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TOLZ vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOLZ vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 10.37% return, which is significantly higher than UVXY's -23.04% return. Over the past 10 years, TOLZ has outperformed UVXY with an annualized return of 7.76%, while UVXY has yielded a comparatively lower -73.88% annualized return.


TOLZ

1D
-1.53%
1M
-3.83%
YTD
10.37%
6M
10.49%
1Y
13.79%
3Y*
14.53%
5Y*
8.32%
10Y*
7.76%

UVXY

1D
-1.25%
1M
-15.98%
YTD
-23.04%
6M
-25.05%
1Y
-71.58%
3Y*
-62.12%
5Y*
-66.83%
10Y*
-73.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOLZ vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
10.37%14.76%11.67%6.18%-4.25%20.47%-9.46%26.84%-7.90%13.28%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.04%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between TOLZ and UVXY is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.31

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

-0.44

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

-0.49

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

-0.50

Over the past year, the inverse relationship between TOLZ and UVXY has weakened: their correlation has moved from -0.50 to -0.15, meaning they move in opposite directions less often than they have historically.

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Return for Risk

TOLZ vs. UVXY — Risk / Return Rank

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

TOLZ
TOLZ Risk / Return Rank: 4646
Overall Rank
TOLZ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 4141
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 3838
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 6161
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 5050
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY 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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


TOLZUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.23

0.83

+0.40

Calmar ratioReturn relative to maximum drawdown

2.68

-0.98

+3.66

Martin ratioReturn relative to average drawdown

7.65

-1.42

+9.08

TOLZ vs. UVXY - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.32, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of TOLZ and UVXY, 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. UVXY - Drawdown Comparison

The maximum TOLZ drawdown since its inception was -39.33%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TOLZ and UVXY.


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Drawdown Indicators


TOLZUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-100.00%

+60.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-72.99%

+67.81%

Max Drawdown (3Y)

Largest decline over 3 years

-11.94%

-94.91%

+82.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-99.71%

+77.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-100.00%

+60.67%

Current Drawdown

Current decline from peak

-3.95%

-100.00%

+96.05%

Average Drawdown

Average peak-to-trough decline

-6.61%

-98.75%

+92.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

51.19%

-49.38%

Volatility

TOLZ vs. UVXY - Volatility Comparison

The current volatility for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) is 3.54%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.80%. This indicates that TOLZ experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLZUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

25.80%

-22.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

66.21%

-57.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

85.44%

-74.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

103.95%

-89.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

112.37%

-96.14%

TOLZ vs. UVXY - Expense Ratio Comparison

TOLZ has a 0.46% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

TOLZ vs. UVXY - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 3.69%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
3.69%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TOLZ and UVXY have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.80%) compared to TOLZ (3.54%). In terms of maximum drawdown, TOLZ dropped -39.33% vs UVXY's -100.00%.

On 10-year performance, TOLZ leads with 7.76% vs -73.88% for UVXY. On fees, TOLZ is cheaper at 0.46% per year. On volatility, TOLZ has been the lower-risk option at 3.54%. 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 7.76% return vs -73.88%. 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 0.95% for UVXY.

TOLZ has the higher dividend yield at 3.69%, compared with 0.00% for UVXY.

TOLZ is categorized as Industrials Equities, while UVXY is Volatility. TOLZ tracks Dow Jones Brookfield Global Infrastructure Composite Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.46% for TOLZ and 0.95% for UVXY.

TOLZ currently has the higher Sharpe Ratio (1.32 vs -0.84), 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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