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QLD vs. ROM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLD vs. ROM - Performance Comparison

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

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QLD vs. ROM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLD
ProShares Ultra QQQ
-13.35%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%
ROM
ProShares Ultra Technology
-16.84%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%

Returns By Period

In the year-to-date period, QLD achieves a -13.35% return, which is significantly higher than ROM's -16.84% return. Over the past 10 years, QLD has underperformed ROM with an annualized return of 29.40%, while ROM has yielded a comparatively higher 31.73% annualized return.


QLD

1D
6.72%
1M
-10.26%
YTD
-13.35%
6M
-11.03%
1Y
37.53%
3Y*
35.41%
5Y*
15.27%
10Y*
29.40%

ROM

1D
8.36%
1M
-8.93%
YTD
-16.84%
6M
-15.35%
1Y
47.16%
3Y*
31.37%
5Y*
14.97%
10Y*
31.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLD vs. ROM - Expense Ratio Comparison

Both QLD and ROM have an expense ratio of 0.95%.


Return for Risk

QLD vs. ROM — Risk / Return Rank

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

QLD
QLD Risk / Return Rank: 5757
Overall Rank
QLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 5959
Sortino Ratio Rank
QLD Omega Ratio Rank: 5858
Omega Ratio Rank
QLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
QLD Martin Ratio Rank: 5555
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 5757
Overall Rank
ROM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 6161
Sortino Ratio Rank
ROM Omega Ratio Rank: 5959
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 4949
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. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and ProShares Ultra Technology (ROM). 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.


QLDROMDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.88

-0.04

Sortino ratio

Return per unit of downside risk

1.43

1.49

-0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.49

1.48

+0.01

Martin ratio

Return relative to average drawdown

4.88

4.42

+0.46

QLD vs. ROM - Sharpe Ratio Comparison

The current QLD Sharpe Ratio is 0.84, which is comparable to the ROM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of QLD and ROM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QLDROMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.88

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.29

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.64

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.44

+0.09

Correlation

The correlation between QLD and ROM is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QLD vs. ROM - Dividend Comparison

QLD's dividend yield for the trailing twelve months is around 0.19%, less than ROM's 0.29% yield.


TTM20252024202320222021202020192018201720162015
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%
ROM
ProShares Ultra Technology
0.29%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%

Drawdowns

QLD vs. ROM - Drawdown Comparison

The maximum QLD drawdown since its inception was -83.13%, roughly equal to the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for QLD and ROM.


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Drawdown Indicators


QLDROMDifference

Max Drawdown

Largest peak-to-trough decline

-83.13%

-83.36%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-32.33%

+7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

-67.55%

+3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

-67.55%

+3.87%

Current Drawdown

Current decline from peak

-20.10%

-26.67%

+6.57%

Average Drawdown

Average peak-to-trough decline

-18.30%

-21.02%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

10.81%

-3.14%

Volatility

QLD vs. ROM - Volatility Comparison

The current volatility for ProShares Ultra QQQ (QLD) is 12.96%, while ProShares Ultra Technology (ROM) has a volatility of 16.01%. This indicates that QLD experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLDROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.96%

16.01%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

25.55%

32.95%

-7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

44.91%

53.78%

-8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.77%

51.32%

-6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.47%

49.50%

-5.03%