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SSO vs. QULL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSO vs. QULL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra S&P500 (SSO) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). 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 stocks are quite close, with SSO having a 19.08% return and QULL slightly lower at 18.41%.


SSO

1D
3.47%
1M
3.60%
YTD
19.08%
6M
19.83%
1Y
52.23%
3Y*
34.86%
5Y*
19.63%
10Y*
24.51%

QULL

1D
2.19%
1M
7.87%
YTD
18.41%
6M
17.51%
1Y
44.24%
3Y*
31.36%
5Y*
17.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSO vs. QULL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSO
ProShares Ultra S&P500
19.08%26.19%43.48%46.65%-38.98%51.09%
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
18.41%17.61%38.03%57.07%-42.00%51.36%

Correlation

The correlation between SSO and QULL is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.95

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

0.96

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

0.96

The correlation between SSO and QULL has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

SSO vs. QULL — Risk / Return Rank

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

SSO
SSO Risk / Return Rank: 6969
Overall Rank
SSO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 6666
Sortino Ratio Rank
SSO Omega Ratio Rank: 6868
Omega Ratio Rank
SSO Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSO Martin Ratio Rank: 7373
Martin Ratio Rank

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
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.

SSO vs. QULL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra S&P500 (SSO) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). 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.


SSOQULLDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

2.89

2.41

+0.48

Martin ratioReturn relative to average drawdown

12.36

10.73

+1.63

SSO vs. QULL - Sharpe Ratio Comparison

The current SSO Sharpe Ratio is 2.13, which is comparable to the QULL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SSO and QULL, 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

SSO vs. QULL - Drawdown Comparison

The maximum SSO drawdown since its inception was -84.67%, which is greater than QULL's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for SSO and QULL.


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Drawdown Indicators


SSOQULLDifference

Max Drawdown

Largest peak-to-trough decline

-84.67%

-51.83%

-32.84%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-18.43%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-35.21%

-36.82%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-46.73%

-51.83%

+5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-59.34%

Current Drawdown

Current decline from peak

-1.64%

0.00%

-1.64%

Average Drawdown

Average peak-to-trough decline

-19.54%

-13.97%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

4.14%

+0.10%

Volatility

SSO vs. QULL - Volatility Comparison

ProShares Ultra S&P500 (SSO) has a higher volatility of 9.28% compared to ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) at 5.94%. This indicates that SSO's price experiences larger fluctuations and is considered to be riskier than QULL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSOQULLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

5.94%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.45%

19.16%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

24.58%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

35.66%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.98%

35.08%

+0.90%

SSO vs. QULL - Expense Ratio Comparison

SSO has a 0.87% expense ratio, which is lower than QULL's 0.95% expense ratio.


Dividends

SSO vs. QULL - Dividend Comparison

SSO's dividend yield for the trailing twelve months is around 0.62%, while QULL has not paid dividends to shareholders.


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%
SSO
ProShares Ultra S&P500
0.62%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Frequently Asked Questions


With a correlation of 0.93, SSO and QULL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SSO has higher volatility (9.28%) compared to QULL (5.94%). In terms of maximum drawdown, SSO dropped -84.67% vs QULL's -51.83%.

On 5-year performance, SSO leads with 19.63% vs 17.03% for QULL. On fees, SSO is cheaper at 0.87% per year. 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, SSO has performed better with a 19.63% return vs 17.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SSO is cheaper with a 0.87% expense ratio, compared with 0.95% for QULL.

SSO has the higher dividend yield at 0.62%, compared with 0.00% for QULL.

SSO tracks S&P 500, while QULL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: ProShares and UBS. Their fees differ too: 0.87% for SSO and 0.95% for QULL.

SSO currently has the higher Sharpe Ratio (2.13 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 SSO and QULL

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