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LTL vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTL vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Telecommunications (LTL) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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LTL vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTL
ProShares Ultra Telecommunications
-12.80%37.06%65.15%62.03%-41.14%40.42%-3.25%30.16%-23.44%-26.85%
SQQQ
ProShares UltraPro Short QQQ
18.46%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Returns By Period

In the year-to-date period, LTL achieves a -12.80% return, which is significantly lower than SQQQ's 18.46% return. Over the past 10 years, LTL has outperformed SQQQ with an annualized return of 9.01%, while SQQQ has yielded a comparatively lower -52.52% annualized return.


LTL

1D
5.34%
1M
-12.00%
YTD
-12.80%
6M
-14.87%
1Y
22.03%
3Y*
42.86%
5Y*
17.66%
10Y*
9.01%

SQQQ

1D
-9.99%
1M
14.53%
YTD
18.46%
6M
9.00%
1Y
-55.48%
3Y*
-48.73%
5Y*
-42.26%
10Y*
-52.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTL vs. SQQQ - Expense Ratio Comparison

Both LTL and SQQQ have an expense ratio of 0.95%.


Return for Risk

LTL vs. SQQQ — Risk / Return Rank

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

LTL
LTL Risk / Return Rank: 3838
Overall Rank
LTL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LTL Sortino Ratio Rank: 4040
Sortino Ratio Rank
LTL Omega Ratio Rank: 3838
Omega Ratio Rank
LTL Calmar Ratio Rank: 4444
Calmar Ratio Rank
LTL Martin Ratio Rank: 3737
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
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: 22
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 66
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.

LTL vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) 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.


LTLSQQQDifference

Sharpe ratio

Return per unit of total volatility

0.60

-0.83

+1.43

Sortino ratio

Return per unit of downside risk

1.09

-1.11

+2.20

Omega ratio

Gain probability vs. loss probability

1.15

0.85

+0.30

Calmar ratio

Return relative to maximum drawdown

1.09

-0.74

+1.83

Martin ratio

Return relative to average drawdown

3.33

-0.85

+4.18

LTL vs. SQQQ - Sharpe Ratio Comparison

The current LTL Sharpe Ratio is 0.60, which is higher than the SQQQ Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of LTL and SQQQ, 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


LTLSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

-0.83

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.64

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

-0.80

+1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.84

+1.00

Correlation

The correlation between LTL and SQQQ is -0.51. 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

LTL vs. SQQQ - Dividend Comparison

LTL's dividend yield for the trailing twelve months is around 0.93%, less than SQQQ's 5.77% yield.


TTM20252024202320222021202020192018201720162015
LTL
ProShares Ultra Telecommunications
0.93%0.64%0.29%0.97%2.01%1.14%1.57%0.83%1.99%1.96%0.70%1.55%
SQQQ
ProShares UltraPro Short QQQ
5.77%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%0.00%0.00%

Drawdowns

LTL vs. SQQQ - Drawdown Comparison

The maximum LTL drawdown since its inception was -80.20%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for LTL and SQQQ.


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Drawdown Indicators


LTLSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-80.20%

-100.00%

+19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-21.91%

-75.23%

+53.32%

Max Drawdown (5Y)

Largest decline over 5 years

-52.60%

-95.36%

+42.76%

Max Drawdown (10Y)

Largest decline over 10 years

-64.15%

-99.96%

+35.81%

Current Drawdown

Current decline from peak

-15.87%

-100.00%

+84.13%

Average Drawdown

Average peak-to-trough decline

-28.85%

-92.32%

+63.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

65.25%

-58.06%

Volatility

LTL vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra Telecommunications (LTL) is 10.36%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 19.67%. This indicates that LTL 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


LTLSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

19.67%

-9.31%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

38.04%

-18.33%

Volatility (1Y)

Calculated over the trailing 1-year period

36.87%

67.28%

-30.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.53%

66.67%

-32.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.06%

65.97%

-28.91%