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BTR vs. TOLZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTR vs. TOLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beacon Tactical Risk ETF (BTR) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). The values are adjusted to include any dividend payments, if applicable.

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BTR vs. TOLZ - Yearly Performance Comparison


2026 (YTD)202520242023
BTR
Beacon Tactical Risk ETF
2.37%-2.15%14.45%-6.65%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
11.35%14.76%11.67%0.81%

Returns By Period

In the year-to-date period, BTR achieves a 2.37% return, which is significantly lower than TOLZ's 11.35% return.


BTR

1D
0.30%
1M
-4.28%
YTD
2.37%
6M
3.49%
1Y
0.97%
3Y*
5Y*
10Y*

TOLZ

1D
0.07%
1M
-3.09%
YTD
11.35%
6M
12.56%
1Y
18.17%
3Y*
13.83%
5Y*
10.33%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTR vs. TOLZ - Expense Ratio Comparison

BTR has a 1.10% expense ratio, which is higher than TOLZ's 0.46% expense ratio.


Return for Risk

BTR vs. TOLZ — Risk / Return Rank

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

BTR
BTR Risk / Return Rank: 1313
Overall Rank
BTR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTR Sortino Ratio Rank: 1212
Sortino Ratio Rank
BTR Omega Ratio Rank: 1212
Omega Ratio Rank
BTR Calmar Ratio Rank: 1313
Calmar Ratio Rank
BTR Martin Ratio Rank: 1212
Martin Ratio Rank

TOLZ
TOLZ Risk / Return Rank: 7676
Overall Rank
TOLZ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 7272
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 7171
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 7575
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 8585
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.

BTR vs. TOLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Tactical Risk ETF (BTR) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.


BTRTOLZDifference

Sharpe ratio

Return per unit of total volatility

0.08

1.41

-1.33

Sortino ratio

Return per unit of downside risk

0.17

1.90

-1.73

Omega ratio

Gain probability vs. loss probability

1.03

1.27

-0.25

Calmar ratio

Return relative to maximum drawdown

0.10

2.12

-2.02

Martin ratio

Return relative to average drawdown

0.19

10.39

-10.20

BTR vs. TOLZ - Sharpe Ratio Comparison

The current BTR Sharpe Ratio is 0.08, which is lower than the TOLZ Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BTR and TOLZ, 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


BTRTOLZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

1.41

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.42

-0.21

Correlation

The correlation between BTR and TOLZ is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BTR vs. TOLZ - Dividend Comparison

BTR's dividend yield for the trailing twelve months is around 1.26%, less than TOLZ's 3.66% yield.


TTM20252024202320222021202020192018201720162015
BTR
Beacon Tactical Risk ETF
1.26%1.29%0.87%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
3.66%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%

Drawdowns

BTR vs. TOLZ - Drawdown Comparison

The maximum BTR drawdown since its inception was -16.67%, smaller than the maximum TOLZ drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for BTR and TOLZ.


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Drawdown Indicators


BTRTOLZDifference

Max Drawdown

Largest peak-to-trough decline

-16.67%

-39.33%

+22.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-8.82%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

-5.54%

-3.09%

-2.45%

Average Drawdown

Average peak-to-trough decline

-5.83%

-6.70%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

1.80%

+4.56%

Volatility

BTR vs. TOLZ - Volatility Comparison

Beacon Tactical Risk ETF (BTR) has a higher volatility of 4.02% compared to ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) at 3.40%. This indicates that BTR's price experiences larger fluctuations and is considered to be riskier than TOLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTRTOLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

3.40%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

7.28%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

12.97%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.01%

13.90%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

16.30%

-5.29%