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NVDB vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDB vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra NVDA (NVDB) 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, NVDB achieves a -1.03% return, which is significantly lower than QLD's 18.94% return.


NVDB

1D
5.52%
1M
3.80%
6M
-4.26%
YTD
-1.03%
1Y
3Y*
5Y*
10Y*
ALL TIME*

QLD

1D
1.20%
1M
-7.66%
6M
16.78%
YTD
18.94%
1Y
42.18%
3Y*
35.01%
5Y*
17.45%
10Y*
32.56%
ALL TIME*
24.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$471.67K$569.36K$937.39K
$408.78M$399.91M$439.78M

NVDB vs. QLD - Yearly Performance Comparison


2026 (YTD)2025
NVDB
ProShares Ultra NVDA
-1.03%1.98%
QLD
ProShares Ultra QQQ
18.94%9.66%

Correlation

The correlation between NVDB and QLD is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.66

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Return for Risk

NVDB vs. QLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NVDB

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


QLD
QLD Risk / Return Rank: 3939
Overall Rank
QLD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 3939
Sortino Ratio Rank
QLD Omega Ratio Rank: 3838
Omega Ratio Rank
QLD Calmar Ratio Rank: 4141
Calmar Ratio Rank
QLD Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NVDB vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra NVDA (NVDB) 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.


NVDBQLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.46

Martin ratioReturn relative to average drawdown

4.32

NVDB vs. QLD - Sharpe Ratio Comparison


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Drawdowns

NVDB vs. QLD - Drawdown Comparison

The maximum NVDB drawdown since its inception was -42.89%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for NVDB and QLD.


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Drawdown Indicators


NVDBQLDDifference

Max Drawdown

Largest peak-to-trough decline

-42.89%

-83.13%

+40.24%

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

-31.90%

-16.72%

-15.18%

Average Drawdown

Average peak-to-trough decline

-20.44%

-18.11%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

Volatility

NVDB vs. QLD - Volatility Comparison


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Volatility by Period


NVDBQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.69%

Volatility (6M)

Calculated over the trailing 6-month period

31.99%

Volatility (1Y)

Calculated over the trailing 1-year period

74.23%

38.62%

+35.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.23%

45.76%

+28.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.23%

44.97%

+29.26%

NVDB vs. QLD - Expense Ratio Comparison

Both NVDB and QLD have an expense ratio of 0.95%.


Dividends

NVDB vs. QLD - Dividend Comparison

NVDB's dividend yield for the trailing twelve months is around 1.63%, more than QLD's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDB
ProShares Ultra NVDA
1.63%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QLD
ProShares Ultra QQQ
0.14%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


NVDB and QLD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.95% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NVDB and QLD have the same expense ratio: 0.95% per year.

NVDB has the higher dividend yield at 1.63%, compared with 0.14% for QLD.

NVDB tracks NVIDIA Corporation, while QLD tracks NASDAQ-100 Index (200%).

Portfolio Optimizer

Find the right allocation for NVDB 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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