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 Large Cap Growth Equities fund tracking the Hartford US Quality Growth Index - Benchmark TR Gross. Both are passively managed. Over the past year, SCC returned -10.09% vs 21.04% for HQGO. At a correlation of -0.80, they often move in opposite directions. 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 4.54% return, which is significantly lower than HQGO's 9.45% return.
SCC
- 1D
- 2.55%
- 1M
- 0.54%
- 6M
- 13.40%
- YTD
- 4.54%
- 1Y
- -10.09%
- 3Y*
- -19.74%
- 5Y*
- -13.89%
- 10Y*
- -24.49%
HQGO
- 1D
- -0.69%
- 1M
- 1.99%
- 6M
- 7.03%
- YTD
- 9.45%
- 1Y
- 21.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCC vs. HQGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 4.54% | -18.97% | -36.01% | -8.78% |
HQGO Hartford US Quality Growth ETF | 9.45% | 15.15% | 25.09% | 5.10% |
Correlation
The correlation between SCC and HQGO is -0.79, 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 | -0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2023 | -0.80 |
The correlation between SCC and HQGO has been stable across timeframes, ranging from -0.80 to -0.79 - 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 | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 2.03 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.62 | 7.88 | -8.50 |
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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 | -99.90% | -1.49% | -98.41% |
Average DrawdownAverage peak-to-trough decline | -86.01% | -2.53% | -83.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.44% | 2.68% | +13.76% |
Volatility
SCC vs. HQGO - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 12.93% compared to Hartford US Quality Growth ETF (HQGO) at 4.24%. 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 | 12.93% | 4.24% | +8.69% |
Volatility (6M)Calculated over the trailing 6-month period | 28.47% | 10.88% | +17.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.42% | 13.99% | +23.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.33% | 16.98% | +27.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.48% | 16.98% | +22.50% |
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 3.44%, more than HQGO's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HQGO Hartford US Quality Growth ETF | 0.46% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 3.44% | 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 -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (12.93%) compared to HQGO (4.24%). In terms of maximum drawdown, SCC dropped -99.92% vs HQGO's -20.85%.
On 1-year performance, HQGO leads with 21.04% vs -10.09% for SCC. On fees, HQGO is cheaper at 0.34% per year. On volatility, HQGO has been the lower-risk option at 4.24%. 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 21.04% return vs -10.09%. 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 3.44%, compared with 0.46% for HQGO.
SCC is categorized as Leveraged Equities, while HQGO is Large Cap Growth Equities. 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 (1.51 vs -0.27), 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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