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IQQQ vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQQ vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 High Income ETF (IQQQ) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

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IQQQ vs. SSO - Yearly Performance Comparison


2026 (YTD)20252024
IQQQ
ProShares Nasdaq-100 High Income ETF
-5.36%17.11%13.39%
SSO
ProShares Ultra S&P500
-10.23%26.19%21.14%

Returns By Period

In the year-to-date period, IQQQ achieves a -5.36% return, which is significantly higher than SSO's -10.23% return.


IQQQ

1D
2.65%
1M
-4.90%
YTD
-5.36%
6M
-3.13%
1Y
19.72%
3Y*
5Y*
10Y*

SSO

1D
5.75%
1M
-10.37%
YTD
-10.23%
6M
-7.08%
1Y
26.35%
3Y*
28.27%
5Y*
15.34%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQQ vs. SSO - Expense Ratio Comparison

IQQQ has a 0.55% expense ratio, which is lower than SSO's 0.87% expense ratio.


Return for Risk

IQQQ vs. SSO — Risk / Return Rank

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

IQQQ
IQQQ Risk / Return Rank: 6161
Overall Rank
IQQQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 5757
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 5858
Martin Ratio Rank

SSO
SSO Risk / Return Rank: 5151
Overall Rank
SSO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSO Omega Ratio Rank: 5353
Omega Ratio Rank
SSO Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSO Martin Ratio Rank: 5858
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.

IQQQ vs. SSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 High Income ETF (IQQQ) and ProShares Ultra S&P500 (SSO). 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.


IQQQSSODifference

Sharpe ratio

Return per unit of total volatility

1.02

0.73

+0.29

Sortino ratio

Return per unit of downside risk

1.40

1.23

+0.17

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.68

1.20

+0.48

Martin ratio

Return relative to average drawdown

5.33

5.18

+0.15

IQQQ vs. SSO - Sharpe Ratio Comparison

The current IQQQ Sharpe Ratio is 1.02, which is higher than the SSO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IQQQ and SSO, 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


IQQQSSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.73

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.38

+0.26

Correlation

The correlation between IQQQ and SSO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IQQQ vs. SSO - Dividend Comparison

IQQQ's dividend yield for the trailing twelve months is around 10.31%, more than SSO's 0.82% yield.


TTM20252024202320222021202020192018201720162015
IQQQ
ProShares Nasdaq-100 High Income ETF
10.31%10.34%7.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSO
ProShares Ultra S&P500
0.82%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Drawdowns

IQQQ vs. SSO - Drawdown Comparison

The maximum IQQQ drawdown since its inception was -20.41%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for IQQQ and SSO.


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Drawdown Indicators


IQQQSSODifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-84.67%

+64.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-23.17%

+11.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.73%

Max Drawdown (10Y)

Largest decline over 10 years

-59.34%

Current Drawdown

Current decline from peak

-8.78%

-13.46%

+4.68%

Average Drawdown

Average peak-to-trough decline

-3.83%

-19.72%

+15.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

5.38%

-1.70%

Volatility

IQQQ vs. SSO - Volatility Comparison

The current volatility for ProShares Nasdaq-100 High Income ETF (IQQQ) is 6.14%, while ProShares Ultra S&P500 (SSO) has a volatility of 10.60%. This indicates that IQQQ experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQQSSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

10.60%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

18.95%

-6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

36.45%

-16.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

33.66%

-14.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

35.86%

-16.99%