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IGHG vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) 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, IGHG achieves a 2.17% return, which is significantly higher than SQQQ's -45.27% return. Over the past 10 years, IGHG has outperformed SQQQ with an annualized return of 4.72%, while SQQQ has yielded a comparatively lower -56.01% annualized return.


IGHG

1D
0.05%
1M
0.76%
YTD
2.17%
6M
2.54%
1Y
5.77%
3Y*
8.57%
5Y*
5.24%
10Y*
4.72%

SQQQ

1D
0.76%
1M
-26.37%
YTD
-45.27%
6M
-42.79%
1Y
-65.16%
3Y*
-56.19%
5Y*
-49.17%
10Y*
-56.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.17%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%
SQQQ
ProShares UltraPro Short QQQ
-45.27%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between IGHG and SQQQ is -0.49, 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

-0.49

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

-0.38

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

-0.47

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

-0.41

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2013

-0.39

The correlation between IGHG and SQQQ shifts across timeframes, from -0.49 (1 year) to -0.38 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGHG vs. SQQQ — Risk / Return Rank

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

IGHG
IGHG Risk / Return Rank: 5656
Overall Rank
IGHG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5050
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6464
Martin Ratio Rank

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

IGHG vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) 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.


IGHGSQQQDifference
Sharpe ratioReturn per unit of total volatility

+3.05

Sortino ratioReturn per unit of downside risk

+5.16

Omega ratioGain probability vs. loss probability

1.32

0.72

+0.59

Calmar ratioReturn relative to maximum drawdown

3.31

-0.99

+4.30

Martin ratioReturn relative to average drawdown

11.71

-1.82

+13.53

IGHG vs. SQQQ - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.68, which is higher than the SQQQ Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of IGHG 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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Sharpe Ratios by Period


IGHGSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

-1.37

+3.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

-0.74

+1.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

-0.85

+1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

-0.88

+1.41

Drawdowns

IGHG vs. SQQQ - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IGHG and SQQQ.


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Drawdown Indicators


IGHGSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-100.00%

+74.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-65.95%

+64.20%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-92.38%

+88.64%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-97.23%

+88.48%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

-99.98%

+74.82%

Current Drawdown

Current decline from peak

-0.11%

-100.00%

+99.89%

Average Drawdown

Average peak-to-trough decline

-2.30%

-92.40%

+90.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

35.73%

-35.23%

Volatility

IGHG vs. SQQQ - Volatility Comparison

The current volatility for ProShares Investment Grade-Interest Rate Hedged (IGHG) is 0.62%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 13.75%. This indicates that IGHG 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


IGHGSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

13.75%

-13.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

36.45%

-33.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

47.79%

-44.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

66.64%

-61.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

66.11%

-58.65%

IGHG vs. SQQQ - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is lower than SQQQ's 0.95% expense ratio.


Dividends

IGHG vs. SQQQ - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.11%, less than SQQQ's 12.48% yield.


PositionTTM20252024202320222021202020192018201720162015
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.11%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%
SQQQ
ProShares UltraPro Short QQQ
12.48%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


IGHG and SQQQ have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (13.75%) compared to IGHG (0.62%). In terms of maximum drawdown, IGHG dropped -25.16% vs SQQQ's -100.00%.

On 10-year performance, IGHG leads with 4.72% vs -56.01% for SQQQ. On fees, IGHG is cheaper at 0.30% per year. On volatility, IGHG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGHG has performed better with a 4.72% return vs -56.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGHG is cheaper with a 0.30% expense ratio, compared with 0.95% for SQQQ.

SQQQ has the higher dividend yield at 12.48%, compared with 5.11% for IGHG.

IGHG is categorized as Corporate Bonds, while SQQQ is Leveraged Equities. IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index, while SQQQ tracks NASDAQ-100 Index (-300%). Their fees differ too: 0.30% for IGHG and 0.95% for SQQQ.

IGHG currently has the higher Sharpe Ratio (1.68 vs -1.37), 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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