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QLD vs. BRKL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLD vs. BRKL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra QQQ (QLD) and Corgi BRKB 2x Daily ETF (BRKL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QLD

1D
1.20%
1M
-7.66%
6M
16.78%
YTD
18.94%
1Y
42.18%
3Y*
35.01%
5Y*
17.45%
10Y*
32.56%
ALL TIME*
24.68%

BRKL

1D
0.85%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$853.16$14.75K$14.75K
$408.78M$399.91M$439.78M

QLD vs. BRKL - Yearly Performance Comparison


2026 (YTD)
QLD
ProShares Ultra QQQ
-10.17%
BRKL
Corgi BRKB 2x Daily ETF
1.48%

Correlation

The correlation between QLD and BRKL is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2026

-0.35

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Return for Risk

QLD vs. BRKL — Risk / Return Rank

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

QLD
QLD Risk / Return Rank: 3939
Overall Rank
QLD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 3939
Sortino Ratio Rank
QLD Omega Ratio Rank: 3838
Omega Ratio Rank
QLD Calmar Ratio Rank: 4141
Calmar Ratio Rank
QLD Martin Ratio Rank: 4141
Martin Ratio Rank

BRKL

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

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.

QLD vs. BRKL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and Corgi BRKB 2x Daily ETF (BRKL). 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.


QLDBRKLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.46

Martin ratioReturn relative to average drawdown

4.32

QLD vs. BRKL - Sharpe Ratio Comparison


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Drawdowns

QLD vs. BRKL - Drawdown Comparison

The maximum QLD drawdown since its inception was -83.13%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for QLD and BRKL.


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Drawdown Indicators


QLDBRKLDifference

Max Drawdown

Largest peak-to-trough decline

-83.13%

-7.03%

-76.10%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

Current Drawdown

Current decline from peak

-16.72%

-0.13%

-16.59%

Average Drawdown

Average peak-to-trough decline

-18.11%

-4.14%

-13.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

Volatility

QLD vs. BRKL - Volatility Comparison


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Volatility by Period


QLDBRKLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.69%

Volatility (6M)

Calculated over the trailing 6-month period

31.99%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

30.99%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.76%

30.99%

+14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.97%

30.99%

+13.98%

QLD vs. BRKL - Expense Ratio Comparison

QLD has a 0.95% expense ratio, which is higher than BRKL's 0.45% expense ratio.


Dividends

QLD vs. BRKL - Dividend Comparison

QLD's dividend yield for the trailing twelve months is around 0.14%, while BRKL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRKL
Corgi BRKB 2x Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QLD
ProShares Ultra QQQ
0.14%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 BRKL have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRKL is cheaper with a 0.45% expense ratio, compared with 0.95% for QLD.

QLD has the higher dividend yield at 0.14%, compared with 0.00% for BRKL.

They also come from different issuers: ProShares and Corgi. Their fees differ too: 0.95% for QLD and 0.45% for BRKL.

Portfolio Optimizer

Find the right allocation for QLD and BRKL

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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