PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ISPY vs. IQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISPY and IQQQ 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.


-0.50.00.51.0
Correlation: 0.9

Performance

ISPY vs. IQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 High Income ETF (ISPY) and ProShares Nasdaq-100 High Income ETF (IQQQ). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
5.17%
2.73%
ISPY
IQQQ

Key characteristics

Sharpe Ratio

ISPY:

0.38

IQQQ:

0.16

Sortino Ratio

ISPY:

0.56

IQQQ:

0.33

Omega Ratio

ISPY:

1.08

IQQQ:

1.04

Calmar Ratio

ISPY:

0.47

IQQQ:

0.22

Martin Ratio

ISPY:

1.84

IQQQ:

0.61

Ulcer Index

ISPY:

2.83%

IQQQ:

4.97%

Daily Std Dev

ISPY:

13.75%

IQQQ:

18.95%

Max Drawdown

ISPY:

-10.95%

IQQQ:

-13.79%

Current Drawdown

ISPY:

-10.95%

IQQQ:

-13.79%

Returns By Period

In the year-to-date period, ISPY achieves a -7.17% return, which is significantly higher than IQQQ's -9.49% return.


ISPY

YTD

-7.17%

1M

-6.08%

6M

-4.66%

1Y

5.27%

5Y*

N/A

10Y*

N/A

IQQQ

YTD

-9.49%

1M

-6.79%

6M

-4.27%

1Y

3.07%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ISPY vs. IQQQ - Expense Ratio Comparison

Both ISPY and IQQQ have an expense ratio of 0.55%.


ISPY
ProShares S&P 500 High Income ETF
Expense ratio chart for ISPY: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISPY: 0.55%
Expense ratio chart for IQQQ: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IQQQ: 0.55%

Risk-Adjusted Performance

ISPY vs. IQQQ — Risk-Adjusted Performance Rank

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

ISPY
The Risk-Adjusted Performance Rank of ISPY is 5656
Overall Rank
The Sharpe Ratio Rank of ISPY is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ISPY is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ISPY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ISPY is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ISPY is 6161
Martin Ratio Rank

IQQQ
The Risk-Adjusted Performance Rank of IQQQ is 3838
Overall Rank
The Sharpe Ratio Rank of IQQQ is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IQQQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IQQQ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of IQQQ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IQQQ is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISPY vs. IQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 High Income ETF (ISPY) and ProShares Nasdaq-100 High Income ETF (IQQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for ISPY, currently valued at 0.38, compared to the broader market0.002.004.00
ISPY: 0.38
IQQQ: 0.16
The chart of Sortino ratio for ISPY, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.0012.00
ISPY: 0.56
IQQQ: 0.33
The chart of Omega ratio for ISPY, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
ISPY: 1.08
IQQQ: 1.04
The chart of Calmar ratio for ISPY, currently valued at 0.47, compared to the broader market0.005.0010.0015.00
ISPY: 0.47
IQQQ: 0.22
The chart of Martin ratio for ISPY, currently valued at 1.84, compared to the broader market0.0020.0040.0060.0080.00100.00
ISPY: 1.84
IQQQ: 0.61

The current ISPY Sharpe Ratio is 0.38, which is higher than the IQQQ Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of ISPY and IQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.200.400.600.801.00Wed 26Thu 27Fri 28Sat 29Mar 30Mon 31AprilWed 02Thu 03
0.38
0.16
ISPY
IQQQ

Dividends

ISPY vs. IQQQ - Dividend Comparison

ISPY's dividend yield for the trailing twelve months is around 11.69%, less than IQQQ's 12.77% yield.


TTM2024
ISPY
ProShares S&P 500 High Income ETF
11.69%9.84%
IQQQ
ProShares Nasdaq-100 High Income ETF
12.77%7.27%

Drawdowns

ISPY vs. IQQQ - Drawdown Comparison

The maximum ISPY drawdown since its inception was -10.95%, smaller than the maximum IQQQ drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for ISPY and IQQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.95%
-13.79%
ISPY
IQQQ

Volatility

ISPY vs. IQQQ - Volatility Comparison

The current volatility for ProShares S&P 500 High Income ETF (ISPY) is 7.04%, while ProShares Nasdaq-100 High Income ETF (IQQQ) has a volatility of 8.53%. This indicates that ISPY experiences smaller price fluctuations and is considered to be less risky than IQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.04%
8.53%
ISPY
IQQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab