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MPLY vs. TOLZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPLY vs. TOLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monopoly ETF (MPLY) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). The values are adjusted to include any dividend payments, if applicable.

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MPLY vs. TOLZ - Yearly Performance Comparison


2026 (YTD)2025
MPLY
Monopoly ETF
-8.55%20.40%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
11.27%4.00%

Returns By Period

In the year-to-date period, MPLY achieves a -8.55% return, which is significantly lower than TOLZ's 11.27% return.


MPLY

1D
3.60%
1M
-5.59%
YTD
-8.55%
6M
-5.92%
1Y
3Y*
5Y*
10Y*

TOLZ

1D
0.38%
1M
-2.88%
YTD
11.27%
6M
12.10%
1Y
18.59%
3Y*
13.80%
5Y*
10.31%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPLY vs. TOLZ - Expense Ratio Comparison

MPLY has a 0.79% expense ratio, which is higher than TOLZ's 0.46% expense ratio.


Return for Risk

MPLY vs. TOLZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPLY

TOLZ
TOLZ Risk / Return Rank: 7979
Overall Rank
TOLZ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 7575
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 7979
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 8888
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.

MPLY vs. TOLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monopoly ETF (MPLY) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MPLY vs. TOLZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MPLYTOLZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.42

+0.37

Correlation

The correlation between MPLY and TOLZ is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MPLY vs. TOLZ - Dividend Comparison

MPLY's dividend yield for the trailing twelve months is around 0.14%, less than TOLZ's 3.66% yield.


TTM20252024202320222021202020192018201720162015
MPLY
Monopoly ETF
0.14%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
3.66%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%

Drawdowns

MPLY vs. TOLZ - Drawdown Comparison

The maximum MPLY drawdown since its inception was -13.46%, smaller than the maximum TOLZ drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MPLY and TOLZ.


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Drawdown Indicators


MPLYTOLZDifference

Max Drawdown

Largest peak-to-trough decline

-13.46%

-39.33%

+25.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

-10.34%

-3.16%

-7.18%

Average Drawdown

Average peak-to-trough decline

-2.08%

-6.70%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

Volatility

MPLY vs. TOLZ - Volatility Comparison


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Volatility by Period


MPLYTOLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

12.97%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

13.90%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

16.30%

-1.21%