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SETH vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SETH vs. QLD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SETH having a 40.93% return and QLD slightly higher at 42.06%.


SETH

1D
5.62%
1M
29.74%
YTD
40.93%
6M
46.51%
1Y
-1.33%
3Y*
5Y*
10Y*

QLD

1D
-0.53%
1M
21.54%
YTD
42.06%
6M
37.45%
1Y
85.49%
3Y*
50.15%
5Y*
25.75%
10Y*
36.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SETH vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023
SETH
ProShares Short Ether Strategy ETF
40.93%-29.41%-49.59%-22.80%
QLD
ProShares Ultra QQQ
42.06%30.36%42.82%25.85%

Correlation

The correlation between SETH and QLD is -0.51, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.51

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2023

-0.44

The correlation between SETH and QLD has been stable across timeframes, ranging from -0.51 to -0.44 - a consistent structural relationship.

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Return for Risk

SETH vs. QLD — Risk / Return Rank

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

SETH
SETH Risk / Return Rank: 1010
Overall Rank
SETH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SETH Sortino Ratio Rank: 1212
Sortino Ratio Rank
SETH Omega Ratio Rank: 1212
Omega Ratio Rank
SETH Calmar Ratio Rank: 99
Calmar Ratio Rank
SETH Martin Ratio Rank: 99
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 6969
Overall Rank
QLD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 6767
Sortino Ratio Rank
QLD Omega Ratio Rank: 6767
Omega Ratio Rank
QLD Calmar Ratio Rank: 6767
Calmar Ratio Rank
QLD Martin Ratio Rank: 6464
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.

SETH vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Ether Strategy ETF (SETH) 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.


SETHQLDDifference
Sharpe ratioReturn per unit of total volatility

-2.72

Sortino ratioReturn per unit of downside risk

-2.71

Omega ratioGain probability vs. loss probability

1.05

1.41

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.02

3.42

-3.44

Martin ratioReturn relative to average drawdown

-0.04

11.92

-11.95

SETH vs. QLD - Sharpe Ratio Comparison

The current SETH Sharpe Ratio is -0.02, which is lower than the QLD Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SETH and QLD, 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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Sharpe Ratios by Period


SETHQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.70

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.60

-1.04

Drawdowns

SETH vs. QLD - Drawdown Comparison

The maximum SETH drawdown since its inception was -80.74%, roughly equal to the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for SETH and QLD.


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Drawdown Indicators


SETHQLDDifference

Max Drawdown

Largest peak-to-trough decline

-80.74%

-83.13%

+2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-56.01%

-25.13%

-30.88%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

Max Drawdown (5Y)

Largest decline over 5 years

-63.68%

Max Drawdown (10Y)

Largest decline over 10 years

-63.68%

Current Drawdown

Current decline from peak

-61.29%

-0.53%

-60.76%

Average Drawdown

Average peak-to-trough decline

-54.79%

-18.17%

-36.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.77%

7.20%

+28.57%

Volatility

SETH vs. QLD - Volatility Comparison

ProShares Short Ether Strategy ETF (SETH) has a higher volatility of 9.81% compared to ProShares Ultra QQQ (QLD) at 8.90%. This indicates that SETH'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.


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Volatility by Period


SETHQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

8.90%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

46.07%

24.08%

+21.99%

Volatility (1Y)

Calculated over the trailing 1-year period

68.54%

31.85%

+36.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.53%

44.74%

+24.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.53%

44.56%

+24.97%

SETH vs. QLD - Expense Ratio Comparison

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


Dividends

SETH vs. QLD - Dividend Comparison

SETH's dividend yield for the trailing twelve months is around 10.91%, more than QLD's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
QLD
ProShares Ultra QQQ
0.12%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%
SETH
ProShares Short Ether Strategy ETF
10.91%7.01%3.44%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SETH and QLD have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SETH has higher volatility (9.81%) compared to QLD (8.90%). In terms of maximum drawdown, SETH dropped -80.74% vs QLD's -83.13%.

On 1-year performance, QLD leads with 85.49% vs -1.33% for SETH. Both ETFs have the same 0.95% expense ratio. On volatility, QLD has been the lower-risk option at 8.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QLD has performed better with a 85.49% return vs -1.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SETH and QLD have the same expense ratio: 0.95% per year.

SETH has the higher dividend yield at 10.91%, compared with 0.12% for QLD.

SETH is categorized as Cryptocurrency, while QLD is Leveraged Equities. SETH tracks Bloomberg Galaxy Ethereum (--100%), while QLD tracks NASDAQ-100 Index (200%).

QLD currently has the higher Sharpe Ratio (2.70 vs -0.02), 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

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