PortfoliosLab logoPortfoliosLab logo
USD vs. QLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USD vs. QLD - Performance Comparison

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

Loading graphics...

USD vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
-8.58%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
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, USD achieves a -8.58% return, which is significantly higher than QLD's -13.35% return. Over the past 10 years, USD has outperformed QLD with an annualized return of 50.02%, while QLD has yielded a comparatively lower 29.40% annualized return.


USD

1D
11.02%
1M
-9.17%
YTD
-8.58%
6M
-2.89%
1Y
138.91%
3Y*
88.40%
5Y*
43.45%
10Y*
50.02%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USD vs. QLD - Expense Ratio Comparison

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


Return for Risk

USD vs. QLD — Risk / Return Rank

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

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
USD Omega Ratio Rank: 8686
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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.

USD vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) 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.


USDQLDDifference

Sharpe ratio

Return per unit of total volatility

1.81

0.84

+0.98

Sortino ratio

Return per unit of downside risk

2.38

1.43

+0.95

Omega ratio

Gain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratio

Return relative to maximum drawdown

4.28

1.49

+2.79

Martin ratio

Return relative to average drawdown

11.82

4.88

+6.94

USD vs. QLD - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.81, which is higher than the QLD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of USD 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.


Loading graphics...

Sharpe Ratios by Period


USDQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.84

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.34

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.66

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.53

-0.12

Correlation

The correlation between USD and QLD is 0.83, 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

USD vs. QLD - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.50%, more than QLD's 0.19% yield.


TTM20252024202320222021202020192018201720162015
USD
ProShares Ultra Semiconductors
0.50%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%
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

USD vs. QLD - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for USD and QLD.


Loading graphics...

Drawdown Indicators


USDQLDDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-83.13%

-5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-25.13%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-63.68%

-14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-63.68%

-14.17%

Current Drawdown

Current decline from peak

-24.29%

-20.10%

-4.19%

Average Drawdown

Average peak-to-trough decline

-32.60%

-18.30%

-14.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

7.67%

+3.85%

Volatility

USD vs. QLD - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 21.84% compared to ProShares Ultra QQQ (QLD) at 12.96%. This indicates that USD'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.


Loading graphics...

Volatility by Period


USDQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.84%

12.96%

+8.88%

Volatility (6M)

Calculated over the trailing 6-month period

48.69%

25.55%

+23.14%

Volatility (1Y)

Calculated over the trailing 1-year period

77.02%

44.91%

+32.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.28%

44.77%

+31.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.85%

44.47%

+24.38%