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BZQ vs. FUTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZQ vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BZQ achieves a -22.71% return, which is significantly higher than FUTG's -75.86% return.


BZQ

1D
-0.71%
1M
28.30%
YTD
-22.71%
6M
-15.11%
1Y
-49.29%
3Y*
-24.58%
5Y*
-22.10%
10Y*
-36.94%

FUTG

1D
-1.36%
1M
-71.11%
YTD
-75.86%
6M
-77.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZQ vs. FUTG - Yearly Performance Comparison


Correlation

The correlation between BZQ and FUTG is -0.37, 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 (All Time)
Calculated using the full available price history since Oct 15, 2025

-0.37

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Return for Risk

BZQ vs. FUTG — Risk / Return Rank

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

BZQ
BZQ Risk / Return Rank: 22
Overall Rank
BZQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BZQ Sortino Ratio Rank: 11
Sortino Ratio Rank
BZQ Omega Ratio Rank: 22
Omega Ratio Rank
BZQ Calmar Ratio Rank: 33
Calmar Ratio Rank
BZQ Martin Ratio Rank: 33
Martin Ratio Rank

FUTG
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.

BZQ vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Brazil Capped (BZQ) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.


BZQFUTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.83

Calmar ratioReturn relative to maximum drawdown

-0.76

Martin ratioReturn relative to average drawdown

-1.23

BZQ vs. FUTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BZQFUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

-0.66

+0.21

Drawdowns

BZQ vs. FUTG - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.82%, which is greater than FUTG's maximum drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for BZQ and FUTG.


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Drawdown Indicators


BZQFUTGDifference

Max Drawdown

Largest peak-to-trough decline

-99.82%

-86.19%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-65.20%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

Max Drawdown (5Y)

Largest decline over 5 years

-88.65%

Max Drawdown (10Y)

Largest decline over 10 years

-99.33%

Current Drawdown

Current decline from peak

-99.75%

-84.51%

-15.24%

Average Drawdown

Average peak-to-trough decline

-84.54%

-40.62%

-43.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.12%

Volatility

BZQ vs. FUTG - Volatility Comparison


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Volatility by Period


BZQFUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.01%

Volatility (6M)

Calculated over the trailing 6-month period

41.06%

Volatility (1Y)

Calculated over the trailing 1-year period

49.61%

135.59%

-85.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.23%

135.59%

-80.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.92%

135.59%

-68.67%

BZQ vs. FUTG - Expense Ratio Comparison

BZQ has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.


Dividends

BZQ vs. FUTG - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 7.14%, while FUTG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
7.14%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%
FUTG
Leverage Shares 2X Long FUTU Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BZQ and FUTG have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for BZQ.

BZQ has the higher dividend yield at 7.14%, compared with 0.00% for FUTG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for BZQ and 0.75% for FUTG.

Portfolio Optimizer

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