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PSQ vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSQ vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short QQQ (PSQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSQ achieves a -16.45% return, which is significantly higher than UVXY's -19.06% return. Over the past 10 years, PSQ has outperformed UVXY with an annualized return of -19.23%, while UVXY has yielded a comparatively lower -72.67% annualized return.


PSQ

1D
0.28%
1M
-9.35%
YTD
-16.45%
6M
-14.96%
1Y
-26.29%
3Y*
-18.98%
5Y*
-14.55%
10Y*
-19.23%

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSQ vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSQ
ProShares Short QQQ
-16.45%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between PSQ and UVXY is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.70

The correlation between PSQ and UVXY has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

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Return for Risk

PSQ vs. UVXY — Risk / Return Rank

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

PSQ
PSQ Risk / Return Rank: 00
Overall Rank
PSQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 00
Sortino Ratio Rank
PSQ Omega Ratio Rank: 00
Omega Ratio Rank
PSQ Calmar Ratio Rank: 11
Calmar Ratio Rank
PSQ Martin Ratio Rank: 00
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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.

PSQ vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short QQQ (PSQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


PSQUVXYDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

0.74

0.82

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.97

-0.01

Martin ratioReturn relative to average drawdown

-2.12

-1.31

-0.81

PSQ vs. UVXY - Sharpe Ratio Comparison

The current PSQ Sharpe Ratio is -1.65, which is lower than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of PSQ and UVXY, 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


PSQUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.65

-0.87

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

-0.66

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.87

-0.64

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.76

-0.68

-0.09

Drawdowns

PSQ vs. UVXY - Drawdown Comparison

The maximum PSQ drawdown since its inception was -98.26%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for PSQ and UVXY.


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Drawdown Indicators


PSQUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-98.26%

-100.00%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-26.93%

-75.22%

+48.29%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-95.45%

+45.80%

Max Drawdown (5Y)

Largest decline over 5 years

-60.91%

-99.68%

+38.77%

Max Drawdown (10Y)

Largest decline over 10 years

-88.98%

-100.00%

+11.02%

Current Drawdown

Current decline from peak

-98.25%

-100.00%

+1.75%

Average Drawdown

Average peak-to-trough decline

-73.97%

-98.55%

+24.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.41%

55.63%

-43.22%

Volatility

PSQ vs. UVXY - Volatility Comparison

The current volatility for ProShares Short QQQ (PSQ) is 4.50%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. This indicates that PSQ experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSQUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

11.77%

-7.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

62.64%

-50.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

84.42%

-68.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

103.85%

-81.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

113.82%

-91.57%

PSQ vs. UVXY - Expense Ratio Comparison

Both PSQ and UVXY have an expense ratio of 0.95%.


Dividends

PSQ vs. UVXY - Dividend Comparison

PSQ's dividend yield for the trailing twelve months is around 5.24%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
PSQ
ProShares Short QQQ
5.24%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PSQ and UVXY have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (11.77%) compared to PSQ (4.50%). In terms of maximum drawdown, PSQ dropped -98.26% vs UVXY's -100.00%.

On 10-year performance, PSQ leads with -19.23% vs -72.67% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, PSQ has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PSQ has performed better with a -19.23% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSQ and UVXY have the same expense ratio: 0.95% per year.

PSQ has the higher dividend yield at 5.24%, compared with 0.00% for UVXY.

PSQ is categorized as Inverse Equities, while UVXY is Volatility. PSQ tracks NASDAQ-100 Index (-100%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UVXY currently has the higher Sharpe Ratio (-0.87 vs -1.65), 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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