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XUDV vs. SCDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUDV vs. SCDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Dividend Booster Index ETF (XUDV) and ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUDV achieves a 19.02% return, which is significantly lower than SCDL's 37.06% return.


XUDV

1D
-1.47%
1M
4.20%
YTD
19.02%
6M
19.23%
1Y
29.58%
3Y*
5Y*
10Y*

SCDL

1D
0.51%
1M
5.01%
YTD
37.06%
6M
35.80%
1Y
50.97%
3Y*
22.79%
5Y*
9.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUDV vs. SCDL - Yearly Performance Comparison


Correlation

The correlation between XUDV and SCDL is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

0.80

The correlation between XUDV and SCDL has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

XUDV vs. SCDL — Risk / Return Rank

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

XUDV
XUDV Risk / Return Rank: 7777
Overall Rank
XUDV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XUDV Sortino Ratio Rank: 7777
Sortino Ratio Rank
XUDV Omega Ratio Rank: 6868
Omega Ratio Rank
XUDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
XUDV Martin Ratio Rank: 8181
Martin Ratio Rank

SCDL
SCDL Risk / Return Rank: 7373
Overall Rank
SCDL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCDL Omega Ratio Rank: 6464
Omega Ratio Rank
SCDL Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCDL Martin Ratio Rank: 6868
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.

XUDV vs. SCDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Dividend Booster Index ETF (XUDV) 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.


XUDVSCDLDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

4.69

5.03

-0.34

Martin ratioReturn relative to average drawdown

15.94

12.65

+3.30

XUDV vs. SCDL - Sharpe Ratio Comparison

The current XUDV Sharpe Ratio is 2.43, which is comparable to the SCDL Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of XUDV and SCDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XUDVSCDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.37

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.53

+0.73

Drawdowns

XUDV vs. SCDL - Drawdown Comparison

The maximum XUDV drawdown since its inception was -15.98%, smaller than the maximum SCDL drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for XUDV and SCDL.


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Drawdown Indicators


XUDVSCDLDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-34.87%

+18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-10.19%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

Current Drawdown

Current decline from peak

-1.85%

-2.79%

+0.94%

Average Drawdown

Average peak-to-trough decline

-2.10%

-11.96%

+9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

4.04%

-2.18%

Volatility

XUDV vs. SCDL - Volatility Comparison

The current volatility for Franklin U.S. Dividend Booster Index ETF (XUDV) is 3.69%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 5.20%. This indicates that XUDV 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


XUDVSCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

5.20%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

14.82%

-6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

21.66%

-9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

29.02%

-12.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

28.89%

-12.55%

XUDV vs. SCDL - Expense Ratio Comparison

XUDV has a 0.09% expense ratio, which is lower than SCDL's 0.95% expense ratio.


Dividends

XUDV vs. SCDL - Dividend Comparison

XUDV's dividend yield for the trailing twelve months is around 3.48%, while SCDL has not paid dividends to shareholders.


Frequently Asked Questions


XUDV and SCDL have a correlation of 0.77, 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 XUDV (3.69%). In terms of maximum drawdown, XUDV dropped -15.98% vs SCDL's -34.87%.

On 1-year performance, SCDL leads with 50.97% vs 29.58% for XUDV. On fees, XUDV is cheaper at 0.09% per year. On volatility, XUDV has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SCDL has performed better with a 50.97% return vs 29.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XUDV is cheaper with a 0.09% expense ratio, compared with 0.95% for SCDL.

XUDV has the higher dividend yield at 3.48%, compared with 0.00% for SCDL.

XUDV is categorized as Dividend, while SCDL is Leveraged Equities. XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: Franklin and UBS. Their fees differ too: 0.09% for XUDV and 0.95% for SCDL.

XUDV currently has the higher Sharpe Ratio (2.43 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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