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SETH vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SETH vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Ether Strategy ETF (SETH) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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SETH vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023
SETH
ProShares Short Ether Strategy ETF
20.65%-29.41%-49.59%-22.80%
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-49.79%-29.58%

Returns By Period

In the year-to-date period, SETH achieves a 20.65% return, which is significantly higher than SQQQ's 13.99% return.


SETH

1D
-2.21%
1M
-7.87%
YTD
20.65%
6M
57.31%
1Y
-45.49%
3Y*
5Y*
10Y*

SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SETH vs. SQQQ - Expense Ratio Comparison

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


Return for Risk

SETH vs. SQQQ — Risk / Return Rank

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

SETH
SETH Risk / Return Rank: 44
Overall Rank
SETH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SETH Sortino Ratio Rank: 44
Sortino Ratio Rank
SETH Omega Ratio Rank: 44
Omega Ratio Rank
SETH Calmar Ratio Rank: 22
Calmar Ratio Rank
SETH Martin Ratio Rank: 66
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ 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.

SETH vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Ether Strategy ETF (SETH) 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.


SETHSQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.60

-0.84

+0.24

Sortino ratio

Return per unit of downside risk

-0.56

-1.14

+0.58

Omega ratio

Gain probability vs. loss probability

0.93

0.84

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.64

-0.76

+0.12

Martin ratio

Return relative to average drawdown

-0.81

-0.87

+0.06

SETH vs. SQQQ - Sharpe Ratio Comparison

The current SETH Sharpe Ratio is -0.60, which is comparable to the SQQQ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SETH and SQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SETHSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

-0.84

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

-0.85

+0.33

Correlation

The correlation between SETH and SQQQ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SETH vs. SQQQ - Dividend Comparison

SETH's dividend yield for the trailing twelve months is around 11.38%, more than SQQQ's 5.99% yield.


TTM202520242023202220212020201920182017
SETH
ProShares Short Ether Strategy ETF
11.38%7.01%3.44%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

SETH vs. SQQQ - Drawdown Comparison

The maximum SETH drawdown since its inception was -80.74%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SETH and SQQQ.


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Drawdown Indicators


SETHSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-80.74%

-100.00%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-75.02%

-75.23%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-95.36%

Max Drawdown (10Y)

Largest decline over 10 years

-99.96%

Current Drawdown

Current decline from peak

-66.86%

-100.00%

+33.14%

Average Drawdown

Average peak-to-trough decline

-53.84%

-92.32%

+38.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.01%

65.40%

-6.39%

Volatility

SETH vs. SQQQ - Volatility Comparison

ProShares Short Ether Strategy ETF (SETH) and ProShares UltraPro Short QQQ (SQQQ) have volatilities of 19.86% and 19.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SETHSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.86%

19.98%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

53.29%

38.23%

+15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

76.09%

67.38%

+8.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.15%

66.65%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.15%

65.97%

+5.18%