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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 3.84% return, which is significantly higher than SQQQ's -41.78% return. Over the past 10 years, HYHG has outperformed SQQQ with an annualized return of 5.90%, while SQQQ has yielded a comparatively lower -55.39% annualized return.


HYHG

1D
-0.02%
1M
0.46%
6M
3.45%
YTD
3.84%
1Y
7.08%
3Y*
9.04%
5Y*
7.07%
10Y*
5.90%

SQQQ

1D
0.80%
1M
8.96%
6M
-40.42%
YTD
-41.78%
1Y
-56.67%
3Y*
-52.19%
5Y*
-46.41%
10Y*
-55.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYHG vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYHG
ProShares High Yield-Interest Rate Hedged
3.84%5.31%11.41%14.69%-1.71%5.75%0.16%12.02%-1.95%3.76%
SQQQ
ProShares UltraPro Short QQQ
-41.78%-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 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

-0.31

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

-0.37

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

-0.51

Correlation (10Y)
Calculated over the trailing 10-year period

-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 -0.51 (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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HYHG
HYHG Risk / Return Rank: 5858
Overall Rank
HYHG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
HYHG Omega Ratio Rank: 4242
Omega Ratio Rank
HYHG Calmar Ratio Rank: 8282
Calmar Ratio Rank
HYHG Martin Ratio Rank: 7878
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.

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

+2.28

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.22

0.82

+0.41

Calmar ratioReturn relative to maximum drawdown

3.52

-0.93

+4.45

Martin ratioReturn relative to average drawdown

11.70

-1.71

+13.41

HYHG vs. SQQQ - Sharpe Ratio Comparison

The current HYHG Sharpe Ratio is 1.26, which is higher than the SQQQ Sharpe Ratio of -1.02. 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%

-61.03%

+59.01%

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

-0.36%

-100.00%

+99.64%

Average Drawdown

Average peak-to-trough decline

-3.02%

-92.76%

+89.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

33.18%

-32.57%

Volatility

HYHG vs. SQQQ - Volatility Comparison

The current volatility for ProShares High Yield-Interest Rate Hedged (HYHG) is 1.16%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 24.13%. 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

1.16%

24.13%

-22.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

45.92%

-41.94%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

55.62%

-49.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

67.88%

-59.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.07%

66.56%

-57.49%

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 6.72%, less than SQQQ's 10.26% yield.


PositionTTM20252024202320222021202020192018201720162015
HYHG
ProShares High Yield-Interest Rate Hedged
6.72%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
10.26%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 (24.13%) compared to HYHG (1.16%). In terms of maximum drawdown, HYHG dropped -25.71% vs SQQQ's -100.00%.

On 10-year performance, HYHG leads with 5.90% vs -55.39% for SQQQ. On fees, HYHG is cheaper at 0.50% per year. On volatility, HYHG has been the lower-risk option at 1.16%. 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 5.90% return vs -55.39%. 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 10.26%, compared with 6.72% for HYHG.

HYHG is categorized as High Yield Bonds, while SQQQ is Leveraged Equities. HYHG tracks Citi 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 (1.26 vs -1.02), 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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