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OOQB vs. SMDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OOQB vs. SMDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) and ProShares UltraPro Short MidCap400 (SMDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OOQB achieves a -18.43% return, which is significantly higher than SMDD's -33.48% return.


OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*

SMDD

1D
0.19%
1M
-11.19%
YTD
-33.48%
6M
-33.71%
1Y
-48.94%
3Y*
-38.20%
5Y*
-29.60%
10Y*
-40.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OOQB vs. SMDD - Yearly Performance Comparison


Correlation

The correlation between OOQB and SMDD is -0.51, 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

-0.51

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.56

The correlation between OOQB and SMDD has been stable across timeframes, ranging from -0.56 to -0.51 - a consistent structural relationship.

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Return for Risk

OOQB vs. SMDD — Risk / Return Rank

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

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
Martin Ratio Rank

SMDD
SMDD Risk / Return Rank: 11
Overall Rank
SMDD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SMDD Sortino Ratio Rank: 11
Sortino Ratio Rank
SMDD Omega Ratio Rank: 11
Omega Ratio Rank
SMDD Calmar Ratio Rank: 11
Calmar Ratio Rank
SMDD Martin Ratio Rank: 11
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.

OOQB vs. SMDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) and ProShares UltraPro Short MidCap400 (SMDD). 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.


OOQBSMDDDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

0.94

0.82

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.97

+0.46

Martin ratioReturn relative to average drawdown

-0.91

-1.65

+0.74

OOQB vs. SMDD - Sharpe Ratio Comparison

The current OOQB Sharpe Ratio is -0.53, which is higher than the SMDD Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of OOQB and SMDD, 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


OOQBSMDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

-1.05

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

-0.71

+0.30

Drawdowns

OOQB vs. SMDD - Drawdown Comparison

The maximum OOQB drawdown since its inception was -53.44%, smaller than the maximum SMDD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for OOQB and SMDD.


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Drawdown Indicators


OOQBSMDDDifference

Max Drawdown

Largest peak-to-trough decline

-53.44%

-99.99%

+46.55%

Max Drawdown (1Y)

Largest decline over 1 year

-53.44%

-50.42%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-81.09%

Max Drawdown (5Y)

Largest decline over 5 years

-87.20%

Max Drawdown (10Y)

Largest decline over 10 years

-99.50%

Current Drawdown

Current decline from peak

-43.69%

-99.99%

+56.30%

Average Drawdown

Average peak-to-trough decline

-23.26%

-92.96%

+69.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.11%

29.68%

+0.43%

Volatility

OOQB vs. SMDD - Volatility Comparison

The current volatility for Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) is 0.00%, while ProShares UltraPro Short MidCap400 (SMDD) has a volatility of 13.34%. This indicates that OOQB experiences smaller price fluctuations and is considered to be less risky than SMDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OOQBSMDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.34%

-13.34%

Volatility (6M)

Calculated over the trailing 6-month period

39.39%

34.30%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

51.57%

46.71%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.12%

58.82%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.12%

63.34%

-5.22%

OOQB vs. SMDD - Expense Ratio Comparison

OOQB has a 0.75% expense ratio, which is lower than SMDD's 0.95% expense ratio.


Dividends

OOQB vs. SMDD - Dividend Comparison

OOQB's dividend yield for the trailing twelve months is around 11.62%, more than SMDD's 7.01% yield.


PositionTTM20252024202320222021202020192018
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMDD
ProShares UltraPro Short MidCap400
7.01%4.96%4.09%3.86%0.14%0.00%0.13%1.51%0.09%

Frequently Asked Questions


OOQB and SMDD have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMDD has higher volatility (13.34%) compared to OOQB (0.00%). In terms of maximum drawdown, OOQB dropped -53.44% vs SMDD's -99.99%.

On 1-year performance, OOQB leads with -27.35% vs -48.94% for SMDD. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OOQB has performed better with a -27.35% return vs -48.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 0.95% for SMDD.

OOQB has the higher dividend yield at 11.62%, compared with 7.01% for SMDD.

OOQB is categorized as Nasdaq-100, while SMDD is Leveraged Equities. They also come from different issuers: Volatility Shares and ProShares. Their fees differ too: 0.75% for OOQB and 0.95% for SMDD.

OOQB currently has the higher Sharpe Ratio (-0.53 vs -1.05), 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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