FXZ vs BOIL

Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and ProShares Ultra Bloomberg Natural Gas 2x Shares (BOIL, ETF).

5-Year PerformanceFXZ has outperformed BOIL, delivering a return of +11.0% compared to -70.0%

FXZ vs BOIL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXZ(ETF)	BOIL(ETF)
Net Assets	$368M	$369M
Expense Ratio	0.64%	N/A
Max Drawdown	65.99%	100.00%
Sharpe Ratio	1.71	-0.41
5Y Beta	1.01	0.00
P/E Ratio	33.02	N/A
Forward P/E	16.64	N/A
PEG Ratio	-0.06	N/A
5Y Dividends CAGR	9.01%	N/A
5Y EPS CAGR	14.29%	N/A
Debt to Equity	30.82%	N/A
P/S Ratio	1.81	N/A
P/B Ratio	2.74	N/A

Net Assets

FXZ

$368M

Winner

BOIL

$369M

Expense Ratio

FXZ

0.64%

BOIL

N/A

Max Drawdown

Winner

FXZ

65.99%

BOIL

100.00%

Sharpe Ratio

Winner

FXZ

1.71

BOIL

-0.41

5Y Beta

FXZ

1.01

Winner

BOIL

0.00

P/E Ratio

FXZ

33.02

BOIL

N/A

Forward P/E

FXZ

16.64

BOIL

N/A

PEG Ratio

FXZ

-0.06

BOIL

N/A

5Y Dividends CAGR

FXZ

9.01%

BOIL

N/A

5Y EPS CAGR

FXZ

14.29%

BOIL

N/A

Debt to Equity

FXZ

30.82%

BOIL

N/A

P/S Ratio

FXZ

1.81

BOIL

N/A

P/B Ratio

FXZ

2.74

BOIL

N/A

FXZ vs BOIL - Historical Returns

Returns include dividend reinvestment.

Period	FXZ	BOIL
1 month	+13.08%	-13.34%
3 months	+10.67%	-30.40%
6 months	+12.95%	-46.66%
1 year	+49.74%	-66.85%
5 years(CAGR)	+11.05%	-69.99%
10 years(CAGR)	+11.40%	-58.93%
Max(CAGR)	+9.57%	-58.06%

Winner

FXZ

+13.08%

BOIL

-13.34%

Winner

FXZ

+10.67%

BOIL

-30.40%

Winner

FXZ

+12.95%

BOIL

-46.66%

Winner

FXZ

+49.74%

BOIL

-66.85%

5Y(CAGR)

Winner

FXZ

+11.05%

BOIL

-69.99%

10Y(CAGR)

Winner

FXZ

+11.40%

BOIL

-58.93%

Max(CAGR)

Winner

FXZ

+9.57%

BOIL

-58.06%

FXZ vs BOIL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXZ	BOIL
2026	+32.21%	-55.95%
2025	+17.64%	-59.65%
2024	-16.23%	-62.62%
2023	+16.19%	-90.04%
2022	-0.61%	-35.60%
2021	+32.14%	+18.48%
2020	+23.28%	-73.53%
2019	+21.08%	-66.77%
2018	-24.45%	-23.61%
2017	+22.38%	-57.38%
2016	+30.33%	+5.57%
2015	-9.94%	-71.16%
2014	-0.28%	-60.91%
2013	+23.25%	+7.17%
2012	+22.00%	-61.55%
2011	-11.56%	-48.09%
2010	+24.41%	N/A
2009	+53.09%	N/A
2008	-43.60%	N/A
2007	+10.42%	N/A

FXZ vs BOIL Drawdown Comparison

The maximum drawdown for FXZ was -65.46%, occurring on Mar 6, 2009. Recovery took 648 trading sessions.

The maximum drawdown for BOIL was -100.00%, occurring on Aug 17, 2026. This drawdown has not yet recovered.

The current BOIL drawdown is -100.00%.

Rank	FXZ	BOIL
#1	-65.46% May 16, 2008 - Dec 10, 2010	-100.00% Oct 14, 2011 - Aug 17, 2026
#2	-49.41% Jan 26, 2018 - Nov 16, 2020	-5.86% Oct 6, 2011 - Oct 14, 2011
#3	-33.99% Apr 9, 2024 - Jan 9, 2026	N/A
#4	-32.59% May 10, 2011 - Dec 18, 2012	N/A
#5	-31.20% Apr 20, 2022 - Apr 3, 2024	N/A
#6	-26.86% Jul 3, 2014 - Jul 11, 2016	N/A
#7	-18.78% Jul 19, 2007 - Oct 5, 2007	N/A
#8	-18.28% Oct 29, 2007 - Apr 17, 2008	N/A
#9	-14.68% Jun 1, 2021 - Nov 11, 2021	N/A
#10	-12.75% Feb 11, 2026 - Apr 8, 2026	N/A
#11	-11.29% Jun 15, 2026 - Aug 17, 2026	N/A
#12	-10.88% Nov 12, 2021 - Jan 12, 2022	N/A
#13	-10.29% Jan 14, 2022 - Feb 16, 2022	N/A
#14	-10.17% Jan 12, 2021 - Feb 24, 2021	N/A
#15	-9.01% Feb 17, 2011 - May 10, 2011	N/A

Correlation

Correlation between FXZ and BOIL is -0.52 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.52

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