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TOLZ vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOLZ vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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 11.11% return, which is significantly higher than BTAL's -24.11% return. Over the past 10 years, TOLZ has outperformed BTAL with an annualized return of 7.84%, while BTAL has yielded a comparatively lower -5.79% 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%

BTAL

1D
-0.36%
1M
-10.49%
YTD
-24.11%
6M
-22.69%
1Y
-38.86%
3Y*
-13.90%
5Y*
-5.99%
10Y*
-5.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOLZ vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-24.11%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between TOLZ and BTAL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

-0.14

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

-0.24

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

-0.26

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2014

-0.27

The correlation between TOLZ and BTAL shifts across timeframes, from -0.27 (all time) to 0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TOLZ vs. BTAL — Risk / Return Rank

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

TOLZ
TOLZ Risk / Return Rank: 5151
Overall Rank
TOLZ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 4646
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 4343
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 6565
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 5454
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 00
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
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. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


TOLZBTALDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.98

Omega ratioGain probability vs. loss probability

1.27

0.72

+0.55

Calmar ratioReturn relative to maximum drawdown

3.15

-1.00

+4.15

Martin ratioReturn relative to average drawdown

9.12

-1.84

+10.97

TOLZ vs. BTAL - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.57, which is higher than the BTAL Sharpe Ratio of -1.73. The chart below compares the historical Sharpe Ratios of TOLZ and BTAL, 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. BTAL - Drawdown Comparison

The maximum TOLZ drawdown since its inception was -39.33%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for TOLZ and BTAL.


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Drawdown Indicators


TOLZBTALDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-52.70%

+13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-38.86%

+33.68%

Max Drawdown (3Y)

Largest decline over 3 years

-11.94%

-47.83%

+35.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-47.83%

+25.98%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-52.70%

+13.37%

Current Drawdown

Current decline from peak

-3.30%

-52.70%

+49.40%

Average Drawdown

Average peak-to-trough decline

-6.61%

-22.05%

+15.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

21.09%

-19.31%

Volatility

TOLZ vs. BTAL - Volatility Comparison

The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.17%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 8.55%. This indicates that TOLZ experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLZBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

8.55%

-5.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

16.47%

-8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

22.63%

-12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

19.05%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

17.38%

-1.12%

TOLZ vs. BTAL - Expense Ratio Comparison

TOLZ has a 0.46% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

TOLZ vs. BTAL - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 3.67%, more than BTAL's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.28%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
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 BTAL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (8.55%) compared to TOLZ (3.17%). In terms of maximum drawdown, TOLZ dropped -39.33% vs BTAL's -52.70%.

On 10-year performance, TOLZ leads with 7.84% vs -5.79% for BTAL. On fees, TOLZ is cheaper at 0.46% per year. On volatility, TOLZ has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TOLZ has performed better with a 7.84% return vs -5.79%. 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 1.40% for BTAL.

TOLZ has the higher dividend yield at 3.67%, compared with 3.28% for BTAL.

TOLZ is categorized as Industrials Equities, while BTAL is Equity Market Neutral. They also come from different issuers: ProShares and AGF. Their fees differ too: 0.46% for TOLZ and 1.40% for BTAL.

TOLZ currently has the higher Sharpe Ratio (1.57 vs -1.73), 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

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