BZQ vs. VTI
BZQ (ProShares UltraShort MSCI Brazil Capped) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - BZQ is a Leveraged Equities fund tracking the MSCI Brazil 25-50 (-200%), while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, BZQ returned -34.28%/yr vs 14.66%/yr for VTI. Their -0.53 correlation means they have often moved in opposite directions in the past. BZQ charges 0.95%/yr vs 0.03%/yr for VTI.
Performance
BZQ vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, BZQ achieves a -31.18% return, which is significantly lower than VTI's 12.18% return. Over the past 10 years, BZQ has underperformed VTI with an annualized return of -34.28%, while VTI has yielded a comparatively higher 14.66% annualized return.
BZQ
- 1D
- 1.68%
- 1M
- -11.20%
- 6M
- -3.41%
- YTD
- -31.18%
- 1Y
- -55.71%
- 3Y*
- -23.89%
- 5Y*
- -25.86%
- 10Y*
- -34.28%
- ALL TIME*
- -29.38%
VTI
- 1D
- 1.53%
- 1M
- 1.38%
- 6M
- 9.81%
- YTD
- 12.18%
- 1Y
- 23.70%
- 3Y*
- 20.38%
- 5Y*
- 12.06%
- 10Y*
- 14.66%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $82.44K | $121.14K | $200.97K | |
| $1.08B | $1.16B | $1.24B |
BZQ vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BZQ ProShares UltraShort MSCI Brazil Capped | -31.18% | -57.90% | 98.84% | -49.11% | -44.20% | 6.45% | -52.88% | -48.20% | -21.52% | -49.73% |
VTI Vanguard Total Stock Market ETF | 12.18% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between BZQ and VTI is -0.52, 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. | -0.52 |
Correlation (3Y) Balances recent behavior with more history. | -0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2009 | -0.53 |
The correlation between BZQ and VTI shifts across timeframes, from -0.53 (all time) to -0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BZQ vs. VTI — Risk / Return Rank
BZQ
VTI
BZQ vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Brazil Capped (BZQ) and Vanguard Total Stock Market ETF (VTI). 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.
| BZQ | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -4.40 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.32 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.67 | -3.54 |
| Martin ratioReturn relative to average drawdown | -1.28 | 11.50 | -12.78 |
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Drawdowns
BZQ vs. VTI - Drawdown Comparison
The maximum BZQ drawdown since its inception was -99.82%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BZQ and VTI.
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Drawdown Indicators
| BZQ | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.82% | -55.45% | -44.37% |
Max Drawdown (1Y)Largest decline over 1 year | -64.18% | -8.92% | -55.26% |
Max Drawdown (3Y)Largest decline over 3 years | -77.31% | -19.30% | -58.01% |
Max Drawdown (5Y)Largest decline over 5 years | -88.65% | -25.36% | -63.29% |
Max Drawdown (10Y)Largest decline over 10 years | -98.92% | -35.00% | -63.92% |
Current DrawdownCurrent decline from peak | -99.77% | 0.00% | -99.77% |
Average DrawdownAverage peak-to-trough decline | -84.66% | -7.98% | -76.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.64% | 2.07% | +42.57% |
Volatility
BZQ vs. VTI - Volatility Comparison
ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 13.59% compared to Vanguard Total Stock Market ETF (VTI) at 3.78%. This indicates that BZQ's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BZQ | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.59% | 3.78% | +9.81% |
Volatility (6M)Calculated over the trailing 6-month period | 38.33% | 10.33% | +28.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.09% | 13.08% | +37.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.82% | 17.53% | +37.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.55% | 18.31% | +48.24% |
BZQ vs. VTI - Expense Ratio Comparison
BZQ has a 0.95% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
BZQ vs. VTI - Dividend Comparison
BZQ's dividend yield for the trailing twelve months is around 8.02%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BZQ ProShares UltraShort MSCI Brazil Capped | 8.02% | 5.96% | 3.26% | 4.51% | 0.22% | 0.00% | 0.21% | 2.13% | 0.28% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
BZQ and VTI have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BZQ has higher volatility (13.59%) compared to VTI (3.78%). In terms of maximum drawdown, BZQ dropped -99.82% vs VTI's -55.45%.
On 10-year performance, VTI leads with 14.66% vs -34.28% for BZQ. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VTI has performed better with a 14.66% return vs -34.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.95% for BZQ.
BZQ has the higher dividend yield at 8.02%, compared with 1.04% for VTI.
BZQ is categorized as Leveraged Equities, while VTI is Large Cap Blend Equities. BZQ tracks MSCI Brazil 25-50 (-200%), while VTI tracks CRSP US Total Market Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.95% for BZQ and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (1.82 vs -1.12), 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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