TOLZ vs. VTI

Last updated Jun 4, 2026

TOLZ (ProShares DJ Brookfield Global Infrastructure ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - TOLZ is a Industrials Equities fund tracking the Dow Jones Brookfield Global Infrastructure Composite Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, TOLZ returned 7.75%/yr vs 15.05%/yr for VTI. A 0.61 correlation means they provide meaningful diversification when combined. TOLZ charges 0.46%/yr vs 0.03%/yr for VTI.

Performance

TOLZ vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with TOLZ having a 11.31% return and VTI slightly lower at 11.20%. Over the past 10 years, TOLZ has underperformed VTI with an annualized return of 7.75%, while VTI has yielded a comparatively higher 15.05% annualized return.

TOLZ

• 1D: -0.10%
• 1M: -1.82%
• YTD: 11.31%
• 6M: 11.51%
• 1Y: 13.97%
• 3Y*: 14.17%
• 5Y*: 8.46%
• 10Y*: 7.75%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TOLZ vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TOLZ ProShares DJ Brookfield Global Infrastructure ETF	11.31%	14.76%	11.67%	6.18%	-4.25%	20.47%	-9.46%	26.84%	-7.90%	13.28%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between TOLZ and VTI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Mar 28, 2014	0.61

Over the past year, the correlation between TOLZ and VTI has dropped to 0.16 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

TOLZ vs. VTI - Sectors Allocation Comparison

Sectors	TOLZ	VTI
Energy	35.4%	3.7%
Utilities	22.2%	2.3%
Real Estate	8.0%	2.4%
Industrials	5.2%	9.8%
Consumer Defensive	4.5%	4.7%
Financial Services	2.0%	12.0%
Consumer Cyclical	0.8%	10.0%
Technology	0.4%	33.5%
Basic Materials	-	2.0%
Communication Services	-	10.3%
Healthcare	-	9.2%

Return for Risk

TOLZ vs. VTI — Risk / Return Rank

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

TOLZ

TOLZ Risk / Return Rank: 43
TOLZ Sharpe Ratio Rank: 38
TOLZ Sortino Ratio Rank: 38
TOLZ Omega Ratio Rank: 35
TOLZ Calmar Ratio Rank: 55
TOLZ Martin Ratio Rank: 49

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) and Vanguard Total Stock Market ETF (VTI). 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.

	TOLZ	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.36	2.33	-0.96
Sortino ratio: Return per unit of downside risk	1.99	3.18	-1.20
Omega ratio: Gain probability vs. loss probability	1.23	1.42	-0.18
Calmar ratio: Return relative to maximum drawdown	2.71	3.17	-0.46
Martin ratio: Return relative to average drawdown	8.20	14.62	-6.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOLZ vs. VTI - Sharpe Ratio Comparison

The current TOLZ Sharpe Ratio is 1.36, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of TOLZ and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TOLZ	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	2.33	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.73	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.82	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.51	-0.09

Drawdowns

TOLZ vs. VTI - Drawdown Comparison

The maximum TOLZ drawdown since its inception was -39.33%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TOLZ and VTI.

Drawdown Indicators

	TOLZ	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-39.33%	-55.45%	+16.12%
Max Drawdown (1Y) Largest decline over 1 year	-5.18%	-8.92%	+3.74%
Max Drawdown (3Y) Largest decline over 3 years	-11.94%	-19.30%	+7.36%
Max Drawdown (5Y) Largest decline over 5 years	-21.85%	-25.36%	+3.51%
Max Drawdown (10Y) Largest decline over 10 years	-39.33%	-35.00%	-4.33%
Current Drawdown Current decline from peak	-3.13%	-0.72%	-2.41%
Average Drawdown Average peak-to-trough decline	-6.63%	-8.03%	+1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	1.93%	-0.22%

Volatility

TOLZ vs. VTI - Volatility Comparison

ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) has a higher volatility of 3.37% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that TOLZ's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TOLZ	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	2.96%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	8.20%	9.13%	-0.93%
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	12.17%	-1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.99%	17.40%	-3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	18.30%	-2.01%

TOLZ vs. VTI - Expense Ratio Comparison

TOLZ has a 0.46% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

TOLZ vs. VTI - Dividend Comparison

TOLZ's dividend yield for the trailing twelve months is around 3.66%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TOLZ ProShares DJ Brookfield Global Infrastructure ETF	3.66%	3.99%	3.53%	3.34%	3.01%	3.28%	3.16%	2.96%	3.63%	3.30%	2.62%	3.67%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both TOLZ and VTI in my portfolio?

TOLZ and VTI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TOLZ or VTI?

TOLZ has higher volatility (3.37%) compared to VTI (2.96%). In terms of maximum drawdown, TOLZ dropped -39.33% vs VTI's -55.45%.

Which ETF is better, TOLZ or VTI?

On 10-year performance, VTI leads with 15.05% vs 7.75% for TOLZ. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TOLZ or VTI?

Over the 10-year period, VTI has performed better with a 15.05% return vs 7.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TOLZ or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.46% for TOLZ.

Which ETF pays a higher dividend yield, TOLZ or VTI?

TOLZ has the higher dividend yield at 3.66%, compared with 1.01% for VTI.

What is the main difference between TOLZ and VTI?

TOLZ is categorized as Industrials Equities, while VTI is Large Cap Blend Equities. TOLZ tracks Dow Jones Brookfield Global Infrastructure Composite Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.46% for TOLZ and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 1.36), 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.