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COIA vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COIA vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra COIN (COIA) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COIA achieves a -63.09% return, which is significantly lower than QLD's 29.58% return.


COIA

1D
1.80%
1M
-24.24%
YTD
-63.09%
6M
-69.46%
1Y
3Y*
5Y*
10Y*

QLD

1D
-6.61%
1M
-2.02%
YTD
29.58%
6M
26.13%
1Y
66.80%
3Y*
43.61%
5Y*
21.41%
10Y*
36.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COIA vs. QLD - Yearly Performance Comparison


2026 (YTD)2025
COIA
ProShares Ultra COIN
-63.09%-58.83%
QLD
ProShares Ultra QQQ
29.58%9.66%

Correlation

The correlation between COIA and QLD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.57

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Return for Risk

COIA vs. QLD — Risk / Return Rank

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

COIA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QLD
QLD Risk / Return Rank: 5353
Overall Rank
QLD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 4949
Sortino Ratio Rank
QLD Omega Ratio Rank: 5151
Omega Ratio Rank
QLD Calmar Ratio Rank: 5656
Calmar Ratio Rank
QLD Martin Ratio Rank: 5454
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.

COIA vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra COIN (COIA) and ProShares Ultra QQQ (QLD). 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.


COIAQLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

9.05

COIA vs. QLD - Sharpe Ratio Comparison


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Drawdowns

COIA vs. QLD - Drawdown Comparison

The maximum COIA drawdown since its inception was -90.45%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for COIA and QLD.


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Drawdown Indicators


COIAQLDDifference

Max Drawdown

Largest peak-to-trough decline

-90.45%

-83.13%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

Current Drawdown

Current decline from peak

-89.07%

-9.26%

-79.81%

Average Drawdown

Average peak-to-trough decline

-63.26%

-18.14%

-45.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

Volatility

COIA vs. QLD - Volatility Comparison


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Volatility by Period


COIAQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.22%

Volatility (6M)

Calculated over the trailing 6-month period

28.95%

Volatility (1Y)

Calculated over the trailing 1-year period

140.04%

35.77%

+104.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

140.04%

45.34%

+94.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

140.04%

44.80%

+95.24%

COIA vs. QLD - Expense Ratio Comparison

COIA has a 1.06% expense ratio, which is higher than QLD's 0.95% expense ratio.


Dividends

COIA vs. QLD - Dividend Comparison

COIA's dividend yield for the trailing twelve months is around 4.84%, more than QLD's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
COIA
ProShares Ultra COIN
4.84%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QLD
ProShares Ultra QQQ
0.13%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%

Frequently Asked Questions


COIA and QLD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QLD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QLD is cheaper with a 0.95% expense ratio, compared with 1.06% for COIA.

COIA has the higher dividend yield at 4.84%, compared with 0.13% for QLD.

COIA tracks Coinbase Global, Inc., while QLD tracks NASDAQ-100 Index (200%). Their fees differ too: 1.06% for COIA and 0.95% for QLD.

Portfolio Optimizer

Find the right allocation for COIA and QLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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