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TOLZ vs. BKGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOLZ vs. BKGI - Performance Comparison

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

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Returns By Period

In the year-to-date period, TOLZ achieves a 12.26% return, which is significantly lower than BKGI's 14.23% return.


TOLZ

1D
-0.70%
1M
0.30%
6M
7.13%
YTD
12.26%
1Y
15.76%
3Y*
14.11%
5Y*
8.83%
10Y*
7.50%
ALL TIME*
6.71%

BKGI

1D
-0.29%
1M
1.55%
6M
8.99%
YTD
14.23%
1Y
20.08%
3Y*
21.24%
5Y*
10Y*
ALL TIME*
21.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.95M$14.99M$11.61M
$2.85M$1.54M$1.36M

TOLZ vs. BKGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
12.26%14.76%11.67%6.18%4.58%
BKGI
Bny Mellon Global Infrastructure Income ETF
14.23%37.53%12.35%9.72%8.54%

Correlation

The correlation between TOLZ and BKGI is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2022

0.83

The correlation between TOLZ and BKGI shifts across timeframes, from 0.73 (1 year) to 0.83 (3 years), reflecting how their relationship changes across market environments.

TOLZ vs. BKGI - Sectors Allocation Comparison


Sectors
TOLZ
BKGI

Energy

36.4%
21.1%

Utilities

24.2%
46.0%

Real Estate

6.9%
19.0%

Industrials

4.8%
11.5%

Consumer Defensive

4.1%

-

Financial Services

2.0%

-

Consumer Cyclical

0.8%

-

Technology

0.7%

-

Basic Materials

-

-

Communication Services

-

2.5%

Healthcare

-

-

Energy

TOLZ
36.4%
BKGI
21.1%

Utilities

TOLZ
24.2%
BKGI
46.0%

Real Estate

TOLZ
6.9%
BKGI
19.0%

Industrials

TOLZ
4.8%
BKGI
11.5%

Consumer Defensive

TOLZ
4.1%
BKGI

-

Financial Services

TOLZ
2.0%
BKGI

-

Consumer Cyclical

TOLZ
0.8%
BKGI

-

Technology

TOLZ
0.7%
BKGI

-

Basic Materials

TOLZ

-

BKGI

-

Communication Services

TOLZ

-

BKGI
2.5%

Healthcare

TOLZ

-

BKGI

-

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Return for Risk

TOLZ vs. BKGI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TOLZ
TOLZ Risk / Return Rank: 7171
Overall Rank
TOLZ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 6969
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 6262
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 8484
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 7272
Martin Ratio Rank

BKGI
BKGI Risk / Return Rank: 8080
Overall Rank
BKGI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 7878
Sortino Ratio Rank
BKGI Omega Ratio Rank: 7878
Omega Ratio Rank
BKGI Calmar Ratio Rank: 8686
Calmar Ratio Rank
BKGI Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TOLZ vs. BKGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and Bny Mellon Global Infrastructure Income ETF (BKGI). 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.


TOLZBKGIDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.06

Calmar ratioReturn relative to maximum drawdown

3.20

3.38

-0.18

Martin ratioReturn relative to average drawdown

8.87

10.08

-1.22

TOLZ vs. BKGI - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.55, which is comparable to the BKGI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of TOLZ and BKGI, 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

TOLZ vs. BKGI - Drawdown Comparison

The maximum TOLZ drawdown since its inception was -39.33%, which is greater than BKGI's maximum drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for TOLZ and BKGI.


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Drawdown Indicators


TOLZBKGIDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-14.79%

-24.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-6.16%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-9.26%

-11.37%

+2.11%

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

-2.30%

-1.78%

-0.52%

Average Drawdown

Average peak-to-trough decline

-6.57%

-2.54%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.06%

-0.20%

Volatility

TOLZ vs. BKGI - Volatility Comparison

ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) has a higher volatility of 3.58% compared to Bny Mellon Global Infrastructure Income ETF (BKGI) at 3.04%. This indicates that TOLZ's price experiences larger fluctuations and is considered to be riskier than BKGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLZBKGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.04%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

9.55%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

11.58%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

13.95%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

13.95%

+2.28%

TOLZ vs. BKGI - Expense Ratio Comparison

TOLZ has a 0.46% expense ratio, which is lower than BKGI's 0.65% expense ratio.


Dividends

TOLZ vs. BKGI - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 2.97%, more than BKGI's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
BKGI
Bny Mellon Global Infrastructure Income ETF
2.89%2.65%4.55%4.55%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
2.97%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%

Frequently Asked Questions


TOLZ and BKGI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOLZ has higher volatility (3.58%) compared to BKGI (3.04%). In terms of maximum drawdown, TOLZ dropped -39.33% vs BKGI's -14.79%.

On 3-year performance, BKGI leads with 21.24% vs 14.11% for TOLZ. On fees, TOLZ is cheaper at 0.46% per year. On volatility, BKGI has been the lower-risk option at 3.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BKGI has performed better with a 21.24% return vs 14.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TOLZ is cheaper with a 0.46% expense ratio, compared with 0.65% for BKGI.

TOLZ has the higher dividend yield at 2.97%, compared with 2.89% for BKGI.

They also come from different issuers: ProShares and BNY Mellon. Their fees differ too: 0.46% for TOLZ and 0.65% for BKGI.

BKGI currently has the higher Sharpe Ratio (1.80 vs 1.55), 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 TOLZ and BKGI

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