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URE vs. QULL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URE vs. QULL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Real Estate (URE) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URE achieves a 23.42% return, which is significantly higher than QULL's 15.87% return.


URE

1D
1.83%
1M
4.44%
YTD
23.42%
6M
23.42%
1Y
14.27%
3Y*
10.96%
5Y*
-3.33%
10Y*
3.72%

QULL

1D
0.83%
1M
4.92%
YTD
15.87%
6M
15.39%
1Y
36.85%
3Y*
31.62%
5Y*
16.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

URE vs. QULL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
URE
ProShares Ultra Real Estate
23.42%-3.65%0.35%11.58%-49.64%79.07%
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
15.87%17.61%38.03%57.07%-42.00%51.36%

Correlation

The correlation between URE and QULL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.46

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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.59

Over the past year, the correlation between URE and QULL has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

URE vs. QULL — Risk / Return Rank

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

URE
URE Risk / Return Rank: 2020
Overall Rank
URE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
URE Sortino Ratio Rank: 1818
Sortino Ratio Rank
URE Omega Ratio Rank: 1919
Omega Ratio Rank
URE Calmar Ratio Rank: 2222
Calmar Ratio Rank
URE Martin Ratio Rank: 2121
Martin Ratio Rank

QULL
QULL Risk / Return Rank: 4949
Overall Rank
QULL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 4848
Sortino Ratio Rank
QULL Omega Ratio Rank: 4646
Omega Ratio Rank
QULL Calmar Ratio Rank: 4545
Calmar Ratio Rank
QULL Martin Ratio Rank: 5757
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.

URE vs. QULL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Real Estate (URE) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). 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.


UREQULLDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.15

Calmar ratioReturn relative to maximum drawdown

0.87

2.01

-1.14

Martin ratioReturn relative to average drawdown

2.09

8.94

-6.84

URE vs. QULL - Sharpe Ratio Comparison

The current URE Sharpe Ratio is 0.52, which is lower than the QULL Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of URE and QULL, 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

URE vs. QULL - Drawdown Comparison

The maximum URE drawdown since its inception was -97.16%, which is greater than QULL's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for URE and QULL.


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Drawdown Indicators


UREQULLDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-51.83%

-45.33%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-18.43%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-33.77%

-36.82%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-63.66%

-51.83%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

Current Drawdown

Current decline from peak

-48.75%

0.00%

-48.75%

Average Drawdown

Average peak-to-trough decline

-64.49%

-13.98%

-50.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

4.16%

+2.67%

Volatility

URE vs. QULL - Volatility Comparison

ProShares Ultra Real Estate (URE) has a higher volatility of 9.54% compared to ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) at 5.66%. This indicates that URE's price experiences larger fluctuations and is considered to be riskier than QULL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UREQULLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

5.66%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

19.08%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

27.52%

24.65%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.38%

35.63%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.58%

35.08%

+5.50%

URE vs. QULL - Expense Ratio Comparison

Both URE and QULL have an expense ratio of 0.95%.


Dividends

URE vs. QULL - Dividend Comparison

URE's dividend yield for the trailing twelve months is around 1.90%, while QULL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URE
ProShares Ultra Real Estate
1.90%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Frequently Asked Questions


URE and QULL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URE has higher volatility (9.54%) compared to QULL (5.66%). In terms of maximum drawdown, URE dropped -97.16% vs QULL's -51.83%.

On 5-year performance, QULL leads with 16.17% vs -3.33% for URE. Both ETFs have the same 0.95% expense ratio. On volatility, QULL has been the lower-risk option at 5.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QULL has performed better with a 16.17% return vs -3.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URE and QULL have the same expense ratio: 0.95% per year.

URE has the higher dividend yield at 1.90%, compared with 0.00% for QULL.

URE is categorized as REIT, while QULL is Leveraged Equities. URE tracks Dow Jones U.S. Real Estate Index (200%), while QULL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: ProShares and UBS.

QULL currently has the higher Sharpe Ratio (1.50 vs 0.52), 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 URE and QULL

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