PortfoliosLab logoPortfoliosLab logo
QID vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QID vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort QQQ (QID) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


QID

1D
0.22%
1M
-6.88%
YTD
-31.93%
6M
-30.64%
1Y
-49.05%
3Y*
-38.43%
5Y*
-31.45%
10Y*
-39.47%

NTSD

1D
-0.28%
1M
1.57%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QID vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between QID and NTSD is -0.88, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

-0.88

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QID vs. NTSD — Risk / Return Rank

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

QID
QID Risk / Return Rank: 00
Overall Rank
QID Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QID Sortino Ratio Rank: 00
Sortino Ratio Rank
QID Omega Ratio Rank: 00
Omega Ratio Rank
QID Calmar Ratio Rank: 00
Calmar Ratio Rank
QID Martin Ratio Rank: 00
Martin Ratio Rank

NTSD

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

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.

QID vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort QQQ (QID) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.


QIDNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.75

Calmar ratioReturn relative to maximum drawdown

-1.01

Martin ratioReturn relative to average drawdown

-1.94

QID vs. NTSD - Sharpe Ratio Comparison


Loading charts...

Drawdowns

QID vs. NTSD - Drawdown Comparison

The maximum QID drawdown since its inception was -99.99%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for QID and NTSD.


Loading charts...

Drawdown Indicators


QIDNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-5.58%

-94.41%

Max Drawdown (1Y)

Largest decline over 1 year

-48.52%

Max Drawdown (3Y)

Largest decline over 3 years

-79.50%

Max Drawdown (5Y)

Largest decline over 5 years

-88.72%

Max Drawdown (10Y)

Largest decline over 10 years

-99.37%

Current Drawdown

Current decline from peak

-99.99%

-0.88%

-99.11%

Average Drawdown

Average peak-to-trough decline

-87.02%

-1.06%

-85.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.66%

Volatility

QID vs. NTSD - Volatility Comparison


Loading charts...

Volatility by Period


QIDNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

Volatility (6M)

Calculated over the trailing 6-month period

28.23%

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

24.87%

+10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.26%

24.87%

+20.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.81%

24.87%

+19.94%

QID vs. NTSD - Expense Ratio Comparison

QID has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

QID vs. NTSD - Dividend Comparison

QID's dividend yield for the trailing twelve months is around 7.63%, while NTSD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
QID
ProShares UltraShort QQQ
7.63%6.25%7.99%5.63%0.15%0.00%0.92%2.54%1.38%0.08%

Frequently Asked Questions


QID and NTSD 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 QID.

QID has the higher dividend yield at 7.63%, compared with 0.00% for NTSD.

They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for QID and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for QID and NTSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer