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MAKX vs. QLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAKX vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Kensho Smart Factories ETF (MAKX) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

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MAKX vs. QLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAKX
ProShares S&P Kensho Smart Factories ETF
3.72%21.63%8.27%26.03%-26.41%3.91%
QLD
ProShares Ultra QQQ
-13.35%30.36%42.82%117.72%-60.52%22.33%

Returns By Period

In the year-to-date period, MAKX achieves a 3.72% return, which is significantly higher than QLD's -13.35% return.


MAKX

1D
4.38%
1M
-7.27%
YTD
3.72%
6M
1.36%
1Y
44.89%
3Y*
13.22%
5Y*
10Y*

QLD

1D
6.72%
1M
-10.26%
YTD
-13.35%
6M
-11.03%
1Y
37.53%
3Y*
35.41%
5Y*
15.27%
10Y*
29.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAKX vs. QLD - Expense Ratio Comparison

MAKX has a 0.58% expense ratio, which is lower than QLD's 0.95% expense ratio.


Return for Risk

MAKX vs. QLD — Risk / Return Rank

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

MAKX
MAKX Risk / Return Rank: 7676
Overall Rank
MAKX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MAKX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MAKX Omega Ratio Rank: 6969
Omega Ratio Rank
MAKX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MAKX Martin Ratio Rank: 7373
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 5757
Overall Rank
QLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 5959
Sortino Ratio Rank
QLD Omega Ratio Rank: 5858
Omega Ratio Rank
QLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
QLD Martin Ratio Rank: 5555
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.

MAKX vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Kensho Smart Factories ETF (MAKX) 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.


MAKXQLDDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.84

+0.56

Sortino ratio

Return per unit of downside risk

2.00

1.43

+0.57

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

2.71

1.49

+1.22

Martin ratio

Return relative to average drawdown

7.61

4.88

+2.73

MAKX vs. QLD - Sharpe Ratio Comparison

The current MAKX Sharpe Ratio is 1.40, which is higher than the QLD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MAKX 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.


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Sharpe Ratios by Period


MAKXQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.84

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.53

-0.30

Correlation

The correlation between MAKX and QLD is 0.79, 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.


Dividends

MAKX vs. QLD - Dividend Comparison

MAKX's dividend yield for the trailing twelve months is around 0.14%, less than QLD's 0.19% yield.


TTM20252024202320222021202020192018201720162015
MAKX
ProShares S&P Kensho Smart Factories ETF
0.14%0.15%0.24%0.52%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QLD
ProShares Ultra QQQ
0.19%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%

Drawdowns

MAKX vs. QLD - Drawdown Comparison

The maximum MAKX drawdown since its inception was -40.27%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for MAKX and QLD.


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Drawdown Indicators


MAKXQLDDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-83.13%

+42.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-25.13%

+9.08%

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

-9.78%

-20.10%

+10.32%

Average Drawdown

Average peak-to-trough decline

-17.18%

-18.30%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

7.67%

-1.96%

Volatility

MAKX vs. QLD - Volatility Comparison

The current volatility for ProShares S&P Kensho Smart Factories ETF (MAKX) is 10.24%, while ProShares Ultra QQQ (QLD) has a volatility of 12.96%. This indicates that MAKX 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


MAKXQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

12.96%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

21.72%

25.55%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

32.34%

44.91%

-12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.03%

44.77%

-16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.03%

44.47%

-16.44%