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BZQ vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BZQ vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BZQ
ProShares UltraShort MSCI Brazil Capped
-35.05%-57.90%98.84%-49.11%-44.20%6.45%-52.88%-48.20%-21.52%-49.73%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Returns By Period

In the year-to-date period, BZQ achieves a -35.05% return, which is significantly lower than ULE's -3.35% return. Over the past 10 years, BZQ has underperformed ULE with an annualized return of -38.75%, while ULE has yielded a comparatively higher -2.78% annualized return.


BZQ

1D
-8.31%
1M
-1.44%
YTD
-35.05%
6M
-43.36%
1Y
-63.23%
3Y*
-34.58%
5Y*
-32.39%
10Y*
-38.75%

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BZQ vs. ULE - Expense Ratio Comparison

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


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: 11
Overall Rank
BZQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BZQ Sortino Ratio Rank: 00
Sortino Ratio Rank
BZQ Omega Ratio Rank: 00
Omega Ratio Rank
BZQ Calmar Ratio Rank: 00
Calmar Ratio Rank
BZQ Martin Ratio Rank: 22
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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.


BZQULEDifference

Sharpe ratio

Return per unit of total volatility

-1.23

0.69

-1.92

Sortino ratio

Return per unit of downside risk

-2.29

1.17

-3.46

Omega ratio

Gain probability vs. loss probability

0.75

1.14

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.90

1.13

-2.02

Martin ratio

Return relative to average drawdown

-1.36

2.74

-4.10

BZQ vs. ULE - Sharpe Ratio Comparison

The current BZQ Sharpe Ratio is -1.23, which is lower than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BZQ and ULE, 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


BZQULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.23

0.69

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

-0.17

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

-0.18

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

-0.21

-0.25

Correlation

The correlation between BZQ and ULE is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BZQ vs. ULE - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 8.50%, while ULE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
8.50%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%

Drawdowns

BZQ vs. ULE - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.79%, 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

-99.79%

-72.74%

-27.05%

Max Drawdown (1Y)

Largest decline over 1 year

-70.23%

-10.40%

-59.83%

Max Drawdown (5Y)

Largest decline over 5 years

-86.86%

-41.35%

-45.51%

Max Drawdown (10Y)

Largest decline over 10 years

-99.37%

-51.30%

-48.07%

Current Drawdown

Current decline from peak

-99.79%

-62.27%

-37.52%

Average Drawdown

Average peak-to-trough decline

-84.37%

-45.90%

-38.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.25%

4.28%

+41.97%

Volatility

BZQ vs. ULE - Volatility Comparison

ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 24.38% compared to ProShares Ultra Euro (ULE) at 4.84%. 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

24.38%

4.84%

+19.54%

Volatility (6M)

Calculated over the trailing 6-month period

39.07%

9.12%

+29.95%

Volatility (1Y)

Calculated over the trailing 1-year period

51.40%

17.10%

+34.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.46%

16.21%

+39.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.41%

15.31%

+52.10%