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CURE vs. QLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CURE and QLD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

CURE vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%NovemberDecember2025FebruaryMarchApril
1,826.62%
3,508.49%
CURE
QLD

Key characteristics

Sharpe Ratio

CURE:

-0.44

QLD:

0.20

Sortino Ratio

CURE:

-0.36

QLD:

0.63

Omega Ratio

CURE:

0.95

QLD:

1.09

Calmar Ratio

CURE:

-0.41

QLD:

0.24

Martin Ratio

CURE:

-0.94

QLD:

0.74

Ulcer Index

CURE:

19.78%

QLD:

13.66%

Daily Std Dev

CURE:

42.74%

QLD:

50.13%

Max Drawdown

CURE:

-69.19%

QLD:

-83.13%

Current Drawdown

CURE:

-38.60%

QLD:

-27.13%

Returns By Period

In the year-to-date period, CURE achieves a -5.19% return, which is significantly higher than QLD's -19.08% return. Over the past 10 years, CURE has underperformed QLD with an annualized return of 9.72%, while QLD has yielded a comparatively higher 25.20% annualized return.


CURE

YTD

-5.19%

1M

-16.60%

6M

-25.94%

1Y

-16.39%

5Y*

9.31%

10Y*

9.72%

QLD

YTD

-19.08%

1M

-6.73%

6M

-15.00%

1Y

7.26%

5Y*

25.70%

10Y*

25.20%

*Annualized

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CURE vs. QLD - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than QLD's 0.95% expense ratio.


Expense ratio chart for CURE: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CURE: 1.08%
Expense ratio chart for QLD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QLD: 0.95%

Risk-Adjusted Performance

CURE vs. QLD — Risk-Adjusted Performance Rank

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

CURE
The Risk-Adjusted Performance Rank of CURE is 66
Overall Rank
The Sharpe Ratio Rank of CURE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CURE is 88
Sortino Ratio Rank
The Omega Ratio Rank of CURE is 88
Omega Ratio Rank
The Calmar Ratio Rank of CURE is 44
Calmar Ratio Rank
The Martin Ratio Rank of CURE is 77
Martin Ratio Rank

QLD
The Risk-Adjusted Performance Rank of QLD is 4343
Overall Rank
The Sharpe Ratio Rank of QLD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of QLD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of QLD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of QLD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of QLD is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CURE vs. QLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) 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.


The chart of Sharpe ratio for CURE, currently valued at -0.44, compared to the broader market-1.000.001.002.003.004.00
CURE: -0.44
QLD: 0.20
The chart of Sortino ratio for CURE, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.00
CURE: -0.36
QLD: 0.63
The chart of Omega ratio for CURE, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
CURE: 0.95
QLD: 1.09
The chart of Calmar ratio for CURE, currently valued at -0.41, compared to the broader market0.002.004.006.008.0010.0012.00
CURE: -0.41
QLD: 0.24
The chart of Martin ratio for CURE, currently valued at -0.94, compared to the broader market0.0020.0040.0060.00
CURE: -0.94
QLD: 0.74

The current CURE Sharpe Ratio is -0.44, which is lower than the QLD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of CURE and QLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.44
0.20
CURE
QLD

Dividends

CURE vs. QLD - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.22%, more than QLD's 0.28% yield.


TTM20242023202220212020201920182017201620152014
CURE
Direxion Daily Healthcare Bull 3x Shares
1.22%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%0.00%0.00%0.00%
QLD
ProShares Ultra QQQ
0.28%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.90%0.11%0.19%

Drawdowns

CURE vs. QLD - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for CURE and QLD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.60%
-27.13%
CURE
QLD

Volatility

CURE vs. QLD - Volatility Comparison

The current volatility for Direxion Daily Healthcare Bull 3x Shares (CURE) is 27.89%, while ProShares Ultra QQQ (QLD) has a volatility of 32.70%. This indicates that CURE experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.89%
32.70%
CURE
QLD