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ROM vs. QLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROM and QLD is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

ROM vs. QLD - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%NovemberDecember2025FebruaryMarchApril
2,423.96%
3,543.48%
ROM
QLD

Key characteristics

Sharpe Ratio

ROM:

-0.05

QLD:

0.20

Sortino Ratio

ROM:

0.35

QLD:

0.63

Omega Ratio

ROM:

1.05

QLD:

1.09

Calmar Ratio

ROM:

-0.06

QLD:

0.24

Martin Ratio

ROM:

-0.16

QLD:

0.74

Ulcer Index

ROM:

16.86%

QLD:

13.66%

Daily Std Dev

ROM:

60.13%

QLD:

50.13%

Max Drawdown

ROM:

-83.36%

QLD:

-83.13%

Current Drawdown

ROM:

-31.97%

QLD:

-27.13%

Returns By Period

In the year-to-date period, ROM achieves a -24.83% return, which is significantly lower than QLD's -19.08% return. Both investments have delivered pretty close results over the past 10 years, with ROM having a 26.21% annualized return and QLD not far behind at 25.03%.


ROM

YTD

-24.83%

1M

-8.36%

6M

-24.56%

1Y

-2.96%

5Y*

25.59%

10Y*

26.21%

QLD

YTD

-19.08%

1M

-7.84%

6M

-15.00%

1Y

10.60%

5Y*

25.98%

10Y*

25.03%

*Annualized

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ROM vs. QLD - Expense Ratio Comparison

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


Expense ratio chart for ROM: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROM: 0.95%
Expense ratio chart for QLD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QLD: 0.95%

Risk-Adjusted Performance

ROM vs. QLD — Risk-Adjusted Performance Rank

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

ROM
The Risk-Adjusted Performance Rank of ROM is 2121
Overall Rank
The Sharpe Ratio Rank of ROM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ROM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ROM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ROM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ROM is 1616
Martin Ratio Rank

QLD
The Risk-Adjusted Performance Rank of QLD is 4040
Overall Rank
The Sharpe Ratio Rank of QLD is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of QLD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of QLD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of QLD is 4040
Calmar Ratio Rank
The Martin Ratio Rank of QLD is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROM vs. QLD - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for ROM, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00
ROM: -0.05
QLD: 0.20
The chart of Sortino ratio for ROM, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
ROM: 0.35
QLD: 0.63
The chart of Omega ratio for ROM, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
ROM: 1.05
QLD: 1.09
The chart of Calmar ratio for ROM, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
ROM: -0.06
QLD: 0.24
The chart of Martin ratio for ROM, currently valued at -0.16, compared to the broader market0.0020.0040.0060.00
ROM: -0.16
QLD: 0.74

The current ROM Sharpe Ratio is -0.05, which is lower than the QLD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of ROM 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.05
0.20
ROM
QLD

Dividends

ROM vs. QLD - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.29%, more than QLD's 0.28% yield.


TTM20242023202220212020201920182017201620152014
ROM
ProShares Ultra Technology
0.29%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%
QLD
ProShares Ultra QQQ
0.28%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.90%0.11%0.19%

Drawdowns

ROM vs. QLD - Drawdown Comparison

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.97%
-27.13%
ROM
QLD

Volatility

ROM vs. QLD - Volatility Comparison

ProShares Ultra Technology (ROM) has a higher volatility of 37.17% compared to ProShares Ultra QQQ (QLD) at 32.70%. This indicates that ROM's price experiences larger fluctuations and is considered to be riskier than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
37.17%
32.70%
ROM
QLD