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TOLZ vs. GII
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

TOLZ vs. GII - Performance Comparison

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

60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
73.33%
82.37%
TOLZ
GII

Key characteristics

Sharpe Ratio

TOLZ:

1.06

GII:

1.33

Sortino Ratio

TOLZ:

1.50

GII:

1.83

Omega Ratio

TOLZ:

1.19

GII:

1.23

Calmar Ratio

TOLZ:

1.13

GII:

1.99

Martin Ratio

TOLZ:

4.87

GII:

6.69

Ulcer Index

TOLZ:

2.53%

GII:

2.37%

Daily Std Dev

TOLZ:

11.61%

GII:

11.90%

Max Drawdown

TOLZ:

-39.33%

GII:

-50.98%

Current Drawdown

TOLZ:

-7.03%

GII:

-5.35%

Returns By Period

In the year-to-date period, TOLZ achieves a 10.51% return, which is significantly lower than GII's 13.70% return. Over the past 10 years, TOLZ has underperformed GII with an annualized return of 4.44%, while GII has yielded a comparatively higher 5.59% annualized return.


TOLZ

YTD

10.51%

1M

-5.99%

6M

9.99%

1Y

10.83%

5Y*

4.26%

10Y*

4.44%

GII

YTD

13.70%

1M

-3.71%

6M

9.23%

1Y

14.41%

5Y*

5.32%

10Y*

5.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TOLZ vs. GII - Expense Ratio Comparison

TOLZ has a 0.46% expense ratio, which is higher than GII's 0.40% expense ratio.


TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
Expense ratio chart for TOLZ: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for GII: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Sharpe ratio
The chart of Sharpe ratio for TOLZ, currently valued at 1.06, compared to the broader market0.002.004.001.061.33
The chart of Sortino ratio for TOLZ, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.501.83
The chart of Omega ratio for TOLZ, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.23
The chart of Calmar ratio for TOLZ, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.131.99
The chart of Martin ratio for TOLZ, currently valued at 4.87, compared to the broader market0.0020.0040.0060.0080.00100.004.876.69
TOLZ
GII

The current TOLZ Sharpe Ratio is 1.06, which is comparable to the GII Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TOLZ and GII, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.06
1.33
TOLZ
GII

Dividends

TOLZ vs. GII - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 2.82%, less than GII's 3.24% yield.


TTM20232022202120202019201820172016201520142013
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
2.82%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
3.24%5.94%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 -50.98%. Use the drawdown chart below to compare losses from any high point for TOLZ and GII. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.03%
-5.35%
TOLZ
GII

Volatility

TOLZ vs. GII - Volatility Comparison

ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and SPDR S&P Global Infrastructure ETF (GII) have volatilities of 4.48% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
4.48%
4.38%
TOLZ
GII
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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