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BERZ vs. QSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BERZ vs. QSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) and Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BERZ achieves a -63.63% return, which is significantly lower than QSIX's 19.16% return.


BERZ

1D
4.46%
1M
-30.10%
YTD
-63.63%
6M
-63.44%
1Y
-85.50%
3Y*
-77.36%
5Y*
10Y*

QSIX

1D
-0.45%
1M
8.46%
YTD
19.16%
6M
17.84%
1Y
37.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BERZ vs. QSIX - Yearly Performance Comparison


Correlation

The correlation between BERZ and QSIX is -0.91, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.91

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.92

The correlation between BERZ and QSIX has been stable across timeframes, ranging from -0.92 to -0.91 - a consistent structural relationship.

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Return for Risk

BERZ vs. QSIX — Risk / Return Rank

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

BERZ
BERZ Risk / Return Rank: 00
Overall Rank
BERZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BERZ Sortino Ratio Rank: 00
Sortino Ratio Rank
BERZ Omega Ratio Rank: 00
Omega Ratio Rank
BERZ Calmar Ratio Rank: 00
Calmar Ratio Rank
BERZ Martin Ratio Rank: 11
Martin Ratio Rank

QSIX
QSIX Risk / Return Rank: 7474
Overall Rank
QSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
QSIX Omega Ratio Rank: 7575
Omega Ratio Rank
QSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
QSIX Martin Ratio Rank: 7272
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.

BERZ vs. QSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) and Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX). 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.


BERZQSIXDifference
Sharpe ratioReturn per unit of total volatility

-3.67

Sortino ratioReturn per unit of downside risk

-6.25

Omega ratioGain probability vs. loss probability

0.70

1.44

-0.74

Calmar ratioReturn relative to maximum drawdown

-0.98

3.39

-4.37

Martin ratioReturn relative to average drawdown

-1.52

13.29

-14.81

BERZ vs. QSIX - Sharpe Ratio Comparison

The current BERZ Sharpe Ratio is -1.13, which is lower than the QSIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of BERZ and QSIX, 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


BERZQSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

2.54

-3.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.74

1.37

-2.11

Drawdowns

BERZ vs. QSIX - Drawdown Comparison

The maximum BERZ drawdown since its inception was -99.80%, which is greater than QSIX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for BERZ and QSIX.


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Drawdown Indicators


BERZQSIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-20.72%

-79.08%

Max Drawdown (1Y)

Largest decline over 1 year

-87.32%

-11.05%

-76.27%

Max Drawdown (3Y)

Largest decline over 3 years

-98.97%

Current Drawdown

Current decline from peak

-99.78%

-0.73%

-99.05%

Average Drawdown

Average peak-to-trough decline

-71.59%

-3.06%

-68.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.33%

2.81%

+53.52%

Volatility

BERZ vs. QSIX - Volatility Comparison

MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) has a higher volatility of 24.04% compared to Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) at 4.10%. This indicates that BERZ's price experiences larger fluctuations and is considered to be riskier than QSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BERZQSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.04%

4.10%

+19.94%

Volatility (6M)

Calculated over the trailing 6-month period

58.07%

11.23%

+46.84%

Volatility (1Y)

Calculated over the trailing 1-year period

75.87%

14.71%

+61.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.18%

19.16%

+73.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.18%

19.16%

+73.02%

BERZ vs. QSIX - Expense Ratio Comparison

BERZ has a 0.95% expense ratio, which is higher than QSIX's 0.60% expense ratio.


Dividends

BERZ vs. QSIX - Dividend Comparison

BERZ has not paid dividends to shareholders, while QSIX's dividend yield for the trailing twelve months is around 3.84%.


Frequently Asked Questions


BERZ and QSIX have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BERZ has higher volatility (24.04%) compared to QSIX (4.10%). In terms of maximum drawdown, BERZ dropped -99.80% vs QSIX's -20.72%.

On 1-year performance, QSIX leads with 37.26% vs -85.50% for BERZ. On fees, QSIX is cheaper at 0.60% per year. On volatility, QSIX has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QSIX has performed better with a 37.26% return vs -85.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QSIX is cheaper with a 0.60% expense ratio, compared with 0.95% for BERZ.

QSIX has the higher dividend yield at 3.84%, compared with 0.00% for BERZ.

BERZ is categorized as Inverse Equities, while QSIX is Nasdaq-100. BERZ tracks Solactive FANG Innovation Index, while QSIX tracks Nasdaq-100 Index. They also come from different issuers: BMO and Pacer. Their fees differ too: 0.95% for BERZ and 0.60% for QSIX.

QSIX currently has the higher Sharpe Ratio (2.54 vs -1.13), 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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