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 -34.79%/yr vs 14.67%/yr for VTI. At a correlation of -0.53, they often move in opposite directions. 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 -26.91% return, which is significantly lower than VTI's 10.96% return. Over the past 10 years, BZQ has underperformed VTI with an annualized return of -34.79%, while VTI has yielded a comparatively higher 14.67% annualized return.
BZQ
- 1D
- 3.03%
- 1M
- -3.96%
- 6M
- -21.76%
- YTD
- -26.91%
- 1Y
- -49.86%
- 3Y*
- -22.15%
- 5Y*
- -23.23%
- 10Y*
- -34.79%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
BZQ vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BZQ ProShares UltraShort MSCI Brazil Capped | -26.91% | -57.90% | 98.84% | -49.11% | -44.20% | 6.45% | -52.88% | -48.20% | -21.52% | -49.73% |
VTI Vanguard Total Stock Market ETF | 10.96% | 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 -0.50, 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 | -0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | -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 -0.42 (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 | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.95 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.31 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.46 | -3.23 |
| Martin ratioReturn relative to average drawdown | -1.16 | 10.78 | -11.93 |
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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 | -65.20% | -8.92% | -56.28% |
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 | -98.96% | -35.00% | -63.96% |
Current DrawdownCurrent decline from peak | -99.76% | -0.94% | -98.82% |
Average DrawdownAverage peak-to-trough decline | -84.60% | -8.00% | -76.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.07% | 2.03% | +41.04% |
Volatility
BZQ vs. VTI - Volatility Comparison
ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 12.15% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. 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 | 12.15% | 4.08% | +8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 39.67% | 10.13% | +29.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.84% | 12.85% | +36.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.14% | 17.51% | +37.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.57% | 18.29% | +48.28% |
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 7.55%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BZQ ProShares UltraShort MSCI Brazil Capped | 7.55% | 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 | 1.05% | 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 -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BZQ has higher volatility (12.15%) compared to VTI (4.08%). In terms of maximum drawdown, BZQ dropped -99.82% vs VTI's -55.45%.
On 10-year performance, VTI leads with 14.67% vs -34.79% for BZQ. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.08%. 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 14.67% return vs -34.79%. 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 7.55%, compared with 1.05% 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 (1.71 vs -1.01), 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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