VYMI vs. SCDL
VYMI (Vanguard International High Dividend Yield ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US 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, VYMI returned 13.93%/yr vs 12.01%/yr for SCDL. Their 0.65 correlation means they have sometimes moved together and sometimes differently. VYMI charges 0.07%/yr vs 0.95%/yr for SCDL.
Performance
VYMI vs. SCDL - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 18.16% return, which is significantly lower than SCDL's 50.56% return.
VYMI
- 1D
- 0.45%
- 1M
- 4.99%
- 6M
- 10.02%
- YTD
- 18.16%
- 1Y
- 33.89%
- 3Y*
- 22.89%
- 5Y*
- 13.93%
- 10Y*
- 11.00%
- ALL TIME*
- 11.40%
SCDL
- 1D
- 1.81%
- 1M
- 8.87%
- 6M
- 23.09%
- YTD
- 50.56%
- 1Y
- 62.91%
- 3Y*
- 23.15%
- 5Y*
- 12.01%
- 10Y*
- —
- ALL TIME*
- 16.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $33.53K | $38.91K | $25.70K | |
| $81.12M | $82.35M | $91.64M |
VYMI vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 18.16% | 38.05% | 7.06% | 17.07% | -7.02% | 11.98% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 50.56% | 2.05% | 14.99% | 0.18% | -13.06% | 52.47% |
Correlation
The correlation between VYMI and SCDL is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2021 | 0.65 |
Over the past year, the correlation between VYMI and SCDL has dropped to 0.41 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
VYMI vs. SCDL — Risk / Return Rank
VYMI
SCDL
VYMI vs. SCDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.
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.
| VYMI | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.47 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 6.21 | -2.85 |
| Martin ratioReturn relative to average drawdown | 13.26 | 15.94 | -2.68 |
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Drawdowns
VYMI vs. SCDL - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than SCDL's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for VYMI and SCDL.
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Drawdown Indicators
| VYMI | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -34.87% | -5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -10.19% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -32.79% | +19.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -34.87% | +10.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.26% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -11.66% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.96% | -1.40% |
Volatility
VYMI vs. SCDL - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.30%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 7.79%. This indicates that VYMI 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
| VYMI | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 7.79% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 15.51% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 21.77% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 29.01% | -14.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 28.75% | -12.20% |
VYMI vs. SCDL - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
VYMI vs. SCDL - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.46%, while SCDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.46% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
VYMI and SCDL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCDL has higher volatility (7.79%) compared to VYMI (3.30%). In terms of maximum drawdown, VYMI dropped -40.00% vs SCDL's -34.87%.
On 5-year performance, VYMI leads with 13.93% vs 12.01% for SCDL. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYMI has performed better with a 13.93% return vs 12.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.95% for SCDL.
VYMI has the higher dividend yield at 3.46%, compared with 0.00% for SCDL.
VYMI is categorized as Dividend, while SCDL is Leveraged Equities. VYMI tracks FTSE All-World ex US 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: 0.07% for VYMI and 0.95% for SCDL.
SCDL currently has the higher Sharpe Ratio (2.91 vs 2.59), 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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