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UOPIX vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UOPIX vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraNASDAQ-100 Fund (UOPIX) 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 stocks are quite close, with UOPIX having a 38.91% return and QLD slightly lower at 38.76%. Over the past 10 years, UOPIX has underperformed QLD with an annualized return of 34.97%, while QLD has yielded a comparatively higher 37.21% annualized return.


UOPIX

1D
4.94%
1M
5.28%
YTD
38.91%
6M
36.39%
1Y
82.89%
3Y*
44.92%
5Y*
22.80%
10Y*
34.97%

QLD

1D
-0.23%
1M
4.92%
YTD
38.76%
6M
36.36%
1Y
82.33%
3Y*
46.92%
5Y*
23.39%
10Y*
37.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UOPIX vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UOPIX
ProFunds UltraNASDAQ-100 Fund
38.91%30.26%41.75%115.97%-60.70%48.28%86.57%80.53%-9.41%68.58%
QLD
ProShares Ultra QQQ
38.76%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Correlation

The correlation between UOPIX and QLD is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

0.99

The correlation between UOPIX and QLD has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

UOPIX vs. QLD — Risk / Return Rank

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

UOPIX
UOPIX Risk / Return Rank: 6363
Overall Rank
UOPIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UOPIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
UOPIX Omega Ratio Rank: 5353
Omega Ratio Rank
UOPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
UOPIX Martin Ratio Rank: 6060
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 6767
Overall Rank
QLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 6262
Sortino Ratio Rank
QLD Omega Ratio Rank: 6565
Omega Ratio Rank
QLD Calmar Ratio Rank: 6868
Calmar Ratio Rank
QLD 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.

UOPIX vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraNASDAQ-100 Fund (UOPIX) 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.

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.


UOPIXQLDDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.37

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.27

3.29

-0.02

Martin ratioReturn relative to average drawdown

11.24

11.19

+0.04

UOPIX vs. QLD - Sharpe Ratio Comparison

The current UOPIX Sharpe Ratio is 2.31, which is comparable to the QLD Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of UOPIX 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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Drawdowns

UOPIX vs. QLD - Drawdown Comparison

The maximum UOPIX drawdown since its inception was -99.00%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for UOPIX and QLD.


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Drawdown Indicators


UOPIXQLDDifference

Max Drawdown

Largest peak-to-trough decline

-99.00%

-83.13%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-24.97%

-25.13%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-42.52%

-42.29%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-65.01%

-63.68%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-65.01%

-63.68%

-1.33%

Current Drawdown

Current decline from peak

-2.46%

-2.83%

+0.37%

Average Drawdown

Average peak-to-trough decline

-67.60%

-18.14%

-49.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

7.38%

-0.12%

Volatility

UOPIX vs. QLD - Volatility Comparison

ProFunds UltraNASDAQ-100 Fund (UOPIX) and ProShares Ultra QQQ (QLD) have volatilities of 17.05% and 16.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UOPIXQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.05%

16.77%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

28.19%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

35.37%

35.17%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.58%

45.24%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.41%

44.82%

-0.41%

UOPIX vs. QLD - Expense Ratio Comparison

UOPIX has a 1.47% expense ratio, which is higher than QLD's 0.95% expense ratio.


Dividends

UOPIX vs. QLD - Dividend Comparison

UOPIX's dividend yield for the trailing twelve months is around 13.15%, 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%
UOPIX
ProFunds UltraNASDAQ-100 Fund
13.15%18.27%0.41%0.00%5.64%11.03%9.78%5.78%6.73%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, UOPIX and QLD 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.

UOPIX has higher volatility (17.05%) compared to QLD (16.77%). In terms of maximum drawdown, UOPIX dropped -99.00% vs QLD's -83.13%.

QLD currently has the higher Sharpe Ratio (2.36 vs 2.31), 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 UOPIX and QLD

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