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DRV vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRV vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bear 3x Shares (DRV) 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, DRV achieves a -29.93% return, which is significantly lower than QLD's 29.58% return. Over the past 10 years, DRV has underperformed QLD with an annualized return of -29.40%, while QLD has yielded a comparatively higher 36.27% annualized return.


DRV

1D
-4.91%
1M
-4.37%
YTD
-29.93%
6M
-30.51%
1Y
-22.15%
3Y*
-27.14%
5Y*
-17.01%
10Y*
-29.40%

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)

DRV vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRV
Direxion Daily Real Estate Bear 3x Shares
-29.93%-7.27%-10.50%-33.74%68.51%-68.77%-60.48%-51.70%5.07%-17.10%
QLD
ProShares Ultra QQQ
29.58%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Correlation

The correlation between DRV and QLD is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

-0.25

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

-0.42

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

-0.41

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2009

-0.49

Over the past year, the inverse relationship between DRV and QLD has weakened: their correlation has moved from -0.49 to -0.07, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DRV vs. QLD — Risk / Return Rank

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

DRV
DRV Risk / Return Rank: 44
Overall Rank
DRV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DRV Sortino Ratio Rank: 55
Sortino Ratio Rank
DRV Omega Ratio Rank: 55
Omega Ratio Rank
DRV Calmar Ratio Rank: 33
Calmar Ratio Rank
DRV Martin Ratio Rank: 11
Martin Ratio Rank

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.

DRV vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bear 3x Shares (DRV) 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.


DRVQLDDifference
Sharpe ratioReturn per unit of total volatility

-2.40

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

0.94

1.31

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.68

2.67

-3.35

Martin ratioReturn relative to average drawdown

-1.47

9.05

-10.52

DRV vs. QLD - Sharpe Ratio Comparison

The current DRV Sharpe Ratio is -0.52, which is lower than the QLD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DRV and QLD, 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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Drawdowns

DRV vs. QLD - Drawdown Comparison

The maximum DRV drawdown since its inception was -99.99%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for DRV and QLD.


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Drawdown Indicators


DRVQLDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-83.13%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-32.86%

-25.13%

-7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-71.93%

-42.29%

-29.64%

Max Drawdown (5Y)

Largest decline over 5 years

-74.35%

-63.68%

-10.67%

Max Drawdown (10Y)

Largest decline over 10 years

-97.42%

-63.68%

-33.74%

Current Drawdown

Current decline from peak

-99.99%

-9.26%

-90.73%

Average Drawdown

Average peak-to-trough decline

-97.75%

-18.14%

-79.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.12%

7.40%

+7.72%

Volatility

DRV vs. QLD - Volatility Comparison

The current volatility for Direxion Daily Real Estate Bear 3x Shares (DRV) is 16.42%, while ProShares Ultra QQQ (QLD) has a volatility of 18.22%. This indicates that DRV 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.


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Volatility by Period


DRVQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.42%

18.22%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

31.89%

28.95%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

42.62%

35.77%

+6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.12%

45.34%

+11.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.82%

44.80%

+18.02%

DRV vs. QLD - Expense Ratio Comparison

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


Dividends

DRV vs. QLD - Dividend Comparison

DRV's dividend yield for the trailing twelve months is around 4.00%, more than QLD's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
DRV
Direxion Daily Real Estate Bear 3x Shares
4.00%2.88%4.57%5.35%0.38%0.00%0.58%1.71%0.42%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


DRV and QLD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLD has higher volatility (18.22%) compared to DRV (16.42%). In terms of maximum drawdown, DRV dropped -99.99% vs QLD's -83.13%.

On 10-year performance, QLD leads with 36.27% vs -29.40% for DRV. On fees, QLD is cheaper at 0.95% per year. On volatility, DRV has been the lower-risk option at 16.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QLD has performed better with a 36.27% return vs -29.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QLD is cheaper with a 0.95% expense ratio, compared with 1.08% for DRV.

DRV has the higher dividend yield at 4.00%, compared with 0.13% for QLD.

DRV is categorized as REIT, while QLD is Leveraged Equities. DRV tracks MSCI US REIT Index (-300%), while QLD tracks NASDAQ-100 Index (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.08% for DRV and 0.95% for QLD.

QLD currently has the higher Sharpe Ratio (1.88 vs -0.52), 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.

Portfolio Optimizer

Find the right allocation for DRV and QLD

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