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TQQQ vs. UGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ vs. UGL - Performance Comparison

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

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Returns By Period

In the year-to-date period, TQQQ achieves a 38.79% return, which is significantly higher than UGL's -7.82% return. Over the past 10 years, TQQQ has outperformed UGL with an annualized return of 42.84%, while UGL has yielded a comparatively lower 17.75% annualized return.


TQQQ

1D
-14.28%
1M
-4.23%
YTD
38.79%
6M
30.51%
1Y
98.25%
3Y*
60.11%
5Y*
24.09%
10Y*
42.84%

UGL

1D
-7.30%
1M
-17.17%
YTD
-7.82%
6M
-3.83%
1Y
46.42%
3Y*
49.47%
5Y*
25.50%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ vs. UGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQQQ
ProShares UltraPro QQQ
38.79%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%
UGL
ProShares Ultra Gold
-7.82%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%

Correlation

The correlation between TQQQ and UGL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.13

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

0.03

The correlation between TQQQ and UGL shifts across timeframes, from 0.03 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TQQQ vs. UGL — Risk / Return Rank

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

TQQQ
TQQQ Risk / Return Rank: 5656
Overall Rank
TQQQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5454
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5858
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 5454
Martin Ratio Rank

UGL
UGL Risk / Return Rank: 2424
Overall Rank
UGL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2424
Sortino Ratio Rank
UGL Omega Ratio Rank: 2828
Omega Ratio Rank
UGL Calmar Ratio Rank: 2323
Calmar Ratio Rank
UGL Martin Ratio Rank: 2121
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.

TQQQ vs. UGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and ProShares Ultra Gold (UGL). 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.


TQQQUGLDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratioReturn relative to maximum drawdown

2.83

1.06

+1.76

Martin ratioReturn relative to average drawdown

9.20

2.56

+6.65

TQQQ vs. UGL - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 2.10, which is higher than the UGL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TQQQ and UGL, 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


TQQQUGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.80

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.70

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.55

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.38

+0.33

Drawdowns

TQQQ vs. UGL - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, which is greater than UGL's maximum drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for TQQQ and UGL.


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Drawdown Indicators


TQQQUGLDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-75.93%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-40.22%

+3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

-40.22%

-17.82%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

-40.23%

-41.43%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

-46.23%

-35.43%

Current Drawdown

Current decline from peak

-16.25%

-40.22%

+23.97%

Average Drawdown

Average peak-to-trough decline

-18.52%

-43.63%

+25.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

16.70%

-5.37%

Volatility

TQQQ vs. UGL - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) has a higher volatility of 20.42% compared to ProShares Ultra Gold (UGL) at 11.42%. This indicates that TQQQ's price experiences larger fluctuations and is considered to be riskier than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.42%

11.42%

+9.00%

Volatility (6M)

Calculated over the trailing 6-month period

39.33%

47.43%

-8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

49.81%

53.42%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.79%

36.32%

+30.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.11%

32.42%

+33.69%

TQQQ vs. UGL - Expense Ratio Comparison

Both TQQQ and UGL have an expense ratio of 0.95%.


Dividends

TQQQ vs. UGL - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.43%, while UGL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.43%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TQQQ and UGL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (20.42%) compared to UGL (11.42%). In terms of maximum drawdown, TQQQ dropped -81.66% vs UGL's -75.93%.

On 10-year performance, TQQQ leads with 42.84% vs 17.75% for UGL. Both ETFs have the same 0.95% expense ratio. On volatility, UGL has been the lower-risk option at 11.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 42.84% return vs 17.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ and UGL have the same expense ratio: 0.95% per year.

TQQQ has the higher dividend yield at 0.43%, compared with 0.00% for UGL.

TQQQ is categorized as Leveraged Equities, while UGL is Leveraged Commodities. TQQQ tracks NASDAQ-100 Index (300%), while UGL tracks Bloomberg Gold Subindex (200%).

TQQQ currently has the higher Sharpe Ratio (2.10 vs 0.80), 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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