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TOLZ vs. BN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOLZ vs. BN - Performance Comparison

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

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TOLZ vs. BN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
11.27%14.76%11.67%6.18%-4.25%20.47%-9.46%26.84%-7.90%13.28%
BN
Brookfield Corp
-11.65%20.54%44.18%28.60%-34.80%49.30%8.99%52.68%-10.65%33.82%

Returns By Period

In the year-to-date period, TOLZ achieves a 11.27% return, which is significantly higher than BN's -11.65% return. Over the past 10 years, TOLZ has underperformed BN with an annualized return of 8.41%, while BN has yielded a comparatively higher 13.94% annualized return.


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%

BN

1D
4.52%
1M
-7.52%
YTD
-11.65%
6M
-11.21%
1Y
16.52%
3Y*
23.90%
5Y*
12.06%
10Y*
13.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TOLZ vs. BN — Risk / Return Rank

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

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

BN
BN Risk / Return Rank: 5959
Overall Rank
BN Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BN Sortino Ratio Rank: 5353
Sortino Ratio Rank
BN Omega Ratio Rank: 5454
Omega Ratio Rank
BN Calmar Ratio Rank: 6161
Calmar Ratio Rank
BN Martin Ratio Rank: 6565
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.

TOLZ vs. BN - Risk-Adjusted Trends Comparison

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


TOLZBNDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.50

+0.94

Sortino ratio

Return per unit of downside risk

1.94

0.89

+1.05

Omega ratio

Gain probability vs. loss probability

1.28

1.12

+0.16

Calmar ratio

Return relative to maximum drawdown

2.14

0.81

+1.34

Martin ratio

Return relative to average drawdown

10.58

2.40

+8.18

TOLZ vs. BN - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.44, which is higher than the BN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TOLZ and BN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TOLZBNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.50

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.39

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.47

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.30

+0.12

Correlation

The correlation between TOLZ and BN is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TOLZ vs. BN - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 3.66%, more than BN's 0.62% yield.


TTM20252024202320222021202020192018201720162015
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%
BN
Brookfield Corp
0.62%0.52%0.56%0.70%1.44%1.12%1.55%1.11%1.56%1.29%1.58%1.50%

Drawdowns

TOLZ vs. BN - Drawdown Comparison

The maximum TOLZ drawdown since its inception was -39.33%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for TOLZ and BN.


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Drawdown Indicators


TOLZBNDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-82.22%

+42.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-22.05%

+13.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-41.85%

+20.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-51.42%

+12.09%

Current Drawdown

Current decline from peak

-3.16%

-17.55%

+14.39%

Average Drawdown

Average peak-to-trough decline

-6.70%

-28.61%

+21.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

7.40%

-5.61%

Volatility

TOLZ vs. BN - Volatility Comparison

The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.63%, while Brookfield Corp (BN) has a volatility of 9.96%. This indicates that TOLZ experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLZBNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

9.96%

-6.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

21.50%

-14.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

33.43%

-20.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

30.94%

-17.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

30.06%

-13.76%