TOLZ vs. GII
Compare and contrast key facts about ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and SPDR S&P Global Infrastructure ETF (GII).
TOLZ and GII are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOLZ is a passively managed fund by ProShares that tracks the performance of the Dow Jones Brookfield Global Infrastructure Composite Index. It was launched on Mar 25, 2014. GII is a passively managed fund by State Street that tracks the performance of the S&P Global Infrastructure. It was launched on Jan 25, 2007. Both TOLZ and GII are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOLZ or GII.
Key characteristics
| TOLZ | GII | |
|---|---|---|
| YTD Return | 13.55% | 15.17% |
| 1Y Return | 20.12% | 23.70% |
| 3Y Return (Ann) | 5.87% | 7.34% |
| 5Y Return (Ann) | 5.67% | 5.83% |
| 10Y Return (Ann) | 4.77% | 5.57% |
| Sharpe Ratio | 1.82 | 2.01 |
| Sortino Ratio | 2.55 | 2.76 |
| Omega Ratio | 1.33 | 1.35 |
| Calmar Ratio | 1.86 | 2.25 |
| Martin Ratio | 9.00 | 10.86 |
| Ulcer Index | 2.26% | 2.17% |
| Daily Std Dev | 11.20% | 11.70% |
| Max Drawdown | -39.33% | -50.97% |
| Current Drawdown | -1.93% | -3.61% |
Correlation
The correlation between TOLZ and GII is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TOLZ vs. GII - Performance Comparison
In the year-to-date period, TOLZ achieves a 13.55% return, which is significantly lower than GII's 15.17% return. Over the past 10 years, TOLZ has underperformed GII with an annualized return of 4.77%, while GII has yielded a comparatively higher 5.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TOLZ vs. GII - Expense Ratio Comparison
TOLZ has a 0.46% expense ratio, which is higher than GII's 0.40% expense ratio.
Risk-Adjusted Performance
TOLZ vs. GII - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and SPDR S&P Global Infrastructure ETF (GII). 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.
Dividends
TOLZ vs. GII - Dividend Comparison
TOLZ's dividend yield for the trailing twelve months is around 3.44%, which matches GII's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 3.44% | 3.34% | 3.00% | 3.28% | 3.17% | 2.96% | 3.63% | 3.30% | 2.96% | 4.52% | 2.03% | 0.00% |
GII SPDR S&P Global Infrastructure ETF | 3.41% | 3.70% | 3.07% | 3.88% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% | 3.12% | 4.12% |
Drawdowns
TOLZ vs. GII - Drawdown Comparison
The maximum TOLZ drawdown since its inception was -39.33%, smaller than the maximum GII drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for TOLZ and GII. For additional features, visit the drawdowns tool.
Volatility
TOLZ vs. GII - Volatility Comparison
The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.17%, while SPDR S&P Global Infrastructure ETF (GII) has a volatility of 3.54%. This indicates that TOLZ experiences smaller price fluctuations and is considered to be less risky than GII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.