IUSV vs. PSQ
Compare and contrast key facts about iShares Core S&P U.S. Value ETF (IUSV) and ProShares Short QQQ (PSQ).
IUSV and PSQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000. PSQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (-100%). It was launched on Jun 19, 2006. Both IUSV and PSQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUSV vs. PSQ - Performance Comparison
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IUSV vs. PSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 0.10% | 12.85% | 12.18% | 21.73% | -5.40% | 25.22% | 1.56% | 31.47% | -9.21% | 15.09% |
PSQ ProShares Short QQQ | 7.10% | -15.51% | -15.68% | -32.01% | 36.40% | -24.84% | -41.23% | -27.49% | -2.34% | -24.77% |
Returns By Period
In the year-to-date period, IUSV achieves a 0.10% return, which is significantly lower than PSQ's 7.10% return. Over the past 10 years, IUSV has outperformed PSQ with an annualized return of 11.59%, while PSQ has yielded a comparatively lower -17.21% annualized return.
IUSV
- 1D
- 1.77%
- 1M
- -4.59%
- YTD
- 0.10%
- 6M
- 3.24%
- 1Y
- 12.87%
- 3Y*
- 13.69%
- 5Y*
- 10.25%
- 10Y*
- 11.59%
PSQ
- 1D
- -3.36%
- 1M
- 5.19%
- YTD
- 7.10%
- 6M
- 5.61%
- 1Y
- -17.44%
- 3Y*
- -14.62%
- 5Y*
- -10.93%
- 10Y*
- -17.21%
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IUSV vs. PSQ - Expense Ratio Comparison
IUSV has a 0.04% expense ratio, which is lower than PSQ's 0.95% expense ratio.
Return for Risk
IUSV vs. PSQ — Risk / Return Rank
IUSV
PSQ
IUSV vs. PSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and ProShares Short QQQ (PSQ). 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.
| IUSV | PSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | -0.78 | +1.60 |
Sortino ratioReturn per unit of downside risk | 1.24 | -0.98 | +2.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.86 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.51 | +1.66 |
Martin ratioReturn relative to average drawdown | 5.37 | -0.64 | +6.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSV | PSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.78 | +1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | -0.49 | +1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | -0.78 | +1.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | -0.72 | +1.31 |
Correlation
The correlation between IUSV and PSQ is -0.72. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IUSV vs. PSQ - Dividend Comparison
IUSV's dividend yield for the trailing twelve months is around 1.81%, less than PSQ's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 1.81% | 1.78% | 2.15% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.67% | 1.93% | 4.44% | 7.63% |
PSQ ProShares Short QQQ | 4.08% | 4.97% | 7.15% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.95% | 0.02% | 0.00% | 0.00% |
Drawdowns
IUSV vs. PSQ - Drawdown Comparison
The maximum IUSV drawdown since its inception was -56.88%, smaller than the maximum PSQ drawdown of -97.99%. Use the drawdown chart below to compare losses from any high point for IUSV and PSQ.
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Drawdown Indicators
| IUSV | PSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.88% | -97.99% | +41.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -33.97% | +21.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -54.95% | +37.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -87.30% | +49.76% |
Current DrawdownCurrent decline from peak | -4.64% | -97.76% | +93.12% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -73.76% | +67.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 27.21% | -24.61% |
Volatility
IUSV vs. PSQ - Volatility Comparison
The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.92%, while ProShares Short QQQ (PSQ) has a volatility of 6.57%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSV | PSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 6.57% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 12.77% | -4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 22.53% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 22.45% | -7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 22.21% | -5.12% |