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QULL vs. ROM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QULL vs. ROM - 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 Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QULL achieves a 18.41% return, which is significantly lower than ROM's 67.66% return.


QULL

1D
2.19%
1M
7.87%
YTD
18.41%
6M
17.51%
1Y
44.24%
3Y*
31.36%
5Y*
17.03%
10Y*

ROM

1D
7.62%
1M
16.55%
YTD
67.66%
6M
71.14%
1Y
133.22%
3Y*
52.64%
5Y*
29.24%
10Y*
42.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QULL vs. ROM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
18.41%17.61%38.03%57.07%-42.00%51.36%
ROM
ProShares Ultra Technology
67.66%35.63%31.65%130.70%-63.86%58.01%

Correlation

The correlation between QULL and ROM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.83

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.87

The correlation between QULL and ROM shifts across timeframes, from 0.74 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QULL vs. ROM — Risk / Return Rank

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

QULL
QULL Risk / Return Rank: 5656
Overall Rank
QULL Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 5656
Sortino Ratio Rank
QULL Omega Ratio Rank: 5252
Omega Ratio Rank
QULL Calmar Ratio Rank: 5252
Calmar Ratio Rank
QULL Martin Ratio Rank: 6363
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 8080
Overall Rank
ROM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 7676
Sortino Ratio Rank
ROM Omega Ratio Rank: 7878
Omega Ratio Rank
ROM Calmar Ratio Rank: 8484
Calmar Ratio Rank
ROM Martin Ratio Rank: 7272
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. ROM - 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 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.

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.


QULLROMDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.31

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

2.41

4.15

-1.73

Martin ratioReturn relative to average drawdown

10.73

12.28

-1.56

QULL vs. ROM - Sharpe Ratio Comparison

The current QULL Sharpe Ratio is 1.81, which is lower than the ROM Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of QULL and ROM, 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

QULL vs. ROM - Drawdown Comparison

The maximum QULL drawdown since its inception was -51.83%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for QULL and ROM.


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Drawdown Indicators


QULLROMDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-83.36%

+31.53%

Max Drawdown (1Y)

Largest decline over 1 year

-18.43%

-32.33%

+13.90%

Max Drawdown (3Y)

Largest decline over 3 years

-36.82%

-48.10%

+11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

-67.55%

+15.72%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

Current Drawdown

Current decline from peak

0.00%

-7.56%

+7.56%

Average Drawdown

Average peak-to-trough decline

-13.97%

-20.86%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

10.89%

-6.75%

Volatility

QULL vs. ROM - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) is 5.94%, while ProShares Ultra Technology (ROM) has a volatility of 23.16%. This indicates that QULL 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


QULLROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

23.16%

-17.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

38.71%

-19.55%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

45.83%

-21.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.66%

52.28%

-16.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.08%

50.18%

-15.10%

QULL vs. ROM - Expense Ratio Comparison

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


Dividends

QULL vs. ROM - Dividend Comparison

QULL has not paid dividends to shareholders, while ROM's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
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%
ROM
ProShares Ultra Technology
0.15%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%

Frequently Asked Questions


QULL and ROM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROM has higher volatility (23.16%) compared to QULL (5.94%). In terms of maximum drawdown, QULL dropped -51.83% vs ROM's -83.36%.

On 5-year performance, ROM leads with 29.24% vs 17.03% for QULL. Both ETFs have the same 0.95% expense ratio. On volatility, QULL has been the lower-risk option at 5.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ROM has performed better with a 29.24% return vs 17.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QULL and ROM have the same expense ratio: 0.95% per year.

ROM has the higher dividend yield at 0.15%, compared with 0.00% for QULL.

QULL tracks MSCI USA Sector Neutral Quality Index, while ROM tracks Dow Jones U.S. Technology Index (200%). They also come from different issuers: UBS and ProShares.

ROM currently has the higher Sharpe Ratio (2.93 vs 1.81), 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 QULL and ROM

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