QLD vs. NTSD
QLD (ProShares Ultra QQQ) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. QLD is passively managed, while NTSD is actively managed. Their correlation of 0.89 suggests significant overlap in exposure. QLD charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
QLD vs. NTSD - Performance Comparison
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Returns By Period
QLD
- 1D
- -0.53%
- 1M
- 21.54%
- YTD
- 42.06%
- 6M
- 37.45%
- 1Y
- 85.49%
- 3Y*
- 50.15%
- 5Y*
- 25.75%
- 10Y*
- 36.10%
NTSD
- 1D
- -1.11%
- 1M
- 7.13%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QLD vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QLD ProShares Ultra QQQ | 55.00% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 17.91% |
Correlation
The correlation between QLD and NTSD is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026 | 0.89 |
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Return for Risk
QLD vs. NTSD — Risk / Return Rank
QLD
NTSD
QLD vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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 | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | — | — |
| Martin ratioReturn relative to average drawdown | 11.92 | — | — |
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 | NTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 5.08 | -4.48 |
Drawdowns
QLD vs. NTSD - Drawdown Comparison
The maximum QLD drawdown since its inception was -83.13%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for QLD and NTSD.
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Drawdown Indicators
| QLD | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.13% | -5.20% | -77.93% |
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 DrawdownCurrent decline from peak | -0.53% | -1.11% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -18.17% | -0.84% | -17.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | — | — |
Volatility
QLD vs. NTSD - Volatility Comparison
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Volatility by Period
| QLD | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 24.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.85% | 24.28% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.74% | 24.28% | +20.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.56% | 24.28% | +20.28% |
QLD vs. NTSD - Expense Ratio Comparison
QLD has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
QLD vs. NTSD - Dividend Comparison
QLD's dividend yield for the trailing twelve months is around 0.12%, while NTSD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 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 | 0.12% | 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 NTSD have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for QLD.
QLD has the higher dividend yield at 0.12%, compared with 0.00% for NTSD.
They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for QLD and 0.35% for NTSD.
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