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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.

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Returns By Period

In the year-to-date period, CLIX achieves a -3.48% return, which is significantly higher than SQQQ's -40.27% return.


CLIX

1D
-0.40%
1M
7.04%
6M
-7.16%
YTD
-3.48%
1Y
12.38%
3Y*
16.62%
5Y*
-6.23%
10Y*

SQQQ

1D
5.74%
1M
1.37%
6M
-36.57%
YTD
-40.27%
1Y
-56.10%
3Y*
-51.78%
5Y*
-45.66%
10Y*
-55.28%
*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
-3.48%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.43%
SQQQ
ProShares UltraPro Short QQQ
-40.27%-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 -0.57, 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

-0.57

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

-0.62

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 shifts across timeframes, from -0.67 (5 years) to -0.57 (1 year), reflecting how their relationship changes across market environments.

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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: 1919
Overall Rank
CLIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1919
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1919
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 11
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
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

+1.59

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.11

0.82

+0.29

Calmar ratioReturn relative to maximum drawdown

0.64

-0.92

+1.56

Martin ratioReturn relative to average drawdown

1.56

-1.71

+3.28

CLIX vs. SQQQ - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.57, which is higher than the SQQQ Sharpe Ratio of -1.01. 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.


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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.


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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%

-61.03%

+41.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-92.51%

+71.33%

Max Drawdown (5Y)

Largest decline over 5 years

-66.03%

-97.27%

+31.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.97%

Current Drawdown

Current decline from peak

-42.98%

-100.00%

+57.02%

Average Drawdown

Average peak-to-trough decline

-34.81%

-92.75%

+57.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

32.78%

-24.84%

Volatility

CLIX vs. SQQQ - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 6.10%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.05%. 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.


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Volatility by Period


CLIXSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

26.05%

-19.95%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

45.88%

-29.18%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

55.64%

-33.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

67.87%

-41.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

66.56%

-40.68%

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 0.54%, less than SQQQ's 10.00% yield.


PositionTTM202520242023202220212020201920182017
CLIX
ProShares Long Online/Short Stores ETF
0.54%0.46%0.46%0.00%0.00%0.00%1.33%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
10.00%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 -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.05%) compared to CLIX (6.10%). In terms of maximum drawdown, CLIX dropped -73.21% vs SQQQ's -100.00%.

On 5-year performance, CLIX leads with -6.23% vs -45.66% for SQQQ. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 6.10%. 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 -6.23% return vs -45.66%. 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 10.00%, compared with 0.54% 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 (0.57 vs -1.01), 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

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