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ProShares DJ Brookfield Global Infrastructure ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US74347B5084

CUSIP

74347B508

Issuer

ProShares

Inception Date

Mar 25, 2014

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Dow Jones Brookfield Global Infrastructure Composite Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

TOLZ features an expense ratio of 0.46%, falling within the medium range.


Expense ratio chart for TOLZ: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TOLZ vs. BP TOLZ vs. IFRA TOLZ vs. BTAL TOLZ vs. BN TOLZ vs. PAVE TOLZ vs. GRID TOLZ vs. VOO TOLZ vs. GII
Popular comparisons:
TOLZ vs. BP TOLZ vs. IFRA TOLZ vs. BTAL TOLZ vs. BN TOLZ vs. PAVE TOLZ vs. GRID TOLZ vs. VOO TOLZ vs. GII

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares DJ Brookfield Global Infrastructure ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.46%
9.66%
TOLZ (ProShares DJ Brookfield Global Infrastructure ETF)
Benchmark (^GSPC)

Returns By Period

ProShares DJ Brookfield Global Infrastructure ETF had a return of 11.13% year-to-date (YTD) and 11.46% in the last 12 months. Over the past 10 years, ProShares DJ Brookfield Global Infrastructure ETF had an annualized return of 4.48%, while the S&P 500 had an annualized return of 11.11%, indicating that ProShares DJ Brookfield Global Infrastructure ETF did not perform as well as the benchmark.


TOLZ

YTD

11.13%

1M

-5.84%

6M

9.46%

1Y

11.46%

5Y*

4.41%

10Y*

4.48%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of TOLZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.38%0.14%3.45%-3.03%4.51%-1.72%6.41%4.20%2.20%-1.57%5.81%11.13%
20235.53%-4.88%2.35%2.84%-5.81%3.20%1.02%-4.05%-3.99%-0.62%9.22%2.35%6.18%
2022-1.42%-0.34%6.06%-2.58%3.91%-7.50%5.68%-3.40%-12.59%5.63%7.97%-3.57%-4.26%
2021-0.44%-0.20%7.12%4.69%2.39%0.54%0.58%0.77%-2.83%4.44%-4.35%6.72%20.47%
20200.58%-7.99%-18.21%10.05%4.78%-1.73%1.29%0.01%-3.49%-2.19%10.47%-0.06%-9.46%
20199.93%2.00%3.22%0.77%-0.40%3.37%-0.44%1.26%1.00%-0.15%-1.43%5.40%26.83%
20181.08%-6.75%-0.19%2.15%1.35%1.84%2.22%-0.91%-1.21%-3.62%1.50%-5.15%-7.90%
20171.89%3.09%2.55%0.99%1.92%-0.13%2.68%0.30%-0.91%-1.03%1.15%0.15%13.28%
2016-2.97%0.39%8.20%2.98%0.46%4.91%1.47%-1.80%3.23%-3.73%-2.94%1.96%12.10%
2015-0.16%-0.57%0.17%3.90%-1.75%-4.85%-1.20%-3.70%-5.30%6.67%-4.35%-3.20%-14.06%
20141.07%2.74%3.36%4.40%-0.90%3.65%-3.58%0.91%0.48%-1.38%10.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TOLZ is 52, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TOLZ is 5252
Overall Rank
The Sharpe Ratio Rank of TOLZ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of TOLZ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TOLZ is 5252
Omega Ratio Rank
The Calmar Ratio Rank of TOLZ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of TOLZ is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TOLZ, currently valued at 1.02, compared to the broader market0.002.004.001.022.07
The chart of Sortino ratio for TOLZ, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.442.76
The chart of Omega ratio for TOLZ, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.39
The chart of Calmar ratio for TOLZ, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.083.05
The chart of Martin ratio for TOLZ, currently valued at 4.59, compared to the broader market0.0020.0040.0060.0080.00100.004.5913.27
TOLZ
^GSPC

The current ProShares DJ Brookfield Global Infrastructure ETF Sharpe ratio is 1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ProShares DJ Brookfield Global Infrastructure ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.02
2.07
TOLZ (ProShares DJ Brookfield Global Infrastructure ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares DJ Brookfield Global Infrastructure ETF provided a 3.55% dividend yield over the last twelve months, with an annual payout of $1.74 per share.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.74$1.53$1.34$1.57$1.30$1.39$1.39$1.41$1.16$1.62$0.89

Dividend yield

3.55%3.34%3.00%3.28%3.17%2.96%3.63%3.30%2.96%4.52%2.03%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares DJ Brookfield Global Infrastructure ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.21$0.00$0.00$0.80$0.00$0.00$0.37$0.00$0.00$0.35$1.74
2023$0.00$0.00$0.26$0.00$0.00$0.50$0.00$0.00$0.42$0.00$0.00$0.35$1.53
2022$0.00$0.00$0.21$0.00$0.00$0.45$0.00$0.00$0.35$0.00$0.00$0.33$1.34
2021$0.00$0.00$0.21$0.00$0.00$0.66$0.00$0.00$0.39$0.00$0.00$0.31$1.57
2020$0.00$0.00$0.24$0.00$0.00$0.33$0.00$0.00$0.46$0.00$0.00$0.27$1.30
2019$0.00$0.00$0.24$0.00$0.00$0.50$0.00$0.00$0.35$0.00$0.00$0.31$1.39
2018$0.00$0.00$0.21$0.00$0.00$0.50$0.00$0.00$0.37$0.00$0.00$0.32$1.39
2017$0.00$0.00$0.19$0.00$0.00$0.43$0.00$0.00$0.46$0.00$0.00$0.33$1.41
2016$0.00$0.00$0.27$0.00$0.00$0.39$0.00$0.00$0.23$0.00$0.00$0.27$1.16
2015$0.00$0.00$0.05$0.00$0.00$0.39$0.00$0.00$0.56$0.00$0.00$0.62$1.62
2014$0.33$0.00$0.00$0.09$0.00$0.00$0.46$0.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.50%
-1.91%
TOLZ (ProShares DJ Brookfield Global Infrastructure ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares DJ Brookfield Global Infrastructure ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares DJ Brookfield Global Infrastructure ETF was 39.33%, occurring on Mar 23, 2020. Recovery took 301 trading sessions.

The current ProShares DJ Brookfield Global Infrastructure ETF drawdown is 6.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.33%Feb 18, 202025Mar 23, 2020301Jun 2, 2021326
-28.93%Nov 13, 2014292Jan 20, 2016336Jun 2, 2017628
-21.85%Apr 21, 2022121Oct 12, 2022444Jul 22, 2024565
-13.45%Jan 25, 2018230Dec 24, 201837Feb 19, 2019267
-10.65%Sep 8, 201428Oct 15, 201420Nov 12, 201448

Volatility

Volatility Chart

The current ProShares DJ Brookfield Global Infrastructure ETF volatility is 4.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
3.82%
TOLZ (ProShares DJ Brookfield Global Infrastructure ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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