NTSD vs. QLD
NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) and QLD (ProShares Ultra QQQ) are both Leveraged Equities funds. NTSD is actively managed, while QLD is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. NTSD charges 0.35%/yr vs 0.95%/yr for QLD.
Performance
NTSD vs. QLD - Performance Comparison
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Returns By Period
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 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%
NTSD vs. QLD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
QLD ProShares Ultra QQQ | 40.48% |
Correlation
The correlation between NTSD and QLD is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.88 |
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Return for Risk
NTSD vs. QLD — Risk / Return Rank
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QLD
NTSD vs. QLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient U.S. Plus International Equity Fund (NTSD) 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.
| NTSD | QLD | Difference | |
|---|---|---|---|
| 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 | — |
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Drawdowns
NTSD vs. QLD - Drawdown Comparison
The maximum NTSD drawdown since its inception was -5.58%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for NTSD and QLD.
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Drawdown Indicators
| NTSD | QLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -83.13% | +77.55% |
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 DrawdownCurrent decline from peak | -2.97% | -9.26% | +6.29% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -18.14% | +17.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.40% | — |
Volatility
NTSD vs. QLD - Volatility Comparison
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Volatility by Period
| NTSD | QLD | Difference | |
|---|---|---|---|
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 | 25.11% | 35.77% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.11% | 45.34% | -20.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 44.80% | -19.69% |
NTSD vs. QLD - Expense Ratio Comparison
NTSD has a 0.35% expense ratio, which is lower than QLD's 0.95% expense ratio.
Dividends
NTSD vs. QLD - Dividend Comparison
NTSD has not paid dividends to shareholders, while QLD's dividend yield for the trailing twelve months is around 0.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.00% | 0.00% | 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
NTSD and QLD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for QLD.
QLD has the higher dividend yield at 0.13%, compared with 0.00% for NTSD.
They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.35% for NTSD and 0.95% for QLD.
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