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QLD vs. FSPCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLD vs. FSPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra QQQ (QLD) and Fidelity Select Insurance Portfolio (FSPCX). 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 FSPCX's -0.79% return. Over the past 10 years, QLD has outperformed FSPCX with an annualized return of 35.67%, while FSPCX has yielded a comparatively lower 12.26% annualized return.


QLD

1D
1.30%
1M
2.58%
YTD
32.65%
6M
32.82%
1Y
73.89%
3Y*
44.57%
5Y*
23.24%
10Y*
35.67%

FSPCX

1D
0.03%
1M
2.47%
YTD
-0.79%
6M
-0.60%
1Y
-0.58%
3Y*
14.50%
5Y*
11.71%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLD vs. FSPCX - 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%
FSPCX
Fidelity Select Insurance Portfolio
-0.79%3.45%28.44%12.98%7.75%29.26%0.00%30.06%-11.99%15.50%

Correlation

The correlation between QLD and FSPCX is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.09

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

0.31

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

0.56

The correlation between QLD and FSPCX shifts across timeframes, from -0.08 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QLD vs. FSPCX — 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

FSPCX
FSPCX Risk / Return Rank: 44
Overall Rank
FSPCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FSPCX Sortino Ratio Rank: 44
Sortino Ratio Rank
FSPCX Omega Ratio Rank: 44
Omega Ratio Rank
FSPCX Calmar Ratio Rank: 44
Calmar Ratio Rank
FSPCX Martin Ratio Rank: 44
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. FSPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and Fidelity Select Insurance Portfolio (FSPCX). 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.


QLDFSPCXDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.33

1.01

+0.32

Calmar ratioReturn relative to maximum drawdown

2.78

-0.01

+2.79

Martin ratioReturn relative to average drawdown

9.46

-0.03

+9.49

QLD vs. FSPCX - Sharpe Ratio Comparison

The current QLD Sharpe Ratio is 2.04, which is higher than the FSPCX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of QLD and FSPCX, 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. FSPCX - Drawdown Comparison

The maximum QLD drawdown since its inception was -83.13%, which is greater than FSPCX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for QLD and FSPCX.


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Drawdown Indicators


QLDFSPCXDifference

Max Drawdown

Largest peak-to-trough decline

-83.13%

-69.48%

-13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-9.98%

-15.15%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

-11.69%

-30.60%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

-16.65%

-47.03%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

-43.68%

-20.00%

Current Drawdown

Current decline from peak

-7.11%

-5.50%

-1.61%

Average Drawdown

Average peak-to-trough decline

-18.16%

-9.70%

-8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

4.98%

+2.38%

Volatility

QLD vs. FSPCX - Volatility Comparison

ProShares Ultra QQQ (QLD) has a higher volatility of 15.14% compared to Fidelity Select Insurance Portfolio (FSPCX) at 5.74%. This indicates that QLD's price experiences larger fluctuations and is considered to be riskier than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLDFSPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

5.74%

+9.40%

Volatility (6M)

Calculated over the trailing 6-month period

27.51%

11.31%

+16.20%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

15.53%

+18.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.07%

17.59%

+27.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.73%

20.12%

+24.61%

QLD vs. FSPCX - Expense Ratio Comparison

QLD has a 0.95% expense ratio, which is higher than FSPCX's 0.78% expense ratio.


Dividends

QLD vs. FSPCX - Dividend Comparison

QLD's dividend yield for the trailing twelve months is around 0.13%, less than FSPCX's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
FSPCX
Fidelity Select Insurance Portfolio
4.74%3.35%8.72%8.48%0.74%8.40%8.80%6.90%32.69%12.52%2.81%3.11%
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 FSPCX have a correlation of -0.08, 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 FSPCX (5.74%). In terms of maximum drawdown, QLD dropped -83.13% vs FSPCX's -69.48%.

QLD currently has the higher Sharpe Ratio (2.04 vs -0.01), 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.

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