PortfoliosLab logoPortfoliosLab logo
CLIX vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLIX vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CLIX achieves a -8.57% return, which is significantly higher than SQQQ's -40.31% return.


CLIX

1D
0.70%
1M
-5.51%
YTD
-8.57%
6M
-8.64%
1Y
9.82%
3Y*
17.63%
5Y*
-7.82%
10Y*

SQQQ

1D
9.83%
1M
-2.27%
YTD
-40.31%
6M
-37.80%
1Y
-61.11%
3Y*
-53.86%
5Y*
-46.89%
10Y*
-56.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIX vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLIX
ProShares Long Online/Short Stores ETF
-8.57%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.43%
SQQQ
ProShares UltraPro Short QQQ
-40.31%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-6.91%

Correlation

The correlation between CLIX and SQQQ is -0.60, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.60

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

-0.63

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

-0.67

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

-0.66

The correlation between CLIX and SQQQ has been stable across timeframes, ranging from -0.67 to -0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

CLIX vs. SQQQ — Risk / Return Rank

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

CLIX
CLIX Risk / Return Rank: 1515
Overall Rank
CLIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1515
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1515
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 11
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 00
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
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.

CLIX vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) and ProShares UltraPro Short QQQ (SQQQ). 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.


CLIXSQQQDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.09

0.78

+0.31

Calmar ratioReturn relative to maximum drawdown

0.50

-0.96

+1.47

Martin ratioReturn relative to average drawdown

1.29

-1.81

+3.10

CLIX vs. SQQQ - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.46, which is higher than the SQQQ Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of CLIX and SQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CLIX vs. SQQQ - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CLIX and SQQQ.


Loading charts...

Drawdown Indicators


CLIXSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-73.21%

-100.00%

+26.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.57%

-63.52%

+43.95%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-92.51%

+71.33%

Max Drawdown (5Y)

Largest decline over 5 years

-68.22%

-97.27%

+29.05%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-45.99%

-100.00%

+54.01%

Average Drawdown

Average peak-to-trough decline

-34.75%

-92.73%

+57.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

36.37%

-28.76%

Volatility

CLIX vs. SQQQ - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 6.64%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.69%. This indicates that CLIX experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CLIXSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

26.69%

-20.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

43.33%

-27.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

53.65%

-32.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.05%

67.53%

-40.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

66.47%

-40.55%

CLIX vs. SQQQ - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is lower than SQQQ's 0.95% expense ratio.


Dividends

CLIX vs. SQQQ - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.58%, less than SQQQ's 11.44% yield.


PositionTTM202520242023202220212020201920182017
CLIX
ProShares Long Online/Short Stores ETF
0.58%0.46%0.46%0.00%0.00%0.00%1.33%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
11.44%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


CLIX and SQQQ have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.69%) compared to CLIX (6.64%). In terms of maximum drawdown, CLIX dropped -73.21% vs SQQQ's -100.00%.

On 5-year performance, CLIX leads with -7.82% vs -46.89% for SQQQ. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 6.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CLIX has performed better with a -7.82% return vs -46.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLIX is cheaper with a 0.65% expense ratio, compared with 0.95% for SQQQ.

SQQQ has the higher dividend yield at 11.44%, compared with 0.58% for CLIX.

CLIX is categorized as Long-Short, while SQQQ is Leveraged Equities. CLIX tracks ProShares Long Online/Short Stores Index, while SQQQ tracks NASDAQ-100 Index (-300%). Their fees differ too: 0.65% for CLIX and 0.95% for SQQQ.

CLIX currently has the higher Sharpe Ratio (0.46 vs -1.14), 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 CLIX and SQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer