SCC vs. HQGO
SCC (ProShares UltraShort Consumer Services) and HQGO (Hartford US Quality Growth ETF) are both exchange-traded funds - SCC is a Leveraged Equities fund tracking the DJ Global United States (All) / Consumer Services -IND (-200%), while HQGO is a Quality Factor fund tracking the Hartford US Quality Growth Index - Benchmark TR Gross. Both are passively managed. Over the past year, SCC returned -18.50% vs 23.04% for HQGO. Their -0.81 correlation means they have often moved in opposite directions in the past. SCC charges 0.95%/yr vs 0.34%/yr for HQGO.
Performance
SCC vs. HQGO - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a -0.36% return, which is significantly lower than HQGO's 11.00% return.
SCC
- 1D
- -3.93%
- 1M
- -2.42%
- 6M
- 3.77%
- YTD
- -0.36%
- 1Y
- -18.50%
- 3Y*
- -22.00%
- 5Y*
- -15.49%
- 10Y*
- -24.88%
- ALL TIME*
- -25.92%
HQGO
- 1D
- 1.39%
- 1M
- 2.07%
- 6M
- 9.26%
- YTD
- 11.00%
- 1Y
- 23.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.49K | $7.53K | $51.76K | |
| $374.63K | $240.75K | $245.85K |
SCC vs. HQGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | -0.36% | -18.97% | -36.01% | -8.78% |
HQGO Hartford US Quality Growth ETF | 11.00% | 15.15% | 25.09% | 5.10% |
Correlation
The correlation between SCC and HQGO is -0.80, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2023 | -0.81 |
The correlation between SCC and HQGO has been stable across timeframes, ranging from -0.81 to -0.80 - a consistent structural relationship.
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Return for Risk
SCC vs. HQGO — Risk / Return Rank
SCC
HQGO
SCC vs. HQGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Hartford US Quality Growth ETF (HQGO). 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.
| SCC | HQGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.28 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.23 | -2.95 |
| Martin ratioReturn relative to average drawdown | -1.18 | 8.45 | -9.63 |
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Drawdowns
SCC vs. HQGO - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than HQGO's maximum drawdown of -20.85%. Use the drawdown chart below to compare losses from any high point for SCC and HQGO.
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Drawdown Indicators
| SCC | HQGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -20.85% | -79.07% |
Max Drawdown (1Y)Largest decline over 1 year | -25.54% | -10.40% | -15.14% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.14% | — | — |
Current DrawdownCurrent decline from peak | -99.91% | -0.10% | -99.81% |
Average DrawdownAverage peak-to-trough decline | -86.05% | -2.52% | -83.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.86% | 2.73% | +14.13% |
Volatility
SCC vs. HQGO - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 14.38% compared to Hartford US Quality Growth ETF (HQGO) at 3.62%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than HQGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | HQGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.38% | 3.62% | +10.76% |
Volatility (6M)Calculated over the trailing 6-month period | 30.28% | 10.83% | +19.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.93% | 14.18% | +24.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.59% | 16.90% | +27.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.70% | 16.90% | +22.80% |
SCC vs. HQGO - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than HQGO's 0.34% expense ratio.
Dividends
SCC vs. HQGO - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 3.61%, more than HQGO's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HQGO Hartford US Quality Growth ETF | 0.45% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 3.61% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
Frequently Asked Questions
SCC and HQGO have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (14.38%) compared to HQGO (3.62%). In terms of maximum drawdown, SCC dropped -99.92% vs HQGO's -20.85%.
On 1-year performance, HQGO leads with 23.04% vs -18.50% for SCC. On fees, HQGO is cheaper at 0.34% per year. On volatility, HQGO has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, HQGO has performed better with a 23.04% return vs -18.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HQGO is cheaper with a 0.34% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 3.61%, compared with 0.45% for HQGO.
SCC is categorized as Leveraged Equities, while HQGO is Quality Factor. SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while HQGO tracks Hartford US Quality Growth Index - Benchmark TR Gross. They also come from different issuers: ProShares and Hartford. Their fees differ too: 0.95% for SCC and 0.34% for HQGO.
HQGO currently has the higher Sharpe Ratio (1.63 vs -0.48), 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.
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