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ETHD vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHD vs. SQQQ - Performance Comparison

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

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ETHD vs. SQQQ - Yearly Performance Comparison


2026 (YTD)20252024
ETHD
ProShares UltraShort Ether ETF
24.55%-72.49%-42.57%
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-28.62%

Returns By Period

In the year-to-date period, ETHD achieves a 24.55% return, which is significantly higher than SQQQ's 13.99% return.


ETHD

1D
-3.95%
1M
-18.40%
YTD
24.55%
6M
83.22%
1Y
-84.46%
3Y*
5Y*
10Y*

SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHD vs. SQQQ - Expense Ratio Comparison

ETHD has a 1.01% expense ratio, which is higher than SQQQ's 0.95% expense ratio.


Return for Risk

ETHD vs. SQQQ — Risk / Return Rank

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

ETHD
ETHD Risk / Return Rank: 33
Overall Rank
ETHD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETHD Sortino Ratio Rank: 44
Sortino Ratio Rank
ETHD Omega Ratio Rank: 44
Omega Ratio Rank
ETHD Calmar Ratio Rank: 11
Calmar Ratio Rank
ETHD Martin Ratio Rank: 44
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
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: 55
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.

ETHD vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Ether ETF (ETHD) 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.


ETHDSQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-0.84

+0.27

Sortino ratio

Return per unit of downside risk

-0.61

-1.14

+0.53

Omega ratio

Gain probability vs. loss probability

0.93

0.84

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.90

-0.76

-0.14

Martin ratio

Return relative to average drawdown

-1.01

-0.87

-0.14

ETHD vs. SQQQ - Sharpe Ratio Comparison

The current ETHD Sharpe Ratio is -0.56, which is higher than the SQQQ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of ETHD and SQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETHDSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.84

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

-0.85

+0.44

Correlation

The correlation between ETHD and SQQQ is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETHD vs. SQQQ - Dividend Comparison

ETHD's dividend yield for the trailing twelve months is around 85.90%, more than SQQQ's 5.99% yield.


TTM202520242023202220212020201920182017
ETHD
ProShares UltraShort Ether ETF
85.90%156.62%19.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

ETHD vs. SQQQ - Drawdown Comparison

The maximum ETHD drawdown since its inception was -95.59%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ETHD and SQQQ.


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Drawdown Indicators


ETHDSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-95.59%

-100.00%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-95.50%

-75.23%

-20.27%

Max Drawdown (5Y)

Largest decline over 5 years

-95.36%

Max Drawdown (10Y)

Largest decline over 10 years

-99.96%

Current Drawdown

Current decline from peak

-90.27%

-100.00%

+9.73%

Average Drawdown

Average peak-to-trough decline

-63.63%

-92.32%

+28.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

84.73%

65.40%

+19.33%

Volatility

ETHD vs. SQQQ - Volatility Comparison

ProShares UltraShort Ether ETF (ETHD) has a higher volatility of 40.47% compared to ProShares UltraPro Short QQQ (SQQQ) at 19.98%. This indicates that ETHD's price experiences larger fluctuations and is considered to be riskier 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


ETHDSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.47%

19.98%

+20.49%

Volatility (6M)

Calculated over the trailing 6-month period

106.90%

38.23%

+68.67%

Volatility (1Y)

Calculated over the trailing 1-year period

150.88%

67.38%

+83.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.74%

66.65%

+80.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.74%

65.97%

+80.77%