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PST vs. QQQP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PST vs. QQQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and Tradr 2X Long Triple Q Quarterly ETF (QQQP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PST achieves a 4.57% return, which is significantly lower than QQQP's 35.65% return.


PST

1D
0.51%
1M
0.80%
YTD
4.57%
6M
6.73%
1Y
1.08%
3Y*
5.59%
5Y*
9.21%
10Y*
2.47%

QQQP

1D
-0.49%
1M
18.28%
YTD
35.65%
6M
31.31%
1Y
75.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. QQQP - Yearly Performance Comparison


2026 (YTD)20252024
PST
ProShares UltraShort 7-10 Year Treasury
4.57%-4.42%12.35%
QQQP
Tradr 2X Long Triple Q Quarterly ETF
35.65%30.21%10.88%

Correlation

The correlation between PST and QQQP is -0.14, 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

-0.14

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

-0.02

The correlation between PST and QQQP shifts across timeframes, from -0.14 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PST vs. QQQP — Risk / Return Rank

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

PST
PST Risk / Return Rank: 1010
Overall Rank
PST Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PST Sortino Ratio Rank: 99
Sortino Ratio Rank
PST Omega Ratio Rank: 99
Omega Ratio Rank
PST Calmar Ratio Rank: 1010
Calmar Ratio Rank
PST Martin Ratio Rank: 1010
Martin Ratio Rank

QQQP
QQQP Risk / Return Rank: 6363
Overall Rank
QQQP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 6262
Sortino Ratio Rank
QQQP Omega Ratio Rank: 6060
Omega Ratio Rank
QQQP Calmar Ratio Rank: 6161
Calmar Ratio Rank
QQQP Martin Ratio Rank: 6161
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.

PST vs. QQQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and Tradr 2X Long Triple Q Quarterly ETF (QQQP). 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.


PSTQQQPDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.03

1.37

-0.34

Calmar ratioReturn relative to maximum drawdown

0.15

2.99

-2.84

Martin ratioReturn relative to average drawdown

0.26

10.92

-10.66

PST vs. QQQP - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.11, which is lower than the QQQP Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of PST and QQQP, 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


PSTQQQPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

2.36

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

1.14

-1.52

Drawdowns

PST vs. QQQP - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, which is greater than QQQP's maximum drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for PST and QQQP.


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Drawdown Indicators


PSTQQQPDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-42.50%

-36.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-25.35%

+18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

Current Drawdown

Current decline from peak

-64.13%

-0.49%

-63.64%

Average Drawdown

Average peak-to-trough decline

-61.48%

-7.33%

-54.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

6.92%

-2.76%

Volatility

PST vs. QQQP - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 3.19%, while Tradr 2X Long Triple Q Quarterly ETF (QQQP) has a volatility of 8.99%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than QQQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTQQQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

8.99%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

24.62%

-17.87%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

32.05%

-22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

43.80%

-28.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

43.80%

-30.48%

PST vs. QQQP - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than QQQP's 1.30% expense ratio.


Dividends

PST vs. QQQP - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.08%, while QQQP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
PST
ProShares UltraShort 7-10 Year Treasury
3.08%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%
QQQP
Tradr 2X Long Triple Q Quarterly ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PST and QQQP have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQP has higher volatility (8.99%) compared to PST (3.19%). In terms of maximum drawdown, PST dropped -79.25% vs QQQP's -42.50%.

On 1-year performance, QQQP leads with 75.29% vs 1.08% for PST. On fees, PST is cheaper at 0.95% per year. On volatility, PST has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQP has performed better with a 75.29% return vs 1.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PST is cheaper with a 0.95% expense ratio, compared with 1.30% for QQQP.

PST has the higher dividend yield at 3.08%, compared with 0.00% for QQQP.

PST is categorized as Inverse Bonds, while QQQP is Leveraged Equities. They also come from different issuers: ProShares and Tradr. Their fees differ too: 0.95% for PST and 1.30% for QQQP.

QQQP currently has the higher Sharpe Ratio (2.36 vs 0.11), 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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