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QID vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QID and VUG is -0.89. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.9

Performance

QID vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort QQQ (QID) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
-99.96%
788.92%
QID
VUG

Key characteristics

Sharpe Ratio

QID:

-0.50

VUG:

0.58

Sortino Ratio

QID:

-0.45

VUG:

0.96

Omega Ratio

QID:

0.94

VUG:

1.14

Calmar Ratio

QID:

-0.25

VUG:

0.63

Martin Ratio

QID:

-1.02

VUG:

2.27

Ulcer Index

QID:

24.81%

VUG:

6.38%

Daily Std Dev

QID:

50.25%

VUG:

24.91%

Max Drawdown

QID:

-99.97%

VUG:

-50.68%

Current Drawdown

QID:

-99.97%

VUG:

-13.14%

Returns By Period

In the year-to-date period, QID achieves a 9.73% return, which is significantly higher than VUG's -9.51% return. Over the past 10 years, QID has underperformed VUG with an annualized return of -34.13%, while VUG has yielded a comparatively higher 14.03% annualized return.


QID

YTD

9.73%

1M

3.05%

6M

2.10%

1Y

-22.53%

5Y*

-35.27%

10Y*

-34.13%

VUG

YTD

-9.51%

1M

-5.18%

6M

-4.81%

1Y

12.60%

5Y*

16.94%

10Y*

14.03%

*Annualized

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QID vs. VUG - Expense Ratio Comparison

QID has a 0.95% expense ratio, which is higher than VUG's 0.04% expense ratio.


Expense ratio chart for QID: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QID: 0.95%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

QID vs. VUG — Risk-Adjusted Performance Rank

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

QID
The Risk-Adjusted Performance Rank of QID is 77
Overall Rank
The Sharpe Ratio Rank of QID is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of QID is 77
Sortino Ratio Rank
The Omega Ratio Rank of QID is 66
Omega Ratio Rank
The Calmar Ratio Rank of QID is 88
Calmar Ratio Rank
The Martin Ratio Rank of QID is 66
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QID vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort QQQ (QID) and Vanguard Growth ETF (VUG). 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.


The chart of Sharpe ratio for QID, currently valued at -0.50, compared to the broader market-1.000.001.002.003.004.00
QID: -0.50
VUG: 0.58
The chart of Sortino ratio for QID, currently valued at -0.45, compared to the broader market-2.000.002.004.006.008.00
QID: -0.45
VUG: 0.96
The chart of Omega ratio for QID, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
QID: 0.94
VUG: 1.14
The chart of Calmar ratio for QID, currently valued at -0.25, compared to the broader market0.002.004.006.008.0010.0012.00
QID: -0.25
VUG: 0.63
The chart of Martin ratio for QID, currently valued at -1.02, compared to the broader market0.0020.0040.0060.00
QID: -1.02
VUG: 2.27

The current QID Sharpe Ratio is -0.50, which is lower than the VUG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of QID and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.50
0.58
QID
VUG

Dividends

QID vs. VUG - Dividend Comparison

QID's dividend yield for the trailing twelve months is around 6.18%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
QID
ProShares UltraShort QQQ
6.18%8.00%5.64%0.15%0.00%0.92%2.54%1.38%0.07%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

QID vs. VUG - Drawdown Comparison

The maximum QID drawdown since its inception was -99.97%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for QID and VUG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.97%
-13.14%
QID
VUG

Volatility

QID vs. VUG - Volatility Comparison

ProShares UltraShort QQQ (QID) has a higher volatility of 36.22% compared to Vanguard Growth ETF (VUG) at 16.82%. This indicates that QID's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
36.22%
16.82%
QID
VUG