BZQ vs. VTI
Compare and contrast key facts about ProShares UltraShort MSCI Brazil Capped (BZQ) and Vanguard Total Stock Market ETF (VTI).
BZQ and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BZQ is a passively managed fund by ProShares that tracks the performance of the MSCI Brazil 25-50 (-200%). It was launched on Jun 16, 2009. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both BZQ and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BZQ or VTI.
Key characteristics
| BZQ | VTI | |
|---|---|---|
| YTD Return | 40.12% | 21.15% |
| 1Y Return | -0.71% | 33.85% |
| 3Y Return (Ann) | -24.59% | 9.59% |
| 5Y Return (Ann) | -31.58% | 15.40% |
| 10Y Return (Ann) | -31.43% | 13.27% |
| Sharpe Ratio | -0.15 | 2.71 |
| Sortino Ratio | 0.07 | 3.61 |
| Omega Ratio | 1.01 | 1.49 |
| Calmar Ratio | -0.06 | 2.47 |
| Martin Ratio | -0.30 | 16.40 |
| Ulcer Index | 20.14% | 2.11% |
| Daily Std Dev | 41.22% | 12.81% |
| Max Drawdown | -99.61% | -55.45% |
| Current Drawdown | -99.45% | 0.00% |
Correlation
The correlation between BZQ and VTI is -0.53. 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.
Performance
BZQ vs. VTI - Performance Comparison
In the year-to-date period, BZQ achieves a 40.12% return, which is significantly higher than VTI's 21.15% return. Over the past 10 years, BZQ has underperformed VTI with an annualized return of -31.43%, while VTI has yielded a comparatively higher 13.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BZQ vs. VTI - Expense Ratio Comparison
BZQ has a 0.95% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
BZQ vs. VTI - Risk-Adjusted Performance 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.
Dividends
BZQ vs. VTI - Dividend Comparison
BZQ's dividend yield for the trailing twelve months is around 3.74%, more than VTI's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BZQ ProShares UltraShort MSCI Brazil Capped | 3.74% | 4.51% | 0.22% | 0.00% | 0.21% | 2.13% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.31% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BZQ vs. VTI - Drawdown Comparison
The maximum BZQ drawdown since its inception was -99.61%, 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. For additional features, visit the drawdowns tool.
Volatility
BZQ vs. VTI - Volatility Comparison
ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 11.15% compared to Vanguard Total Stock Market ETF (VTI) at 2.93%. 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.