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QB vs. IQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QB vs. IQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) and ProShares Nasdaq-100 High Income ETF (IQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QB achieves a 12.67% return, which is significantly lower than IQQQ's 14.90% return.


QB

1D
0.47%
1M
3.50%
6M
11.39%
YTD
12.67%
1Y
18.83%
3Y*
5Y*
10Y*

IQQQ

1D
1.08%
1M
-0.58%
6M
12.88%
YTD
14.90%
1Y
26.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QB vs. IQQQ - Yearly Performance Comparison


Correlation

The correlation between QB and IQQQ is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.81

The correlation between QB and IQQQ has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

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Return for Risk

QB vs. IQQQ — Risk / Return Rank

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

QB
QB Risk / Return Rank: 9595
Overall Rank
QB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QB Sortino Ratio Rank: 9494
Sortino Ratio Rank
QB Omega Ratio Rank: 9696
Omega Ratio Rank
QB Calmar Ratio Rank: 9494
Calmar Ratio Rank
QB Martin Ratio Rank: 9696
Martin Ratio Rank

IQQQ
IQQQ Risk / Return Rank: 5656
Overall Rank
IQQQ Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 5252
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 5252
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 6161
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 5858
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.

QB vs. IQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) and ProShares Nasdaq-100 High Income ETF (IQQQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QBIQQQDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.64

1.26

+0.38

Calmar ratioReturn relative to maximum drawdown

5.44

2.42

+3.02

Martin ratioReturn relative to average drawdown

26.25

7.99

+18.26

QB vs. IQQQ - Sharpe Ratio Comparison

The current QB Sharpe Ratio is 2.69, which is higher than the IQQQ Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of QB and IQQQ, 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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Drawdowns

QB vs. IQQQ - Drawdown Comparison

The maximum QB drawdown since its inception was -3.47%, smaller than the maximum IQQQ drawdown of -20.41%. Use the drawdown chart below to compare losses from any high point for QB and IQQQ.


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Drawdown Indicators


QBIQQQDifference

Max Drawdown

Largest peak-to-trough decline

-3.47%

-20.41%

+16.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-11.13%

+7.66%

Current Drawdown

Current decline from peak

0.00%

-3.51%

+3.51%

Average Drawdown

Average peak-to-trough decline

-0.42%

-3.63%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

3.37%

-2.65%

Volatility

QB vs. IQQQ - Volatility Comparison

The current volatility for ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) is 2.86%, while ProShares Nasdaq-100 High Income ETF (IQQQ) has a volatility of 7.33%. This indicates that QB experiences smaller price fluctuations and is considered to be less risky than IQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBIQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

7.33%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

14.35%

-8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

7.03%

17.61%

-10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

19.15%

-12.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

19.15%

-12.22%

QB vs. IQQQ - Expense Ratio Comparison

QB has a 0.58% expense ratio, which is higher than IQQQ's 0.55% expense ratio.


Dividends

QB vs. IQQQ - Dividend Comparison

QB's dividend yield for the trailing twelve months is around 0.77%, less than IQQQ's 5.20% yield.


PositionTTM20252024
IQQQ
ProShares Nasdaq-100 High Income ETF
5.20%10.34%7.27%
QB
ProShares Nasdaq-100 Dynamic Daily Buffer ETF
0.77%0.48%0.00%

Frequently Asked Questions


QB and IQQQ have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQQQ has higher volatility (7.33%) compared to QB (2.86%). In terms of maximum drawdown, QB dropped -3.47% vs IQQQ's -20.41%.

On 1-year performance, IQQQ leads with 26.85% vs 18.83% for QB. On fees, IQQQ is cheaper at 0.55% per year. On volatility, QB has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IQQQ has performed better with a 26.85% return vs 18.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQQQ is cheaper with a 0.55% expense ratio, compared with 0.58% for QB.

IQQQ has the higher dividend yield at 5.20%, compared with 0.77% for QB.

QB is categorized as Defined Outcome, while IQQQ is Nasdaq-100. QB tracks Nasdaq-100, while IQQQ tracks Nasdaq-100 Daily Covered Call Index. Their fees differ too: 0.58% for QB and 0.55% for IQQQ.

QB currently has the higher Sharpe Ratio (2.69 vs 1.53), 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

Find the right allocation for QB and IQQQ

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