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BZQ vs. ULE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZQ vs. ULE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares Ultra Euro (ULE). 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 -21.13% return, which is significantly lower than ULE's -6.71% return. Over the past 10 years, BZQ has underperformed ULE with an annualized return of -36.28%, while ULE has yielded a comparatively higher -2.52% annualized return.


BZQ

1D
0.89%
1M
11.08%
YTD
-21.13%
6M
-22.40%
1Y
-45.58%
3Y*
-19.62%
5Y*
-21.05%
10Y*
-36.28%

ULE

1D
-0.90%
1M
-3.82%
YTD
-6.71%
6M
-6.28%
1Y
-5.14%
3Y*
2.10%
5Y*
-3.75%
10Y*
-2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZQ vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BZQ
ProShares UltraShort MSCI Brazil Capped
-21.13%-57.90%98.84%-49.11%-44.20%6.45%-52.88%-48.20%-21.52%-49.73%
ULE
ProShares Ultra Euro
-6.71%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Correlation

The correlation between BZQ and ULE is -0.33, 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 (1Y)
Calculated over the trailing 1-year period

-0.33

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

-0.29

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

-0.26

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

-0.22

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2009

-0.27

The correlation between BZQ and ULE shifts across timeframes, from -0.33 (1 year) to -0.22 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BZQ vs. ULE — Risk / Return Rank

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

BZQ
BZQ Risk / Return Rank: 33
Overall Rank
BZQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BZQ Sortino Ratio Rank: 22
Sortino Ratio Rank
BZQ Omega Ratio Rank: 22
Omega Ratio Rank
BZQ Calmar Ratio Rank: 33
Calmar Ratio Rank
BZQ Martin Ratio Rank: 44
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 55
Overall Rank
ULE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 55
Sortino Ratio Rank
ULE Omega Ratio Rank: 55
Omega Ratio Rank
ULE Calmar Ratio Rank: 55
Calmar Ratio Rank
ULE Martin Ratio Rank: 44
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. ULE - Risk-Adjusted Trends Comparison

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


BZQULEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

0.85

0.94

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.70

-0.46

-0.24

Martin ratioReturn relative to average drawdown

-1.10

-0.99

-0.11

BZQ vs. ULE - Sharpe Ratio Comparison

The current BZQ Sharpe Ratio is -0.91, which is lower than the ULE Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of BZQ and ULE, 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. ULE - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.82%, which is greater than ULE's maximum drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for BZQ and ULE.


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Drawdown Indicators


BZQULEDifference

Max Drawdown

Largest peak-to-trough decline

-99.82%

-72.74%

-27.08%

Max Drawdown (1Y)

Largest decline over 1 year

-65.20%

-11.29%

-53.91%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

-17.44%

-59.87%

Max Drawdown (5Y)

Largest decline over 5 years

-88.65%

-38.11%

-50.54%

Max Drawdown (10Y)

Largest decline over 10 years

-99.26%

-51.30%

-47.96%

Current Drawdown

Current decline from peak

-99.74%

-63.58%

-36.16%

Average Drawdown

Average peak-to-trough decline

-84.56%

-46.10%

-38.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.49%

5.21%

+36.28%

Volatility

BZQ vs. ULE - Volatility Comparison

ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 12.21% compared to ProShares Ultra Euro (ULE) at 2.75%. This indicates that BZQ's price experiences larger fluctuations and is considered to be riskier than ULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BZQULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

2.75%

+9.46%

Volatility (6M)

Calculated over the trailing 6-month period

39.49%

8.99%

+30.50%

Volatility (1Y)

Calculated over the trailing 1-year period

50.03%

13.15%

+36.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.34%

16.09%

+39.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.75%

15.11%

+51.64%

BZQ vs. ULE - Expense Ratio Comparison

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


Dividends

BZQ vs. ULE - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 7.00%, while ULE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
7.00%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BZQ and ULE have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BZQ has higher volatility (12.21%) compared to ULE (2.75%). In terms of maximum drawdown, BZQ dropped -99.82% vs ULE's -72.74%.

On 10-year performance, ULE leads with -2.52% vs -36.28% for BZQ. Both ETFs have the same 0.95% expense ratio. On volatility, ULE has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ULE has performed better with a -2.52% return vs -36.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BZQ has the higher dividend yield at 7.00%, compared with 0.00% for ULE.

BZQ is categorized as Leveraged Equities, while ULE is Leveraged Currency. BZQ tracks MSCI Brazil 25-50 (-200%), while ULE tracks USD/EUR Exchange Rate (-200%).

ULE currently has the higher Sharpe Ratio (-0.39 vs -0.91), 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.

Portfolio Optimizer

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