QLD vs. BRK-B
Compare and contrast key facts about ProShares Ultra QQQ (QLD) and Berkshire Hathaway Inc. (BRK-B).
QLD is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (200%). It was launched on Jun 21, 2006.
Performance
QLD vs. BRK-B - Performance Comparison
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QLD vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | -11.23% | 30.36% | 42.82% | 117.72% | -60.52% | 54.67% | 88.90% | 81.69% | -8.31% | 70.34% |
BRK-B Berkshire Hathaway Inc. | -4.80% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Returns By Period
In the year-to-date period, QLD achieves a -11.23% return, which is significantly lower than BRK-B's -4.80% return. Over the past 10 years, QLD has outperformed BRK-B with an annualized return of 29.71%, while BRK-B has yielded a comparatively lower 12.78% annualized return.
QLD
- 1D
- 2.44%
- 1M
- -8.26%
- YTD
- -11.23%
- 6M
- -9.73%
- 1Y
- 38.72%
- 3Y*
- 36.50%
- 5Y*
- 15.83%
- 10Y*
- 29.71%
BRK-B
- 1D
- -0.15%
- 1M
- -0.35%
- YTD
- -4.80%
- 6M
- -3.95%
- 1Y
- -10.22%
- 3Y*
- 15.72%
- 5Y*
- 13.13%
- 10Y*
- 12.78%
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Return for Risk
QLD vs. BRK-B — Risk / Return Rank
QLD
BRK-B
QLD vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and Berkshire Hathaway Inc. (BRK-B). 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.
| QLD | BRK-B | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | -0.56 | +1.43 |
Sortino ratioReturn per unit of downside risk | 1.46 | -0.65 | +2.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.91 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | -0.68 | +2.31 |
Martin ratioReturn relative to average drawdown | 5.27 | -1.16 | +6.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QLD | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | -0.56 | +1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.77 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.66 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between QLD and BRK-B is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QLD vs. BRK-B - Dividend Comparison
QLD's dividend yield for the trailing twelve months is around 0.19%, while BRK-B has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 0.19% | 0.17% | 0.25% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.21% | 0.11% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QLD vs. BRK-B - Drawdown Comparison
The maximum QLD drawdown since its inception was -83.13%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for QLD and BRK-B.
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Drawdown Indicators
| QLD | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.13% | -53.86% | -29.27% |
Max Drawdown (1Y)Largest decline over 1 year | -25.13% | -14.95% | -10.18% |
Max Drawdown (5Y)Largest decline over 5 years | -63.68% | -26.58% | -37.10% |
Max Drawdown (10Y)Largest decline over 10 years | -63.68% | -29.57% | -34.11% |
Current DrawdownCurrent decline from peak | -18.15% | -11.36% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -18.30% | -11.07% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 8.72% | -0.97% |
Volatility
QLD vs. BRK-B - Volatility Comparison
ProShares Ultra QQQ (QLD) has a higher volatility of 13.16% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that QLD's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QLD | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.16% | 4.33% | +8.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.67% | 11.14% | +14.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.97% | 18.30% | +26.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.76% | 17.20% | +27.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.47% | 19.45% | +25.02% |