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BZQ vs. UBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZQ vs. UBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares Ultra MSCI Brazil (UBR). 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 -32.32% return, which is significantly lower than UBR's 25.33% return. Over the past 10 years, BZQ has underperformed UBR with an annualized return of -35.16%, while UBR has yielded a comparatively higher -4.03% annualized return.


BZQ

1D
-1.14%
1M
-12.67%
6M
-6.72%
YTD
-32.32%
1Y
-56.45%
3Y*
-22.51%
5Y*
-26.33%
10Y*
-35.16%
ALL TIME*
-29.46%

UBR

1D
0.70%
1M
12.25%
6M
-6.59%
YTD
25.33%
1Y
81.94%
3Y*
5.62%
5Y*
0.83%
10Y*
-4.03%
ALL TIME*
-12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$79.22K$119.51K$205.80K
$50.41K$42.73K$85.45K

BZQ vs. UBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BZQ
ProShares UltraShort MSCI Brazil Capped
-32.32%-57.90%98.84%-49.11%-44.20%6.45%-52.88%-48.20%-21.52%-49.73%
UBR
ProShares Ultra MSCI Brazil
25.33%96.11%-57.05%49.98%5.60%-39.03%-60.67%44.19%-19.11%35.36%

Correlation

The correlation between BZQ and UBR is -0.98, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.98

Correlation (3Y)
Balances recent behavior with more history.

-0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.99

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.99

Correlation (All Time)
Calculated using the full available price history since May 7, 2010

-0.98

The correlation between BZQ and UBR has been stable across timeframes, ranging from -0.99 to -0.98 - a consistent structural relationship.

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Return for Risk

BZQ vs. UBR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

UBR
UBR Risk / Return Rank: 6464
Overall Rank
UBR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
UBR Sortino Ratio Rank: 6666
Sortino Ratio Rank
UBR Omega Ratio Rank: 6666
Omega Ratio Rank
UBR Calmar Ratio Rank: 6666
Calmar Ratio Rank
UBR Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BZQ vs. UBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares Ultra MSCI Brazil (UBR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BZQUBRDifference
Sharpe ratioReturn per unit of total volatility

-2.83

Sortino ratioReturn per unit of downside risk

-4.12

Omega ratioGain probability vs. loss probability

0.79

1.28

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.88

2.35

-3.22

Martin ratioReturn relative to average drawdown

-1.28

5.45

-6.73

BZQ vs. UBR - Sharpe Ratio Comparison

The current BZQ Sharpe Ratio is -1.14, which is lower than the UBR Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BZQ and UBR, 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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Drawdowns

BZQ vs. UBR - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.82%, roughly equal to the maximum UBR drawdown of -97.15%. Use the drawdown chart below to compare losses from any high point for BZQ and UBR.


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Drawdown Indicators


BZQUBRDifference

Max Drawdown

Largest peak-to-trough decline

-99.82%

-97.15%

-2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-64.86%

-35.75%

-29.11%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

-58.11%

-19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-88.65%

-65.23%

-23.42%

Max Drawdown (10Y)

Largest decline over 10 years

-98.92%

-87.57%

-11.35%

Current Drawdown

Current decline from peak

-99.78%

-92.06%

-7.72%

Average Drawdown

Average peak-to-trough decline

-84.65%

-78.03%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.91%

15.35%

+29.56%

Volatility

BZQ vs. UBR - Volatility Comparison

ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 13.41% compared to ProShares Ultra MSCI Brazil (UBR) at 11.69%. This indicates that BZQ's price experiences larger fluctuations and is considered to be riskier than UBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BZQUBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.41%

11.69%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

38.63%

38.29%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

50.03%

49.70%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.82%

55.14%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.55%

66.24%

+0.31%

BZQ vs. UBR - Expense Ratio Comparison

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


Dividends

BZQ vs. UBR - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 8.15%, more than UBR's 1.57% yield.


PositionTTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
8.15%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%
UBR
ProShares Ultra MSCI Brazil
1.57%2.05%8.09%1.15%0.00%0.00%0.00%0.53%0.13%

Frequently Asked Questions


BZQ and UBR have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BZQ has higher volatility (13.41%) compared to UBR (11.69%). In terms of maximum drawdown, BZQ dropped -99.82% vs UBR's -97.15%.

On 10-year performance, UBR leads with -4.03% vs -35.16% for BZQ. Both ETFs have the same 0.95% expense ratio. On volatility, UBR has been the lower-risk option at 11.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UBR has performed better with a -4.03% return vs -35.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BZQ has the higher dividend yield at 8.15%, compared with 1.57% for UBR.

BZQ tracks MSCI Brazil 25-50 (-200%), while UBR tracks MSCI Brazil Index (200%).

UBR currently has the higher Sharpe Ratio (1.69 vs -1.14), 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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