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QLD vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLD vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra QQQ (QLD) and iShares Silver Trust (SLV). 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 SLV's -4.86% return. Over the past 10 years, QLD has outperformed SLV with an annualized return of 35.67%, while SLV has yielded a comparatively lower 13.99% annualized return.


QLD

1D
1.30%
1M
-0.55%
YTD
32.65%
6M
32.82%
1Y
73.89%
3Y*
44.57%
5Y*
23.24%
10Y*
35.67%

SLV

1D
0.77%
1M
-18.83%
YTD
-4.86%
6M
9.25%
1Y
85.90%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLD vs. SLV - 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%
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between QLD and SLV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.24

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

0.22

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

0.18

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

0.18

The correlation between QLD and SLV shifts across timeframes, from 0.18 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QLD vs. SLV — 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

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ (QLD) and iShares Silver Trust (SLV). 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.


QLDSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.78

1.89

+0.89

Martin ratioReturn relative to average drawdown

9.46

4.10

+5.36

QLD vs. SLV - Sharpe Ratio Comparison

The current QLD Sharpe Ratio is 2.04, which is higher than the SLV Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of QLD and SLV, 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. SLV - Drawdown Comparison

The maximum QLD drawdown since its inception was -83.13%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for QLD and SLV.


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Drawdown Indicators


QLDSLVDifference

Max Drawdown

Largest peak-to-trough decline

-83.13%

-76.28%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-45.40%

+20.27%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

-45.40%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

-45.40%

-18.28%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

-45.40%

-18.28%

Current Drawdown

Current decline from peak

-7.11%

-41.96%

+34.85%

Average Drawdown

Average peak-to-trough decline

-18.16%

-44.66%

+26.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

20.88%

-13.52%

Volatility

QLD vs. SLV - Volatility Comparison

The current volatility for ProShares Ultra QQQ (QLD) is 15.14%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that QLD experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLDSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

16.34%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

27.51%

59.10%

-31.59%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

59.82%

-25.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.07%

36.46%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.73%

32.00%

+12.73%

QLD vs. SLV - Expense Ratio Comparison

QLD has a 0.95% expense ratio, which is higher than SLV's 0.50% expense ratio.


Dividends

QLD vs. SLV - Dividend Comparison

QLD's dividend yield for the trailing twelve months is around 0.13%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QLD and SLV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to QLD (15.14%). In terms of maximum drawdown, QLD dropped -83.13% vs SLV's -76.28%.

On 10-year performance, QLD leads with 35.67% vs 13.99% for SLV. On fees, SLV is cheaper at 0.50% per year. On volatility, QLD has been the lower-risk option at 15.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QLD has performed better with a 35.67% return vs 13.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLV is cheaper with a 0.50% expense ratio, compared with 0.95% for QLD.

QLD has the higher dividend yield at 0.13%, compared with 0.00% for SLV.

QLD is categorized as Leveraged Equities, while SLV is Silver. QLD tracks NASDAQ-100 Index (200%), while SLV tracks LBMA Silver Price. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for QLD and 0.50% for SLV.

QLD currently has the higher Sharpe Ratio (2.04 vs 1.44), 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.

Portfolio Optimizer

Find the right allocation for QLD and SLV

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