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BERZ vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BERZ vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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BERZ vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BERZ
MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN
19.74%-78.81%-65.95%-89.12%102.85%-30.19%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%8.86%

Returns By Period

In the year-to-date period, BERZ achieves a 19.74% return, which is significantly higher than VOO's -4.42% return.


BERZ

1D
-14.87%
1M
7.73%
YTD
19.74%
6M
-4.91%
1Y
-79.02%
3Y*
-70.51%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BERZ vs. VOO - Expense Ratio Comparison

BERZ has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

BERZ vs. VOO — Risk / Return Rank

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

BERZ
BERZ Risk / Return Rank: 11
Overall Rank
BERZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BERZ Sortino Ratio Rank: 11
Sortino Ratio Rank
BERZ Omega Ratio Rank: 11
Omega Ratio Rank
BERZ Calmar Ratio Rank: 11
Calmar Ratio Rank
BERZ Martin Ratio Rank: 44
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


BERZVOODifference

Sharpe ratio

Return per unit of total volatility

-0.84

0.98

-1.82

Sortino ratio

Return per unit of downside risk

-1.52

1.50

-3.01

Omega ratio

Gain probability vs. loss probability

0.81

1.23

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.88

1.53

-2.42

Martin ratio

Return relative to average drawdown

-1.00

7.29

-8.29

BERZ vs. VOO - Sharpe Ratio Comparison

The current BERZ Sharpe Ratio is -0.84, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BERZ and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BERZVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

0.98

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

0.83

-1.49

Correlation

The correlation between BERZ and VOO is -0.87. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BERZ vs. VOO - Dividend Comparison

BERZ has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
BERZ
MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged 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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

BERZ vs. VOO - Drawdown Comparison

The maximum BERZ drawdown since its inception was -99.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BERZ and VOO.


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Drawdown Indicators


BERZVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.46%

-33.99%

-65.47%

Max Drawdown (1Y)

Largest decline over 1 year

-89.01%

-11.98%

-77.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-99.28%

-6.29%

-92.99%

Average Drawdown

Average peak-to-trough decline

-70.50%

-3.72%

-66.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.74%

2.52%

+76.22%

Volatility

BERZ vs. VOO - Volatility Comparison

MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) has a higher volatility of 29.36% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that BERZ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BERZVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

29.36%

5.29%

+24.07%

Volatility (6M)

Calculated over the trailing 6-month period

61.12%

9.44%

+51.68%

Volatility (1Y)

Calculated over the trailing 1-year period

94.14%

18.10%

+76.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.55%

16.82%

+75.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.55%

17.99%

+74.56%