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HYHG vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYHG vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares High Yield-Interest Rate Hedged (HYHG) 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, HYHG achieves a 4.22% return, which is significantly higher than SQQQ's -44.29% return. Over the past 10 years, HYHG has outperformed SQQQ with an annualized return of 5.95%, while SQQQ has yielded a comparatively lower -54.99% annualized return.


HYHG

1D
-0.17%
1M
0.39%
6M
2.85%
YTD
4.22%
1Y
7.49%
3Y*
9.01%
5Y*
7.24%
10Y*
5.95%
ALL TIME*
4.27%

SQQQ

1D
-10.07%
1M
-6.73%
6M
-43.84%
YTD
-44.29%
1Y
-57.01%
3Y*
-53.77%
5Y*
-45.76%
10Y*
-54.99%
ALL TIME*
-53.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.51M$1.78M$1.26M
$2.89B$2.45B$2.72B

HYHG vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYHG
ProShares High Yield-Interest Rate Hedged
4.22%5.31%11.41%14.69%-1.71%5.75%0.16%12.02%-1.95%3.76%
SQQQ
ProShares UltraPro Short QQQ
-44.29%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between HYHG and SQQQ is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.50

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.49

Correlation (All Time)
Calculated using the full available price history since May 23, 2013

-0.47

The correlation between HYHG and SQQQ shifts across timeframes, from -0.50 (5 years) to -0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYHG vs. SQQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYHG
HYHG Risk / Return Rank: 6262
Overall Rank
HYHG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYHG Omega Ratio Rank: 4646
Omega Ratio Rank
HYHG Calmar Ratio Rank: 8787
Calmar Ratio Rank
HYHG Martin Ratio Rank: 8282
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 11
Overall Rank
SQQQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 22
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 22
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYHG vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares High Yield-Interest Rate Hedged (HYHG) 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.


HYHGSQQQDifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.24

0.83

+0.41

Calmar ratioReturn relative to maximum drawdown

3.72

-0.96

+4.68

Martin ratioReturn relative to average drawdown

12.44

-1.70

+14.14

HYHG vs. SQQQ - Sharpe Ratio Comparison

The current HYHG Sharpe Ratio is 1.35, which is higher than the SQQQ Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of HYHG 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

HYHG vs. SQQQ - Drawdown Comparison

The maximum HYHG drawdown since its inception was -25.71%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for HYHG and SQQQ.


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Drawdown Indicators


HYHGSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-100.00%

+74.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-59.62%

+57.60%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

-92.51%

+85.04%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

-97.27%

+88.06%

Max Drawdown (10Y)

Largest decline over 10 years

-25.71%

-99.97%

+74.26%

Current Drawdown

Current decline from peak

-0.17%

-100.00%

+99.83%

Average Drawdown

Average peak-to-trough decline

-3.01%

-92.78%

+89.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

33.54%

-32.94%

Volatility

HYHG vs. SQQQ - Volatility Comparison

The current volatility for ProShares High Yield-Interest Rate Hedged (HYHG) is 1.34%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 23.31%. This indicates that HYHG 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


HYHGSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

23.31%

-21.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

49.25%

-45.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.58%

58.66%

-53.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.17%

68.39%

-60.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.06%

66.84%

-57.78%

HYHG vs. SQQQ - Expense Ratio Comparison

HYHG has a 0.50% expense ratio, which is lower than SQQQ's 0.95% expense ratio.


Dividends

HYHG vs. SQQQ - Dividend Comparison

HYHG's dividend yield for the trailing twelve months is around 6.69%, less than SQQQ's 10.72% yield.


PositionTTM20252024202320222021202020192018201720162015
HYHG
ProShares High Yield-Interest Rate Hedged
6.69%6.97%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%
SQQQ
ProShares UltraPro Short QQQ
10.72%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%0.00%0.00%

Frequently Asked Questions


HYHG and SQQQ have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (23.31%) compared to HYHG (1.34%). In terms of maximum drawdown, HYHG dropped -25.71% vs SQQQ's -100.00%.

On 10-year performance, HYHG leads with 5.95% vs -54.99% for SQQQ. On fees, HYHG is cheaper at 0.50% per year. On volatility, HYHG has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYHG has performed better with a 5.95% return vs -54.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYHG is cheaper with a 0.50% expense ratio, compared with 0.95% for SQQQ.

SQQQ has the higher dividend yield at 10.72%, compared with 6.69% for HYHG.

HYHG is categorized as High Yield Bonds, while SQQQ is Leveraged Equities. HYHG tracks FTSE High Yield (Treasury Rate-Hedged) Index, while SQQQ tracks NASDAQ-100 Index (-300%). Their fees differ too: 0.50% for HYHG and 0.95% for SQQQ.

HYHG currently has the higher Sharpe Ratio (1.35 vs -0.98), 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

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