TOLZ vs. BN
TOLZ (ProShares DJ Brookfield Global Infrastructure ETF) is Industrials Equities fund tracking the Dow Jones Brookfield Global Infrastructure Composite Index, while BN (Brookfield Corporation) is a stock. Over the past 10 years, TOLZ returned 7.84%/yr vs 15.46%/yr for BN. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
TOLZ vs. BN - Performance Comparison
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Returns By Period
In the year-to-date period, TOLZ achieves a 11.11% return, which is significantly higher than BN's -3.51% return. Over the past 10 years, TOLZ has underperformed BN with an annualized return of 7.84%, while BN has yielded a comparatively higher 15.46% annualized return.
TOLZ
- 1D
- 0.45%
- 1M
- -3.18%
- YTD
- 11.11%
- 6M
- 12.03%
- 1Y
- 16.22%
- 3Y*
- 14.79%
- 5Y*
- 8.61%
- 10Y*
- 7.84%
BN
- 1D
- -0.70%
- 1M
- -2.58%
- YTD
- -3.51%
- 6M
- -4.10%
- 1Y
- 13.04%
- 3Y*
- 29.19%
- 5Y*
- 11.33%
- 10Y*
- 15.46%
TOLZ vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 11.11% | 14.76% | 11.67% | 6.18% | -4.25% | 20.47% | -9.46% | 26.84% | -7.90% | 13.28% |
BN Brookfield Corporation | -3.51% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between TOLZ and BN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2014 | 0.56 |
Over the past year, the correlation between TOLZ and BN has dropped to 0.19 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
TOLZ vs. BN — Risk / Return Rank
TOLZ
BN
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 Corporation (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.
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.
| TOLZ | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.10 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 0.59 | +2.55 |
| Martin ratioReturn relative to average drawdown | 9.12 | 1.62 | +7.51 |
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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
| TOLZ | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -82.22% | +42.89% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -22.05% | +16.87% |
Max Drawdown (3Y)Largest decline over 3 years | -11.94% | -27.84% | +15.90% |
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 DrawdownCurrent decline from peak | -3.30% | -9.95% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -28.50% | +21.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 8.08% | -6.30% |
Volatility
TOLZ vs. BN - Volatility Comparison
The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.17%, while Brookfield Corporation (BN) has a volatility of 7.00%. 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
| TOLZ | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 7.00% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 22.54% | -14.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 28.73% | -18.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 31.29% | -17.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 30.17% | -13.91% |
Dividends
TOLZ vs. BN - Dividend Comparison
TOLZ's dividend yield for the trailing twelve months is around 3.67%, more than BN's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | 0.59% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 3.67% | 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 BN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (7.00%) compared to TOLZ (3.17%). In terms of maximum drawdown, TOLZ dropped -39.33% vs BN's -82.22%.
TOLZ currently has the higher Sharpe Ratio (1.57 vs 0.46), 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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