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PST vs. BZQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PST vs. BZQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and ProShares UltraShort MSCI Brazil Capped (BZQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PST achieves a 4.69% return, which is significantly higher than BZQ's -21.13% return. Over the past 10 years, PST has outperformed BZQ with an annualized return of 2.73%, while BZQ has yielded a comparatively lower -36.28% annualized return.


PST

1D
-0.27%
1M
-0.60%
YTD
4.69%
6M
5.06%
1Y
3.06%
3Y*
5.23%
5Y*
9.44%
10Y*
2.73%

BZQ

1D
0.89%
1M
11.08%
YTD
-21.13%
6M
-22.40%
1Y
-45.58%
3Y*
-19.62%
5Y*
-21.05%
10Y*
-36.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. BZQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PST
ProShares UltraShort 7-10 Year Treasury
4.69%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%
BZQ
ProShares UltraShort MSCI Brazil Capped
-21.13%-57.90%98.84%-49.11%-44.20%6.45%-52.88%-48.20%-21.52%-49.73%

Correlation

The correlation between PST and BZQ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2009

-0.12

The correlation between PST and BZQ shifts across timeframes, from -0.12 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PST vs. BZQ — Risk / Return Rank

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

PST
PST Risk / Return Rank: 1313
Overall Rank
PST Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PST Sortino Ratio Rank: 1212
Sortino Ratio Rank
PST Omega Ratio Rank: 1212
Omega Ratio Rank
PST Calmar Ratio Rank: 1414
Calmar Ratio Rank
PST Martin Ratio Rank: 1212
Martin Ratio Rank

BZQ
BZQ Risk / Return Rank: 33
Overall Rank
BZQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BZQ Sortino Ratio Rank: 22
Sortino Ratio Rank
BZQ Omega Ratio Rank: 22
Omega Ratio Rank
BZQ Calmar Ratio Rank: 33
Calmar Ratio Rank
BZQ Martin Ratio Rank: 44
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.

PST vs. BZQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and ProShares UltraShort MSCI Brazil Capped (BZQ). 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.


PSTBZQDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.06

0.85

+0.21

Calmar ratioReturn relative to maximum drawdown

0.45

-0.70

+1.15

Martin ratioReturn relative to average drawdown

0.80

-1.10

+1.90

PST vs. BZQ - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.32, which is higher than the BZQ Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of PST and BZQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PST vs. BZQ - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, smaller than the maximum BZQ drawdown of -99.82%. Use the drawdown chart below to compare losses from any high point for PST and BZQ.


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Drawdown Indicators


PSTBZQDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-99.82%

+20.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-65.20%

+58.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-77.31%

+61.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-88.65%

+72.46%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-99.26%

+63.19%

Current Drawdown

Current decline from peak

-64.08%

-99.74%

+35.66%

Average Drawdown

Average peak-to-trough decline

-61.48%

-84.56%

+23.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

41.49%

-37.66%

Volatility

PST vs. BZQ - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 2.73%, while ProShares UltraShort MSCI Brazil Capped (BZQ) has a volatility of 12.21%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than BZQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTBZQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

12.21%

-9.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

39.49%

-32.46%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

50.03%

-40.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

55.34%

-39.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

66.75%

-53.45%

PST vs. BZQ - Expense Ratio Comparison

Both PST and BZQ have an expense ratio of 0.95%.


Dividends

PST vs. BZQ - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.08%, less than BZQ's 7.00% yield.


PositionTTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
7.00%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%
PST
ProShares UltraShort 7-10 Year Treasury
3.08%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%

Frequently Asked Questions


PST and BZQ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BZQ has higher volatility (12.21%) compared to PST (2.73%). In terms of maximum drawdown, PST dropped -79.25% vs BZQ's -99.82%.

On 10-year performance, PST leads with 2.73% vs -36.28% for BZQ. Both ETFs have the same 0.95% expense ratio. On volatility, PST has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PST has performed better with a 2.73% return vs -36.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PST and BZQ have the same expense ratio: 0.95% per year.

BZQ has the higher dividend yield at 7.00%, compared with 3.08% for PST.

PST is categorized as Inverse Bonds, while BZQ is Leveraged Equities. PST tracks ICE U.S. Treasury 7-10 Year Bond Index, while BZQ tracks MSCI Brazil 25-50 (-200%).

PST currently has the higher Sharpe Ratio (0.32 vs -0.91), 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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