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BZQ vs. PST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZQ vs. PST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares UltraShort 7-10 Year Treasury (PST). 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 lower than PST's 4.33% return. Over the past 10 years, BZQ has underperformed PST with an annualized return of -36.94%, while PST has yielded a comparatively higher 2.41% annualized 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%

PST

1D
-0.23%
1M
0.90%
YTD
4.33%
6M
5.79%
1Y
2.37%
3Y*
5.48%
5Y*
9.16%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZQ vs. PST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BZQ
ProShares UltraShort MSCI Brazil Capped
-22.71%-57.90%98.84%-49.11%-44.20%6.45%-52.88%-48.20%-21.52%-49.73%
PST
ProShares UltraShort 7-10 Year Treasury
4.33%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%

Correlation

The correlation between BZQ and PST is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2009

-0.12

The correlation between BZQ and PST shifts across timeframes, from -0.12 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BZQ vs. PST — 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

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

BZQ vs. PST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares UltraShort 7-10 Year Treasury (PST). 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.


BZQPSTDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

0.83

1.05

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.76

0.33

-1.09

Martin ratioReturn relative to average drawdown

-1.23

0.57

-1.80

BZQ vs. PST - Sharpe Ratio Comparison

The current BZQ Sharpe Ratio is -1.00, which is lower than the PST Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of BZQ and PST, 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


BZQPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

0.25

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.59

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

0.18

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

-0.38

-0.07

Drawdowns

BZQ vs. PST - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.82%, which is greater than PST's maximum drawdown of -79.25%. Use the drawdown chart below to compare losses from any high point for BZQ and PST.


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Drawdown Indicators


BZQPSTDifference

Max Drawdown

Largest peak-to-trough decline

-99.82%

-79.25%

-20.57%

Max Drawdown (1Y)

Largest decline over 1 year

-65.20%

-7.25%

-57.95%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

-16.19%

-61.12%

Max Drawdown (5Y)

Largest decline over 5 years

-88.65%

-16.19%

-72.46%

Max Drawdown (10Y)

Largest decline over 10 years

-99.33%

-36.07%

-63.26%

Current Drawdown

Current decline from peak

-99.75%

-64.21%

-35.54%

Average Drawdown

Average peak-to-trough decline

-84.54%

-61.48%

-23.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.12%

4.16%

+35.96%

Volatility

BZQ vs. PST - Volatility Comparison

ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 15.01% compared to ProShares UltraShort 7-10 Year Treasury (PST) at 3.18%. This indicates that BZQ's price experiences larger fluctuations and is considered to be riskier than PST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BZQPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.01%

3.18%

+11.83%

Volatility (6M)

Calculated over the trailing 6-month period

41.06%

6.75%

+34.31%

Volatility (1Y)

Calculated over the trailing 1-year period

49.61%

9.62%

+39.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.23%

15.59%

+39.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.92%

13.32%

+53.60%

BZQ vs. PST - Expense Ratio Comparison

Both BZQ and PST have an expense ratio of 0.95%.


Dividends

BZQ vs. PST - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 7.14%, more than PST's 3.09% yield.


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%
PST
ProShares UltraShort 7-10 Year Treasury
3.09%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%

Frequently Asked Questions


BZQ and PST have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BZQ has higher volatility (15.01%) compared to PST (3.18%). In terms of maximum drawdown, BZQ dropped -99.82% vs PST's -79.25%.

On 10-year performance, PST leads with 2.41% vs -36.94% for BZQ. Both ETFs have the same 0.95% expense ratio. On volatility, PST has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PST has performed better with a 2.41% return vs -36.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BZQ and PST have the same expense ratio: 0.95% per year.

BZQ has the higher dividend yield at 7.14%, compared with 3.09% for PST.

BZQ is categorized as Leveraged Equities, while PST is Inverse Bonds. BZQ tracks MSCI Brazil 25-50 (-200%), while PST tracks ICE U.S. Treasury 7-10 Year Bond Index.

PST currently has the higher Sharpe Ratio (0.25 vs -1.00), 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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