UOPIX vs. QLD

The year-to-date returns for both investments are quite close, with UOPIX having a -14.09% return and QLD slightly higher at -13.98%. Over the past 10 years, UOPIX has underperformed QLD with an annualized return of 24.21%, while QLD has yielded a comparatively higher 25.95% annualized return.

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

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.

The current UOPIX Sharpe Ratio is 0.17, which is comparable to the QLD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of UOPIX 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.

UOPIX's dividend yield for the trailing twelve months is around 0.48%, more than QLD's 0.26% yield.

The maximum UOPIX drawdown since its inception was -98.91%, 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. For additional features, visit the drawdowns tool.

ProFunds UltraNASDAQ-100 Fund (UOPIX) and ProShares Ultra QQQ (QLD) have volatilities of 16.62% and 16.27%, 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.