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UBR vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBR vs. QLD - Performance Comparison

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

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Returns By Period

In the year-to-date period, UBR achieves a 13.03% return, which is significantly lower than QLD's 42.06% return. Over the past 10 years, UBR has underperformed QLD with an annualized return of -1.90%, while QLD has yielded a comparatively higher 36.10% annualized return.


UBR

1D
-5.40%
1M
-21.46%
YTD
13.03%
6M
3.25%
1Y
56.81%
3Y*
8.90%
5Y*
-5.17%
10Y*
-1.90%

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)

UBR vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBR
ProShares Ultra MSCI Brazil
13.03%96.11%-57.05%49.98%5.60%-39.03%-60.67%44.19%-19.11%35.36%
QLD
ProShares Ultra QQQ
42.06%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Correlation

The correlation between UBR and QLD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.38

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

0.33

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 10, 2010

0.42

The correlation between UBR and QLD shifts across timeframes, from 0.33 (5 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UBR vs. QLD — Risk / Return Rank

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

UBR
UBR Risk / Return Rank: 3333
Overall Rank
UBR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UBR Sortino Ratio Rank: 3131
Sortino Ratio Rank
UBR Omega Ratio Rank: 3232
Omega Ratio Rank
UBR Calmar Ratio Rank: 3737
Calmar Ratio Rank
UBR Martin Ratio Rank: 3535
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.

UBR vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Brazil (UBR) 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.


UBRQLDDifference

Sharpe ratio

Return per unit of total volatility

1.15

2.70

-1.55

Sortino ratio

Return per unit of downside risk

1.67

3.16

-1.49

Omega ratio

Gain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratio

Return relative to maximum drawdown

1.81

3.42

-1.61

Martin ratio

Return relative to average drawdown

5.36

11.92

-6.55

UBR vs. QLD - Sharpe Ratio Comparison

The current UBR Sharpe Ratio is 1.15, which is lower than the QLD Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of UBR 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


UBRQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.70

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.58

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.81

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.60

-0.79

Drawdowns

UBR vs. QLD - Drawdown Comparison

The maximum UBR drawdown since its inception was -97.15%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for UBR and QLD.


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Drawdown Indicators


UBRQLDDifference

Max Drawdown

Largest peak-to-trough decline

-97.15%

-83.13%

-14.02%

Max Drawdown (1Y)

Largest decline over 1 year

-31.50%

-25.13%

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-58.11%

-42.29%

-15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-67.07%

-63.68%

-3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-87.57%

-63.68%

-23.89%

Current Drawdown

Current decline from peak

-92.84%

-0.53%

-92.31%

Average Drawdown

Average peak-to-trough decline

-77.90%

-18.17%

-59.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.63%

7.20%

+3.43%

Volatility

UBR vs. QLD - Volatility Comparison

ProShares Ultra MSCI Brazil (UBR) has a higher volatility of 15.51% compared to ProShares Ultra QQQ (QLD) at 8.90%. This indicates that UBR'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


UBRQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.51%

8.90%

+6.61%

Volatility (6M)

Calculated over the trailing 6-month period

41.58%

24.08%

+17.50%

Volatility (1Y)

Calculated over the trailing 1-year period

49.62%

31.85%

+17.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.66%

44.74%

+10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.68%

44.56%

+22.12%

UBR vs. QLD - Expense Ratio Comparison

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


Dividends

UBR vs. QLD - Dividend Comparison

UBR's dividend yield for the trailing twelve months is around 1.85%, 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%
UBR
ProShares Ultra MSCI Brazil
1.85%2.05%8.09%1.15%0.00%0.00%0.00%0.53%0.13%0.00%0.00%0.00%

Frequently Asked Questions


UBR and QLD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBR has higher volatility (15.51%) compared to QLD (8.90%). In terms of maximum drawdown, UBR dropped -97.15% vs QLD's -83.13%.

On 10-year performance, QLD leads with 36.10% vs -1.90% for UBR. 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 10-year period, QLD has performed better with a 36.10% return vs -1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UBR has the higher dividend yield at 1.85%, compared with 0.12% for QLD.

UBR tracks MSCI Brazil Index (200%), while QLD tracks NASDAQ-100 Index (200%).

QLD currently has the higher Sharpe Ratio (2.70 vs 1.15), 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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