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BZQ vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZQ vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 -26.43% return, which is significantly higher than UVXY's -29.20% return. Over the past 10 years, BZQ has outperformed UVXY with an annualized return of -34.47%, while UVXY has yielded a comparatively lower -71.80% annualized return.


BZQ

1D
-0.03%
1M
-7.58%
6M
-19.82%
YTD
-26.43%
1Y
-49.00%
3Y*
-22.06%
5Y*
-23.87%
10Y*
-34.47%

UVXY

1D
8.81%
1M
-7.29%
6M
-28.42%
YTD
-29.20%
1Y
-70.71%
3Y*
-60.83%
5Y*
-67.79%
10Y*
-71.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZQ vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BZQ
ProShares UltraShort MSCI Brazil Capped
-26.43%-57.90%98.84%-49.11%-44.20%6.45%-52.88%-48.20%-21.52%-49.73%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-29.20%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between BZQ and UVXY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.40

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

0.41

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

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.44

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Return for Risk

BZQ vs. UVXY — 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

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Brazil Capped (BZQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


BZQUVXYDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

0.83

0.84

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.96

+0.21

Martin ratioReturn relative to average drawdown

-1.12

-1.43

+0.30

BZQ vs. UVXY - Sharpe Ratio Comparison

The current BZQ Sharpe Ratio is -0.98, which is comparable to the UVXY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of BZQ and UVXY, 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. UVXY - Drawdown Comparison

The maximum BZQ drawdown since its inception was -99.82%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BZQ and UVXY.


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Drawdown Indicators


BZQUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-99.82%

-100.00%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-65.20%

-73.88%

+8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-77.31%

-95.42%

+18.11%

Max Drawdown (5Y)

Largest decline over 5 years

-88.65%

-99.75%

+11.10%

Max Drawdown (10Y)

Largest decline over 10 years

-98.94%

-100.00%

+1.06%

Current Drawdown

Current decline from peak

-99.76%

-100.00%

+0.24%

Average Drawdown

Average peak-to-trough decline

-84.62%

-98.76%

+14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.60%

49.63%

-6.03%

Volatility

BZQ vs. UVXY - Volatility Comparison

The current volatility for ProShares UltraShort MSCI Brazil Capped (BZQ) is 11.93%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 19.34%. This indicates that BZQ experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BZQUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.93%

19.34%

-7.41%

Volatility (6M)

Calculated over the trailing 6-month period

39.85%

67.22%

-27.37%

Volatility (1Y)

Calculated over the trailing 1-year period

49.98%

85.95%

-35.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.12%

103.85%

-48.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.56%

112.04%

-45.48%

BZQ vs. UVXY - Expense Ratio Comparison

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


Dividends

BZQ vs. UVXY - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 7.50%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
7.50%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BZQ and UVXY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (19.34%) compared to BZQ (11.93%). In terms of maximum drawdown, BZQ dropped -99.82% vs UVXY's -100.00%.

On 10-year performance, BZQ leads with -34.47% vs -71.80% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, BZQ has been the lower-risk option at 11.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BZQ has performed better with a -34.47% return vs -71.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BZQ has the higher dividend yield at 7.50%, compared with 0.00% for UVXY.

BZQ is categorized as Leveraged Equities, while UVXY is Volatility. BZQ tracks MSCI Brazil 25-50 (-200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UVXY currently has the higher Sharpe Ratio (-0.82 vs -0.98), 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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