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QLD vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLD vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra QQQ (QLD) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLD achieves a 32.65% return, which is significantly higher than BND's 0.52% return. Over the past 10 years, QLD has outperformed BND with an annualized return of 35.67%, while BND has yielded a comparatively lower 1.58% annualized return.


QLD

1D
1.30%
1M
-0.55%
YTD
32.65%
6M
32.82%
1Y
73.89%
3Y*
44.57%
5Y*
23.24%
10Y*
35.67%

BND

1D
-0.12%
1M
0.45%
YTD
0.52%
6M
0.91%
1Y
4.77%
3Y*
4.17%
5Y*
0.03%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLD vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLD
ProShares Ultra QQQ
32.65%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%
BND
Vanguard Total Bond Market ETF
0.52%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between QLD and BND is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.10

The correlation between QLD and BND shifts across timeframes, from -0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QLD vs. BND — Risk / Return Rank

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

QLD
QLD Risk / Return Rank: 6464
Overall Rank
QLD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
QLD Omega Ratio Rank: 6464
Omega Ratio Rank
QLD Calmar Ratio Rank: 6464
Calmar Ratio Rank
QLD Martin Ratio Rank: 6161
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
Martin Ratio Rank
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.

QLD vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and Vanguard Total Bond Market ETF (BND). 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.


QLDBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.78

1.65

+1.13

Martin ratioReturn relative to average drawdown

9.46

4.81

+4.66

QLD vs. BND - Sharpe Ratio Comparison

The current QLD Sharpe Ratio is 2.04, which is higher than the BND Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of QLD and BND, 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

QLD vs. BND - Drawdown Comparison

The maximum QLD drawdown since its inception was -83.13%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for QLD and BND.


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Drawdown Indicators


QLDBNDDifference

Max Drawdown

Largest peak-to-trough decline

-83.13%

-18.58%

-64.55%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-2.68%

-22.45%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

-5.92%

-36.37%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

-17.91%

-45.77%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

-18.58%

-45.10%

Current Drawdown

Current decline from peak

-7.11%

-2.12%

-4.99%

Average Drawdown

Average peak-to-trough decline

-18.16%

-3.06%

-15.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

0.92%

+6.44%

Volatility

QLD vs. BND - Volatility Comparison

ProShares Ultra QQQ (QLD) has a higher volatility of 15.14% compared to Vanguard Total Bond Market ETF (BND) at 1.28%. This indicates that QLD's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLDBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

1.28%

+13.86%

Volatility (6M)

Calculated over the trailing 6-month period

27.51%

2.74%

+24.77%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

3.75%

+30.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.07%

6.03%

+39.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.73%

5.53%

+39.20%

QLD vs. BND - Expense Ratio Comparison

QLD has a 0.95% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

QLD vs. BND - Dividend Comparison

QLD's dividend yield for the trailing twelve months is around 0.13%, less than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
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


QLD and BND have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLD has higher volatility (15.14%) compared to BND (1.28%). In terms of maximum drawdown, QLD dropped -83.13% vs BND's -18.58%.

On 10-year performance, QLD leads with 35.67% vs 1.58% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QLD has performed better with a 35.67% return vs 1.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.95% for QLD.

BND has the higher dividend yield at 3.96%, compared with 0.13% for QLD.

QLD is categorized as Leveraged Equities, while BND is Total Bond Market. QLD tracks NASDAQ-100 Index (200%), while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.95% for QLD and 0.03% for BND.

QLD currently has the higher Sharpe Ratio (2.04 vs 1.18), 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 QLD and BND

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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