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UMDD vs. QLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMDD vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro MidCap400 (UMDD) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

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UMDD vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMDD
ProShares UltraPro MidCap400
2.26%-2.57%19.68%27.21%-49.60%72.27%-17.30%78.90%-40.29%49.17%
QLD
ProShares Ultra QQQ
-13.35%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Returns By Period

In the year-to-date period, UMDD achieves a 2.26% return, which is significantly higher than QLD's -13.35% return. Over the past 10 years, UMDD has underperformed QLD with an annualized return of 9.73%, while QLD has yielded a comparatively higher 29.40% annualized return.


UMDD

1D
8.63%
1M
-17.22%
YTD
2.26%
6M
2.98%
1Y
26.71%
3Y*
12.82%
5Y*
-2.03%
10Y*
9.73%

QLD

1D
6.72%
1M
-10.26%
YTD
-13.35%
6M
-11.03%
1Y
37.53%
3Y*
35.41%
5Y*
15.27%
10Y*
29.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMDD vs. QLD - Expense Ratio Comparison

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


Return for Risk

UMDD vs. QLD — Risk / Return Rank

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

UMDD
UMDD Risk / Return Rank: 3232
Overall Rank
UMDD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
UMDD Sortino Ratio Rank: 3737
Sortino Ratio Rank
UMDD Omega Ratio Rank: 3535
Omega Ratio Rank
UMDD Calmar Ratio Rank: 3030
Calmar Ratio Rank
UMDD Martin Ratio Rank: 3131
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 5757
Overall Rank
QLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 5959
Sortino Ratio Rank
QLD Omega Ratio Rank: 5858
Omega Ratio Rank
QLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
QLD Martin Ratio Rank: 5555
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.

UMDD vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro MidCap400 (UMDD) 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.


UMDDQLDDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.84

-0.42

Sortino ratio

Return per unit of downside risk

1.03

1.43

-0.41

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.72

1.49

-0.77

Martin ratio

Return relative to average drawdown

2.59

4.88

-2.29

UMDD vs. QLD - Sharpe Ratio Comparison

The current UMDD Sharpe Ratio is 0.42, which is lower than the QLD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of UMDD 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.


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Sharpe Ratios by Period


UMDDQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.84

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.34

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.66

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.53

-0.24

Correlation

The correlation between UMDD and QLD is 0.73, 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.


Dividends

UMDD vs. QLD - Dividend Comparison

UMDD's dividend yield for the trailing twelve months is around 1.02%, more than QLD's 0.19% yield.


TTM20252024202320222021202020192018201720162015
UMDD
ProShares UltraPro MidCap400
1.02%1.00%0.76%0.19%0.49%0.06%0.08%0.64%0.32%0.00%0.03%0.06%
QLD
ProShares Ultra QQQ
0.19%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%

Drawdowns

UMDD vs. QLD - Drawdown Comparison

The maximum UMDD drawdown since its inception was -86.24%, roughly equal to the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for UMDD and QLD.


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Drawdown Indicators


UMDDQLDDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-83.13%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-38.30%

-25.13%

-13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-64.61%

-63.68%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-86.24%

-63.68%

-22.56%

Current Drawdown

Current decline from peak

-29.96%

-20.10%

-9.86%

Average Drawdown

Average peak-to-trough decline

-23.71%

-18.30%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

7.67%

+2.94%

Volatility

UMDD vs. QLD - Volatility Comparison

ProShares UltraPro MidCap400 (UMDD) has a higher volatility of 19.78% compared to ProShares Ultra QQQ (QLD) at 12.96%. This indicates that UMDD'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


UMDDQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.78%

12.96%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

35.98%

25.55%

+10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

63.25%

44.91%

+18.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.89%

44.77%

+14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.19%

44.47%

+17.72%