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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 13.07% return, which is significantly higher than BTAL's -17.58% return. Over the past 10 years, TOLZ has outperformed BTAL with an annualized return of 7.45%, while BTAL has yielded a comparatively lower -4.85% annualized return.


TOLZ

1D
0.60%
1M
-0.10%
6M
13.42%
YTD
13.07%
1Y
17.79%
3Y*
13.99%
5Y*
8.93%
10Y*
7.45%

BTAL

1D
1.98%
1M
3.22%
6M
-14.80%
YTD
-17.58%
1Y
-28.86%
3Y*
-9.69%
5Y*
-4.64%
10Y*
-4.85%
*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
13.07%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
-17.58%-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 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

-0.11

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

-0.23

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

-0.25

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

-0.26

The correlation between TOLZ and BTAL shifts across timeframes, from -0.26 (all time) to 0.11 (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: 6868
Overall Rank
TOLZ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 6666
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 5959
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 8181
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 6868
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 11
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 11
Sortino Ratio Rank
BTAL Omega Ratio Rank: 11
Omega Ratio Rank
BTAL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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

+2.93

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

1.29

0.81

+0.48

Calmar ratioReturn relative to maximum drawdown

3.45

-0.84

+4.29

Martin ratioReturn relative to average drawdown

9.72

-1.61

+11.33

TOLZ vs. BTAL - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.68, which is higher than the BTAL Sharpe Ratio of -1.25. 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%

-34.61%

+29.43%

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

-1.59%

-48.63%

+47.04%

Average Drawdown

Average peak-to-trough decline

-6.60%

-22.15%

+15.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

18.00%

-16.17%

Volatility

TOLZ vs. BTAL - Volatility Comparison

The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.68%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 8.77%. 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

3.68%

8.77%

-5.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

17.19%

-8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

23.28%

-12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

19.23%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

17.36%

-1.13%

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 2.95%, less than BTAL's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.02%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
2.95%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 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (8.77%) compared to TOLZ (3.68%). In terms of maximum drawdown, TOLZ dropped -39.33% vs BTAL's -52.70%.

On 10-year performance, TOLZ leads with 7.45% vs -4.85% for BTAL. On fees, TOLZ is cheaper at 0.46% per year. On volatility, TOLZ has been the lower-risk option at 3.68%. 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 7.45% return vs -4.85%. 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.

BTAL has the higher dividend yield at 3.02%, compared with 2.95% for TOLZ.

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 (1.68 vs -1.25), 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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