The tracks actually side hill better than tires but feels like it is top heavy and they need to have proper tension as if they are too loose, you could loose a track.
Typically they don't sink any deeper than this photo shows, but if you get the tracks spinning and don't let up, you;re shovelling. That being said, with a little caution, I've never had to shovel or winch.
Tracks are cool. But just remember that if you're out in the back country and you break down, a quad with tracks can't be towed out. It's gotta be choppered out. We had a guy come out with us two years ago and that's just what happened too him. The quad was also too heavy for the chopper to lift. They had to strip the quad and the doors along with everything that could be removed from the helicopter. Wasn't a fun day, but it made for some cool pictures.