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SDD vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDD vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort SmallCap600 (SDD) 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, SDD achieves a -23.94% return, which is significantly higher than SQQQ's -36.44% return. Over the past 10 years, SDD has outperformed SQQQ with an annualized return of -26.75%, while SQQQ has yielded a comparatively lower -55.33% annualized return.


SDD

1D
3.63%
1M
2.05%
YTD
-23.94%
6M
-22.77%
1Y
-41.53%
3Y*
-23.30%
5Y*
-14.95%
10Y*
-26.75%

SQQQ

1D
14.38%
1M
-5.26%
YTD
-36.44%
6M
-33.01%
1Y
-60.16%
3Y*
-53.94%
5Y*
-47.62%
10Y*
-55.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDD vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDD
ProShares UltraShort SmallCap600
-23.94%-14.69%-13.60%-25.99%20.50%-46.57%-55.11%-36.30%14.10%-25.45%
SQQQ
ProShares UltraPro Short QQQ
-36.44%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between SDD and SQQQ is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.58

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

0.66

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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

0.63

The correlation between SDD and SQQQ has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

SDD vs. SQQQ — Risk / Return Rank

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

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

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

SDD vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort SmallCap600 (SDD) 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.


SDDSQQQDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

0.81

0.77

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.92

-0.03

Martin ratioReturn relative to average drawdown

-1.56

-1.68

+0.12

SDD vs. SQQQ - Sharpe Ratio Comparison

The current SDD Sharpe Ratio is -1.15, which is comparable to the SQQQ Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of SDD 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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Sharpe Ratios by Period


SDDSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

-1.21

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.71

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

-0.84

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

-0.87

+0.28

Drawdowns

SDD vs. SQQQ - Drawdown Comparison

The maximum SDD drawdown since its inception was -99.93%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SDD and SQQQ.


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Drawdown Indicators


SDDSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-100.00%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-43.74%

-65.71%

+21.97%

Max Drawdown (3Y)

Largest decline over 3 years

-65.26%

-92.38%

+27.12%

Max Drawdown (5Y)

Largest decline over 5 years

-67.68%

-97.23%

+29.55%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-99.98%

+3.77%

Current Drawdown

Current decline from peak

-99.93%

-100.00%

+0.07%

Average Drawdown

Average peak-to-trough decline

-86.92%

-92.40%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.68%

36.16%

-9.48%

Volatility

SDD vs. SQQQ - Volatility Comparison

The current volatility for ProShares UltraShort SmallCap600 (SDD) is 9.35%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 19.18%. This indicates that SDD 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


SDDSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

19.18%

-9.83%

Volatility (6M)

Calculated over the trailing 6-month period

24.32%

39.01%

-14.69%

Volatility (1Y)

Calculated over the trailing 1-year period

36.17%

50.01%

-13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.23%

66.90%

-23.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.16%

66.26%

-21.10%

SDD vs. SQQQ - Expense Ratio Comparison

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


Dividends

SDD vs. SQQQ - Dividend Comparison

SDD's dividend yield for the trailing twelve months is around 6.11%, less than SQQQ's 10.74% yield.


PositionTTM202520242023202220212020201920182017
SDD
ProShares UltraShort SmallCap600
6.11%5.07%4.34%3.84%0.33%0.00%0.00%1.20%0.52%0.00%
SQQQ
ProShares UltraPro Short QQQ
10.74%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


SDD and SQQQ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (19.18%) compared to SDD (9.35%). In terms of maximum drawdown, SDD dropped -99.93% vs SQQQ's -100.00%.

On 10-year performance, SDD leads with -26.75% vs -55.33% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, SDD has been the lower-risk option at 9.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SDD has performed better with a -26.75% return vs -55.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 10.74%, compared with 6.11% for SDD.

SDD is categorized as Inverse Equities, while SQQQ is Leveraged Equities. SDD tracks S&P Small Cap 600 (-200%), while SQQQ tracks NASDAQ-100 Index (-300%).

SDD currently has the higher Sharpe Ratio (-1.15 vs -1.21), 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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