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PSQ vs. IUSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSQ and IUSV is -0.73. 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.


-0.50.00.51.0-0.7

Performance

PSQ vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short QQQ (PSQ) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-96.45%
358.43%
PSQ
IUSV

Key characteristics

Sharpe Ratio

PSQ:

-1.01

IUSV:

1.43

Sortino Ratio

PSQ:

-1.46

IUSV:

2.06

Omega Ratio

PSQ:

0.84

IUSV:

1.25

Calmar Ratio

PSQ:

-0.19

IUSV:

1.97

Martin Ratio

PSQ:

-1.43

IUSV:

7.40

Ulcer Index

PSQ:

12.64%

IUSV:

2.01%

Daily Std Dev

PSQ:

17.87%

IUSV:

10.41%

Max Drawdown

PSQ:

-97.65%

IUSV:

-60.18%

Current Drawdown

PSQ:

-97.56%

IUSV:

-6.46%

Returns By Period

In the year-to-date period, PSQ achieves a -16.94% return, which is significantly lower than IUSV's 12.71% return. Over the past 10 years, PSQ has underperformed IUSV with an annualized return of -17.56%, while IUSV has yielded a comparatively higher 9.82% annualized return.


PSQ

YTD

-16.94%

1M

-2.62%

6M

-5.55%

1Y

-17.11%

5Y*

-19.51%

10Y*

-17.56%

IUSV

YTD

12.71%

1M

-3.58%

6M

6.61%

1Y

13.81%

5Y*

10.58%

10Y*

9.82%

Compare stocks, funds, or ETFs

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


PSQ vs. IUSV - Expense Ratio Comparison

PSQ has a 0.95% expense ratio, which is higher than IUSV's 0.04% expense ratio.


PSQ
ProShares Short QQQ
Expense ratio chart for PSQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for IUSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PSQ vs. IUSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short QQQ (PSQ) and iShares Core S&P U.S. Value ETF (IUSV). 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 PSQ, currently valued at -1.01, compared to the broader market0.002.004.00-1.011.43
The chart of Sortino ratio for PSQ, currently valued at -1.46, compared to the broader market-2.000.002.004.006.008.0010.00-1.462.06
The chart of Omega ratio for PSQ, currently valued at 0.84, compared to the broader market0.501.001.502.002.503.000.841.25
The chart of Calmar ratio for PSQ, currently valued at -0.18, compared to the broader market0.005.0010.0015.00-0.191.97
The chart of Martin ratio for PSQ, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00100.00-1.437.40
PSQ
IUSV

The current PSQ Sharpe Ratio is -1.01, which is lower than the IUSV Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PSQ and IUSV, 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 Ratio-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.01
1.43
PSQ
IUSV

Dividends

PSQ vs. IUSV - Dividend Comparison

PSQ's dividend yield for the trailing twelve months is around 5.26%, more than IUSV's 2.14% yield.


TTM20232022202120202019201820172016201520142013
PSQ
ProShares Short QQQ
5.26%6.01%0.35%0.00%0.31%1.75%0.94%0.02%0.00%0.00%0.00%0.00%
IUSV
iShares Core S&P U.S. Value ETF
2.14%1.75%2.22%1.87%2.40%2.19%2.66%1.93%2.18%2.54%1.86%1.95%

Drawdowns

PSQ vs. IUSV - Drawdown Comparison

The maximum PSQ drawdown since its inception was -97.65%, which is greater than IUSV's maximum drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for PSQ and IUSV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-97.56%
-6.46%
PSQ
IUSV

Volatility

PSQ vs. IUSV - Volatility Comparison

ProShares Short QQQ (PSQ) has a higher volatility of 5.23% compared to iShares Core S&P U.S. Value ETF (IUSV) at 3.53%. This indicates that PSQ's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.23%
3.53%
PSQ
IUSV
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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.

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