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REK vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REK vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Real Estate (REK) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REK achieves a -9.73% return, which is significantly higher than SQQQ's -40.47% return. Over the past 10 years, REK has outperformed SQQQ with an annualized return of -6.46%, while SQQQ has yielded a comparatively lower -56.25% annualized return.


REK

1D
-0.55%
1M
-1.21%
YTD
-9.73%
6M
-9.36%
1Y
-4.46%
3Y*
-5.42%
5Y*
-0.55%
10Y*
-6.46%

SQQQ

1D
-0.27%
1M
-2.53%
YTD
-40.47%
6M
-37.47%
1Y
-59.36%
3Y*
-53.90%
5Y*
-46.94%
10Y*
-56.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REK vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REK
ProShares Short Real Estate
-9.73%2.35%1.42%-6.61%29.17%-30.58%-11.33%-20.96%4.61%-9.34%
SQQQ
ProShares UltraPro Short QQQ
-40.47%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between REK and SQQQ is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.25

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

0.43

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

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.48

Over the past year, the correlation between REK and SQQQ has dropped to 0.05 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

REK vs. SQQQ — Risk / Return Rank

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

REK
REK Risk / Return Rank: 66
Overall Rank
REK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
REK Sortino Ratio Rank: 66
Sortino Ratio Rank
REK Omega Ratio Rank: 66
Omega Ratio Rank
REK Calmar Ratio Rank: 66
Calmar Ratio Rank
REK Martin Ratio Rank: 55
Martin Ratio Rank

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

REK vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) and ProShares UltraPro Short QQQ (SQQQ). 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.


REKSQQQDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

0.96

0.79

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.94

+0.54

Martin ratioReturn relative to average drawdown

-0.90

-1.77

+0.87

REK vs. SQQQ - Sharpe Ratio Comparison

The current REK Sharpe Ratio is -0.32, which is higher than the SQQQ Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of REK and SQQQ, 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

REK vs. SQQQ - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for REK and SQQQ.


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Drawdown Indicators


REKSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-100.00%

+15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-63.25%

+52.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.93%

-92.51%

+65.58%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-97.27%

+70.34%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-99.98%

+41.31%

Current Drawdown

Current decline from peak

-82.56%

-100.00%

+17.44%

Average Drawdown

Average peak-to-trough decline

-64.12%

-92.73%

+28.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

33.97%

-28.99%

Volatility

REK vs. SQQQ - Volatility Comparison

The current volatility for ProShares Short Real Estate (REK) is 5.24%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.67%. This indicates that REK experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REKSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

26.67%

-21.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

43.18%

-32.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

53.58%

-39.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

67.53%

-48.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

66.46%

-46.11%

REK vs. SQQQ - Expense Ratio Comparison

Both REK and SQQQ have an expense ratio of 0.95%.


Dividends

REK vs. SQQQ - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 3.38%, less than SQQQ's 11.47% yield.


PositionTTM202520242023202220212020201920182017
REK
ProShares Short Real Estate
3.38%3.43%6.22%4.50%0.48%0.00%0.07%1.28%0.43%0.00%
SQQQ
ProShares UltraPro Short QQQ
11.47%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


REK and SQQQ have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.67%) compared to REK (5.24%). In terms of maximum drawdown, REK dropped -84.57% vs SQQQ's -100.00%.

On 10-year performance, REK leads with -6.46% vs -56.25% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, REK has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REK has performed better with a -6.46% return vs -56.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REK and SQQQ have the same expense ratio: 0.95% per year.

SQQQ has the higher dividend yield at 11.47%, compared with 3.38% for REK.

REK is categorized as REIT, while SQQQ is Leveraged Equities. REK tracks DJ Global United States (All) / Real Estate -SS (-100%), while SQQQ tracks NASDAQ-100 Index (-300%).

REK currently has the higher Sharpe Ratio (-0.32 vs -1.11), 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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