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BZQ vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.5

Performance

BZQ vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Brazil Capped (BZQ) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-99.15%
738.76%
BZQ
VTI

Key characteristics

Sharpe Ratio

BZQ:

1.74

VTI:

2.10

Sortino Ratio

BZQ:

2.46

VTI:

2.80

Omega Ratio

BZQ:

1.29

VTI:

1.39

Calmar Ratio

BZQ:

0.77

VTI:

3.14

Martin Ratio

BZQ:

7.96

VTI:

13.44

Ulcer Index

BZQ:

9.58%

VTI:

2.00%

Daily Std Dev

BZQ:

43.86%

VTI:

12.79%

Max Drawdown

BZQ:

-99.61%

VTI:

-55.45%

Current Drawdown

BZQ:

-99.26%

VTI:

-3.03%

Returns By Period

In the year-to-date period, BZQ achieves a 88.33% return, which is significantly higher than VTI's 24.89% return. Over the past 10 years, BZQ has underperformed VTI with an annualized return of -31.11%, while VTI has yielded a comparatively higher 12.52% annualized return.


BZQ

YTD

88.33%

1M

22.87%

6M

25.70%

1Y

81.63%

5Y*

-24.05%

10Y*

-31.11%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

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


BZQ vs. VTI - Expense Ratio Comparison

BZQ has a 0.95% expense ratio, which is higher than VTI's 0.03% expense ratio.


BZQ
ProShares UltraShort MSCI Brazil Capped
Expense ratio chart for BZQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for BZQ, currently valued at 1.74, compared to the broader market0.002.004.001.742.10
The chart of Sortino ratio for BZQ, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.462.80
The chart of Omega ratio for BZQ, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.39
The chart of Calmar ratio for BZQ, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.773.14
The chart of Martin ratio for BZQ, currently valued at 7.96, compared to the broader market0.0020.0040.0060.0080.00100.007.9613.44
BZQ
VTI

The current BZQ Sharpe Ratio is 1.74, which is comparable to the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BZQ and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.74
2.10
BZQ
VTI

Dividends

BZQ vs. VTI - Dividend Comparison

BZQ's dividend yield for the trailing twelve months is around 2.11%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
BZQ
ProShares UltraShort MSCI Brazil Capped
2.11%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
0.93%1.44%1.67%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.26%
-3.03%
BZQ
VTI

Volatility

BZQ vs. VTI - Volatility Comparison

ProShares UltraShort MSCI Brazil Capped (BZQ) has a higher volatility of 21.15% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.15%
4.00%
BZQ
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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