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SIXH vs. BULZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIXH vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIXH achieves a 9.61% return, which is significantly lower than BULZ's 61.20% return.


SIXH

1D
0.55%
1M
0.87%
YTD
9.61%
6M
9.61%
1Y
13.50%
3Y*
13.19%
5Y*
9.64%
10Y*

BULZ

1D
-2.95%
1M
-4.19%
YTD
61.20%
6M
55.42%
1Y
175.88%
3Y*
82.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIXH vs. BULZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
9.61%9.47%12.06%4.93%6.90%0.53%
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
61.20%60.09%54.09%394.22%-92.26%9.17%

Correlation

The correlation between SIXH and BULZ is -0.16, 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

-0.16

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

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2021

0.17

The correlation between SIXH and BULZ shifts across timeframes, from -0.16 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SIXH vs. BULZ — Risk / Return Rank

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

SIXH
SIXH Risk / Return Rank: 5656
Overall Rank
SIXH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 6060
Sortino Ratio Rank
SIXH Omega Ratio Rank: 5151
Omega Ratio Rank
SIXH Calmar Ratio Rank: 6565
Calmar Ratio Rank
SIXH Martin Ratio Rank: 4949
Martin Ratio Rank

BULZ
BULZ Risk / Return Rank: 5959
Overall Rank
BULZ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
BULZ Omega Ratio Rank: 5454
Omega Ratio Rank
BULZ Calmar Ratio Rank: 6767
Calmar Ratio Rank
BULZ Martin Ratio Rank: 5151
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.

SIXH vs. BULZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ). 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.


SIXHBULZDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

3.11

3.26

-0.16

Martin ratioReturn relative to average drawdown

7.88

8.46

-0.58

SIXH vs. BULZ - Sharpe Ratio Comparison

The current SIXH Sharpe Ratio is 1.77, which is comparable to the BULZ Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SIXH and BULZ, 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

SIXH vs. BULZ - Drawdown Comparison

The maximum SIXH drawdown since its inception was -11.68%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for SIXH and BULZ.


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Drawdown Indicators


SIXHBULZDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-94.44%

+82.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

-54.22%

+49.86%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

-67.96%

+58.86%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

Current Drawdown

Current decline from peak

-0.47%

-24.05%

+23.58%

Average Drawdown

Average peak-to-trough decline

-1.84%

-58.04%

+56.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

20.87%

-19.15%

Volatility

SIXH vs. BULZ - Volatility Comparison

The current volatility for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) is 2.33%, while MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) has a volatility of 33.09%. This indicates that SIXH experiences smaller price fluctuations and is considered to be less risky than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIXHBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

33.09%

-30.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

62.60%

-56.53%

Volatility (1Y)

Calculated over the trailing 1-year period

7.68%

79.22%

-71.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

91.72%

-81.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

91.72%

-81.59%

SIXH vs. BULZ - Expense Ratio Comparison

SIXH has a 0.87% expense ratio, which is lower than BULZ's 0.95% expense ratio.


Dividends

SIXH vs. BULZ - Dividend Comparison

SIXH's dividend yield for the trailing twelve months is around 1.85%, while BULZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.85%2.23%1.55%2.04%2.06%1.65%1.10%

Frequently Asked Questions


SIXH and BULZ have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BULZ has higher volatility (33.09%) compared to SIXH (2.33%). In terms of maximum drawdown, SIXH dropped -11.68% vs BULZ's -94.44%.

On 3-year performance, BULZ leads with 82.14% vs 13.19% for SIXH. On fees, SIXH is cheaper at 0.87% per year. On volatility, SIXH has been the lower-risk option at 2.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BULZ has performed better with a 82.14% return vs 13.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIXH is cheaper with a 0.87% expense ratio, compared with 0.95% for BULZ.

SIXH has the higher dividend yield at 1.85%, compared with 0.00% for BULZ.

SIXH is categorized as Volatility Hedged Equity, while BULZ is Leveraged Equities. They also come from different issuers: Exchange Traded Concepts and BMO. Their fees differ too: 0.87% for SIXH and 0.95% for BULZ.

BULZ currently has the higher Sharpe Ratio (2.24 vs 1.77), 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.

Portfolio Optimizer

Find the right allocation for SIXH and BULZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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