.19%, compared with 0.00% for SCDL.
VYM is categorized as Dividend, while SCDL is Leveraged Equities. VYM tracks FTSE High Dividend Yield 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 VYM and 0.95% for SCDL.
VYM currently has the higher Sharpe Ratio (2.56 vs 2.37), 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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