PortfoliosLab logoPortfoliosLab logo
BZQ vs. UPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZQ vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BZQ achieves a -21.13% return, which is significantly lower than UPRO's 17.21% return. Over the past 10 years, BZQ has underperformed UPRO with an annualized return of -36.28%, while UPRO has yielded a comparatively higher 30.18% 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%

UPRO

1D
-4.27%
1M
-5.38%
YTD
17.21%
6M
13.86%
1Y
62.29%
3Y*
46.23%
5Y*
20.37%
10Y*
30.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZQ vs. UPRO - 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%
UPRO
ProShares UltraPro S&P 500
17.21%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Correlation

The correlation between BZQ and UPRO is -0.50, 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

-0.50

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

-0.45

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

-0.40

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

-0.45

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2009

-0.52

The correlation between BZQ and UPRO shifts across timeframes, from -0.52 (all time) to -0.40 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BZQ vs. UPRO — 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

UPRO
UPRO Risk / Return Rank: 4949
Overall Rank
UPRO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4444
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4545
Omega Ratio Rank
UPRO Calmar Ratio Rank: 4949
Calmar Ratio Rank
UPRO Martin Ratio Rank: 5656
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. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares UltraPro S&P 500 (UPRO). 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.


BZQUPRODifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

0.85

1.28

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.70

2.34

-3.04

Martin ratioReturn relative to average drawdown

-1.10

9.52

-10.62

BZQ vs. UPRO - Sharpe Ratio Comparison

The current BZQ Sharpe Ratio is -0.91, which is lower than the UPRO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of BZQ and UPRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BZQ vs. UPRO - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.82%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for BZQ and UPRO.


Loading charts...

Drawdown Indicators


BZQUPRODifference

Max Drawdown

Largest peak-to-trough decline

-99.82%

-76.82%

-23.00%

Max Drawdown (1Y)

Largest decline over 1 year

-65.20%

-26.78%

-38.42%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

-48.87%

-28.44%

Max Drawdown (5Y)

Largest decline over 5 years

-88.65%

-63.94%

-24.71%

Max Drawdown (10Y)

Largest decline over 10 years

-99.26%

-76.82%

-22.44%

Current Drawdown

Current decline from peak

-99.74%

-10.27%

-89.47%

Average Drawdown

Average peak-to-trough decline

-84.56%

-14.39%

-70.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.49%

6.57%

+34.92%

Volatility

BZQ vs. UPRO - Volatility Comparison

The current volatility for ProShares UltraShort MSCI Brazil Capped (BZQ) is 12.21%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 14.68%. This indicates that BZQ experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BZQUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

14.68%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

39.49%

29.49%

+10.00%

Volatility (1Y)

Calculated over the trailing 1-year period

50.03%

37.35%

+12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.34%

50.62%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.75%

53.79%

+12.96%

BZQ vs. UPRO - Expense Ratio Comparison

BZQ has a 0.95% expense ratio, which is higher than UPRO's 0.89% expense ratio.


Dividends

BZQ vs. UPRO - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 7.00%, more than UPRO's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
BZQ
ProShares UltraShort MSCI Brazil Capped
7.00%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.74%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Frequently Asked Questions


BZQ and UPRO have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPRO has higher volatility (14.68%) compared to BZQ (12.21%). In terms of maximum drawdown, BZQ dropped -99.82% vs UPRO's -76.82%.

On 10-year performance, UPRO leads with 30.18% vs -36.28% for BZQ. On fees, UPRO is cheaper at 0.89% per year. On volatility, BZQ has been the lower-risk option at 12.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPRO has performed better with a 30.18% return vs -36.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UPRO is cheaper with a 0.89% expense ratio, compared with 0.95% for BZQ.

BZQ has the higher dividend yield at 7.00%, compared with 0.74% for UPRO.

BZQ tracks MSCI Brazil 25-50 (-200%), while UPRO tracks S&P 500. Their fees differ too: 0.95% for BZQ and 0.89% for UPRO.

UPRO currently has the higher Sharpe Ratio (1.68 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

Find the right allocation for BZQ and UPRO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer