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OILK vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILK vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares K-1 Free Crude Oil ETF (OILK) 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, OILK achieves a 47.49% return, which is significantly higher than QLD's 23.13% return.


OILK

1D
-3.24%
1M
8.88%
6M
37.83%
YTD
47.49%
1Y
33.62%
3Y*
9.71%
5Y*
15.25%
10Y*
ALL TIME*
3.29%

QLD

1D
3.53%
1M
-4.40%
6M
19.20%
YTD
23.13%
1Y
47.19%
3Y*
39.28%
5Y*
17.91%
10Y*
32.61%
ALL TIME*
24.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.74M$7.86M$10.67M
$415.38M$389.55M$441.01M

OILK vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil ETF
47.49%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%
QLD
ProShares Ultra QQQ
23.13%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Correlation

The correlation between OILK and QLD is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2016

0.12

The correlation between OILK and QLD shifts across timeframes, from -0.21 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILK vs. QLD — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 4242
Overall Rank
OILK Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 4343
Sortino Ratio Rank
OILK Omega Ratio Rank: 4141
Omega Ratio Rank
OILK Calmar Ratio Rank: 4444
Calmar Ratio Rank
OILK Martin Ratio Rank: 4141
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 4848
Overall Rank
QLD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 4747
Sortino Ratio Rank
QLD Omega Ratio Rank: 4747
Omega Ratio Rank
QLD Calmar Ratio Rank: 5151
Calmar Ratio Rank
QLD Martin Ratio Rank: 4848
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.

OILK vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares K-1 Free Crude Oil ETF (OILK) 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.


OILKQLDDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.59

1.89

-0.29

Martin ratioReturn relative to average drawdown

4.49

5.56

-1.06

OILK vs. QLD - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 1.12, which is comparable to the QLD Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of OILK 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

OILK vs. QLD - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, roughly equal to the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for OILK and QLD.


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Drawdown Indicators


OILKQLDDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-83.13%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-25.13%

+3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-42.29%

+18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-63.68%

+28.99%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

Current Drawdown

Current decline from peak

-13.47%

-13.78%

+0.31%

Average Drawdown

Average peak-to-trough decline

-32.27%

-18.10%

-14.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.52%

8.51%

-0.99%

Volatility

OILK vs. QLD - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil ETF (OILK) is 11.95%, while ProShares Ultra QQQ (QLD) has a volatility of 13.87%. This indicates that OILK 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


OILKQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

13.87%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

26.22%

32.06%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

30.24%

38.59%

-8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.48%

45.80%

-15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.00%

45.00%

-9.00%

OILK vs. QLD - Expense Ratio Comparison

OILK has a 0.69% expense ratio, which is lower than QLD's 0.95% expense ratio.


Dividends

OILK vs. QLD - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 11.51%, more than QLD's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
OILK
ProShares K-1 Free Crude Oil ETF
11.51%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%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


OILK and QLD have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLD has higher volatility (13.87%) compared to OILK (11.95%). In terms of maximum drawdown, OILK dropped -83.76% vs QLD's -83.13%.

On 5-year performance, QLD leads with 17.91% vs 15.25% for OILK. On fees, OILK is cheaper at 0.69% per year. On volatility, OILK has been the lower-risk option at 11.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QLD has performed better with a 17.91% return vs 15.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.69% expense ratio, compared with 0.95% for QLD.

OILK has the higher dividend yield at 11.51%, compared with 0.13% for QLD.

OILK is categorized as Oil & Gas, while QLD is Leveraged Equities. OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index, while QLD tracks NASDAQ-100 Index (200%). Their fees differ too: 0.69% for OILK and 0.95% for QLD.

QLD currently has the higher Sharpe Ratio (1.23 vs 1.12), 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 OILK and QLD

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