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SDP vs. OOQB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDP vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Utilities (SDP) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDP achieves a -5.56% return, which is significantly higher than OOQB's -18.43% return.


SDP

1D
0.71%
1M
11.99%
YTD
-5.56%
6M
-1.63%
1Y
-12.04%
3Y*
-19.38%
5Y*
-16.33%
10Y*
-20.69%

OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDP vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between SDP and OOQB is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.18

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Return for Risk

SDP vs. OOQB — Risk / Return Rank

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

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

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
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.

SDP vs. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Utilities (SDP) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


SDPOOQBDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

0.95

0.94

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.51

+0.10

Martin ratioReturn relative to average drawdown

-0.69

-0.91

+0.22

SDP vs. OOQB - Sharpe Ratio Comparison

The current SDP Sharpe Ratio is -0.41, which is comparable to the OOQB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SDP and OOQB, 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


SDPOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

-0.53

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

-0.41

-0.16

Drawdowns

SDP vs. OOQB - Drawdown Comparison

The maximum SDP drawdown since its inception was -99.56%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for SDP and OOQB.


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Drawdown Indicators


SDPOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-53.44%

-46.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-53.44%

+24.43%

Max Drawdown (3Y)

Largest decline over 3 years

-66.17%

Max Drawdown (5Y)

Largest decline over 5 years

-66.61%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

Current Drawdown

Current decline from peak

-99.49%

-43.69%

-55.80%

Average Drawdown

Average peak-to-trough decline

-82.12%

-23.26%

-58.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.38%

30.11%

-12.73%

Volatility

SDP vs. OOQB - Volatility Comparison

ProShares UltraShort Utilities (SDP) has a higher volatility of 10.86% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.00%. This indicates that SDP's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDPOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.86%

0.00%

+10.86%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

39.39%

-16.34%

Volatility (1Y)

Calculated over the trailing 1-year period

29.23%

51.57%

-22.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.37%

58.12%

-23.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.51%

58.12%

-20.61%

SDP vs. OOQB - Expense Ratio Comparison

SDP has a 0.95% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Dividends

SDP vs. OOQB - Dividend Comparison

SDP's dividend yield for the trailing twelve months is around 3.87%, less than OOQB's 11.62% yield.


PositionTTM20252024202320222021202020192018
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDP
ProShares UltraShort Utilities
3.87%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%

Frequently Asked Questions


SDP and OOQB have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDP has higher volatility (10.86%) compared to OOQB (0.00%). In terms of maximum drawdown, SDP dropped -99.56% vs OOQB's -53.44%.

On 1-year performance, SDP leads with -12.04% vs -27.35% for OOQB. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SDP has performed better with a -12.04% return vs -27.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 0.95% for SDP.

OOQB has the higher dividend yield at 11.62%, compared with 3.87% for SDP.

SDP is categorized as Leveraged Equities, while OOQB is Nasdaq-100. They also come from different issuers: ProShares and Volatility Shares. Their fees differ too: 0.95% for SDP and 0.75% for OOQB.

SDP currently has the higher Sharpe Ratio (-0.41 vs -0.53), 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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