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QULL vs. QLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QULL vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

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QULL vs. QLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
-8.08%17.61%38.03%57.07%-42.00%51.36%
QLD
ProShares Ultra QQQ
-13.35%30.36%42.82%117.72%-60.52%39.33%

Returns By Period

In the year-to-date period, QULL achieves a -8.08% return, which is significantly higher than QLD's -13.35% return.


QULL

1D
6.13%
1M
-12.81%
YTD
-8.08%
6M
-4.77%
1Y
18.86%
3Y*
26.25%
5Y*
13.54%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QULL vs. QLD - Expense Ratio Comparison

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


Return for Risk

QULL vs. QLD — Risk / Return Rank

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

QULL
QULL Risk / Return Rank: 3535
Overall Rank
QULL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 3636
Sortino Ratio Rank
QULL Omega Ratio Rank: 3535
Omega Ratio Rank
QULL Calmar Ratio Rank: 3434
Calmar Ratio Rank
QULL Martin Ratio Rank: 4242
Martin Ratio Rank

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
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.

QULL vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and ProShares Ultra QQQ (QLD). 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.


QULLQLDDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.84

-0.33

Sortino ratio

Return per unit of downside risk

1.01

1.43

-0.42

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.84

1.49

-0.65

Martin ratio

Return relative to average drawdown

3.97

4.88

-0.92

QULL vs. QLD - Sharpe Ratio Comparison

The current QULL Sharpe Ratio is 0.50, which is lower than the QLD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of QULL and QLD, 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


QULLQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.84

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.34

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.53

-0.10

Correlation

The correlation between QULL and QLD is 0.90, 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

QULL vs. QLD - Dividend Comparison

QULL has not paid dividends to shareholders, while QLD's dividend yield for the trailing twelve months is around 0.19%.


TTM20252024202320222021202020192018201720162015
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
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
0.19%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%

Drawdowns

QULL vs. QLD - Drawdown Comparison

The maximum QULL drawdown since its inception was -51.83%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for QULL and QLD.


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Drawdown Indicators


QULLQLDDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-83.13%

+31.30%

Max Drawdown (1Y)

Largest decline over 1 year

-24.81%

-25.13%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

-63.68%

+11.85%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

Current Drawdown

Current decline from peak

-13.42%

-20.10%

+6.68%

Average Drawdown

Average peak-to-trough decline

-14.46%

-18.30%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

7.67%

-2.40%

Volatility

QULL vs. QLD - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) is 11.40%, while ProShares Ultra QQQ (QLD) has a volatility of 12.96%. This indicates that QULL experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QULLQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

12.96%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

19.77%

25.55%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

37.56%

44.91%

-7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.65%

44.77%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

44.47%

-8.97%