SCC vs. QTJL
SCC (ProShares UltraShort Consumer Services) and QTJL (Innovator Growth Accelerated Plus ETF - July) are both Leveraged Equities funds. SCC is passively managed, while QTJL is actively managed. Over the past 3 years, SCC returned -25.44%/yr vs 19.20%/yr for QTJL. At a correlation of -0.81, they often move in opposite directions. SCC charges 0.95%/yr vs 0.79%/yr for QTJL.
Performance
SCC vs. QTJL - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than QTJL's 7.15% return.
SCC
- 1D
- 1.71%
- 1M
- 1.88%
- YTD
- 3.99%
- 6M
- 4.09%
- 1Y
- -15.43%
- 3Y*
- -25.44%
- 5Y*
- -15.79%
- 10Y*
- -25.08%
QTJL
- 1D
- -0.01%
- 1M
- 1.20%
- YTD
- 7.15%
- 6M
- 7.91%
- 1Y
- 20.52%
- 3Y*
- 19.20%
- 5Y*
- —
- 10Y*
- —
SCC vs. QTJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -18.97% | -36.01% | -44.34% | 64.09% | -7.74% |
QTJL Innovator Growth Accelerated Plus ETF - July | 7.15% | 21.07% | 16.50% | 42.39% | -30.16% | 9.32% |
Correlation
The correlation between SCC and QTJL is -0.70, 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 | -0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021 | -0.81 |
The correlation between SCC and QTJL shifts across timeframes, from -0.81 (all time) to -0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. QTJL — Risk / Return Rank
SCC
QTJL
SCC vs. QTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Innovator Growth Accelerated Plus ETF - July (QTJL). 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.
| SCC | QTJL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.42 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.08 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.80 | 16.23 | -17.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCC | QTJL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 2.06 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.52 | -1.16 |
Drawdowns
SCC vs. QTJL - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than QTJL's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for SCC and QTJL.
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Drawdown Indicators
| SCC | QTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -33.40% | -66.52% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -6.68% | -22.34% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -22.43% | -44.67% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -0.01% | -99.89% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -7.94% | -78.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 1.27% | +17.94% |
Volatility
SCC vs. QTJL - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 10.71% compared to Innovator Growth Accelerated Plus ETF - July (QTJL) at 0.31%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than QTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | QTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 0.31% | +10.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 7.61% | +18.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 10.01% | +26.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 20.42% | +23.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 20.42% | +19.10% |
SCC vs. QTJL - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than QTJL's 0.79% expense ratio.
Dividends
SCC vs. QTJL - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, while QTJL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
QTJL Innovator Growth Accelerated Plus ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
Frequently Asked Questions
SCC and QTJL have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (10.71%) compared to QTJL (0.31%). In terms of maximum drawdown, SCC dropped -99.92% vs QTJL's -33.40%.
On 3-year performance, QTJL leads with 19.20% vs -25.44% for SCC. On fees, QTJL is cheaper at 0.79% per year. On volatility, QTJL has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QTJL has performed better with a 19.20% return vs -25.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QTJL is cheaper with a 0.79% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 4.53%, compared with 0.00% for QTJL.
They also come from different issuers: ProShares and Innovator. Their fees differ too: 0.95% for SCC and 0.79% for QTJL.
QTJL currently has the higher Sharpe Ratio (2.06 vs -0.43), 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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