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ZPR.TO vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPR.TO vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Laddered Preferred Share Index ETF (ZPR.TO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPR.TO is traded in CAD, while UVXY is traded in USD. To make them comparable, the UVXY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPR.TO achieves a 6.02% return, which is significantly higher than UVXY's -18.03% return. Over the past 10 years, ZPR.TO has outperformed UVXY with an annualized return of 8.11%, while UVXY has yielded a comparatively lower -72.47% annualized return.


ZPR.TO

1D
-0.16%
1M
0.89%
YTD
6.02%
6M
7.47%
1Y
18.85%
3Y*
20.00%
5Y*
7.74%
10Y*
8.11%

UVXY

1D
0.17%
1M
-20.54%
YTD
-18.03%
6M
-37.61%
1Y
-72.56%
3Y*
-64.13%
5Y*
-66.98%
10Y*
-72.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPR.TO vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPR.TO
BMO Laddered Preferred Share Index ETF
6.02%18.58%26.58%7.21%-17.66%23.77%6.00%2.10%-9.86%14.55%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-18.03%-66.91%-46.68%-87.97%-40.88%-88.43%-18.77%-85.00%73.68%-94.54%

Correlation

The correlation between ZPR.TO and UVXY is -0.18, 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

-0.18

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

-0.21

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

-0.24

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

-0.24

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2012

-0.20

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Return for Risk

ZPR.TO vs. UVXY — Risk / Return Rank

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

ZPR.TO
ZPR.TO Risk / Return Rank: 9797
Overall Rank
ZPR.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ZPR.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZPR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZPR.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
ZPR.TO Martin Ratio Rank: 9797
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: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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.

ZPR.TO vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Laddered Preferred Share Index ETF (ZPR.TO) 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.


ZPR.TOUVXYDifference
Sharpe ratioReturn per unit of total volatility

+5.24

Sortino ratioReturn per unit of downside risk

+8.30

Omega ratioGain probability vs. loss probability

1.95

0.82

+1.13

Calmar ratioReturn relative to maximum drawdown

7.67

-0.97

+8.64

Martin ratioReturn relative to average drawdown

45.38

-1.32

+46.70

ZPR.TO vs. UVXY - Sharpe Ratio Comparison

The current ZPR.TO Sharpe Ratio is 4.38, which is higher than the UVXY Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of ZPR.TO 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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Sharpe Ratios by Period


ZPR.TOUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.38

-0.86

+5.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

-0.63

+1.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

-0.62

+1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.66

+1.00

Drawdowns

ZPR.TO vs. UVXY - Drawdown Comparison

The maximum ZPR.TO drawdown since its inception was -44.92%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ZPR.TO and UVXY.


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Drawdown Indicators


ZPR.TOUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-44.92%

-100.00%

+55.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-74.85%

+72.38%

Max Drawdown (3Y)

Largest decline over 3 years

-8.75%

-95.34%

+86.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-99.65%

+76.59%

Max Drawdown (10Y)

Largest decline over 10 years

-44.05%

-100.00%

+55.95%

Current Drawdown

Current decline from peak

-0.59%

-100.00%

+99.41%

Average Drawdown

Average peak-to-trough decline

-9.37%

-98.60%

+89.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

54.99%

-54.57%

Volatility

ZPR.TO vs. UVXY - Volatility Comparison

The current volatility for BMO Laddered Preferred Share Index ETF (ZPR.TO) is 1.14%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.86%. This indicates that ZPR.TO 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


ZPR.TOUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

11.86%

-10.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

62.94%

-60.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

84.88%

-80.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

106.26%

-97.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

116.78%

-105.28%

ZPR.TO vs. UVXY - Expense Ratio Comparison

ZPR.TO has a 0.45% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

ZPR.TO vs. UVXY - Dividend Comparison

ZPR.TO's dividend yield for the trailing twelve months is around 5.07%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
ZPR.TO
BMO Laddered Preferred Share Index ETF
5.07%4.86%4.93%5.92%5.97%4.66%5.48%5.24%4.70%3.94%4.97%5.32%

Frequently Asked Questions


ZPR.TO and UVXY have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPR.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPR.TO is cheaper with a 0.45% expense ratio, compared with 0.95% for UVXY.

ZPR.TO is categorized as Preferred Stock/Convertible Bonds, while UVXY is Volatility. ZPR.TO tracks Solactive Laddered Canadian Preferred Share Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). They also come from different issuers: BMO and ProShares. Their fees differ too: 0.45% for ZPR.TO and 0.95% for UVXY.

Portfolio Optimizer

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