PortfoliosLab logoPortfoliosLab logo
SETH vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SETH vs. TQQQ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SETH achieves a 40.93% return, which is significantly lower than TQQQ's 64.46% return.


SETH

1D
5.62%
1M
29.74%
YTD
40.93%
6M
46.51%
1Y
-1.33%
3Y*
5Y*
10Y*

TQQQ

1D
-0.76%
1M
33.35%
YTD
64.46%
6M
55.93%
1Y
137.89%
3Y*
69.49%
5Y*
28.37%
10Y*
45.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SETH vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023
SETH
ProShares Short Ether Strategy ETF
40.93%-29.41%-49.59%-22.80%
TQQQ
ProShares UltraPro QQQ
64.46%34.35%58.27%40.28%

Correlation

The correlation between SETH and TQQQ is -0.51, 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

-0.51

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2023

-0.44

The correlation between SETH and TQQQ has been stable across timeframes, ranging from -0.51 to -0.44 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SETH vs. TQQQ — Risk / Return Rank

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

SETH
SETH Risk / Return Rank: 1010
Overall Rank
SETH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SETH Sortino Ratio Rank: 1212
Sortino Ratio Rank
SETH Omega Ratio Rank: 1212
Omega Ratio Rank
SETH Calmar Ratio Rank: 99
Calmar Ratio Rank
SETH Martin Ratio Rank: 99
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 6666
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. TQQQ - Risk-Adjusted Trends Comparison

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


SETHTQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.05

1.40

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.02

3.75

-3.78

Martin ratioReturn relative to average drawdown

-0.04

12.27

-12.31

SETH vs. TQQQ - Sharpe Ratio Comparison

The current SETH Sharpe Ratio is -0.02, which is lower than the TQQQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of SETH and TQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SETHTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.92

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.74

-1.18

Drawdowns

SETH vs. TQQQ - Drawdown Comparison

The maximum SETH drawdown since its inception was -80.74%, roughly equal to the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for SETH and TQQQ.


Loading charts...

Drawdown Indicators


SETHTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-80.74%

-81.66%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-56.01%

-36.97%

-19.04%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-61.29%

-0.76%

-60.53%

Average Drawdown

Average peak-to-trough decline

-54.79%

-18.52%

-36.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.77%

11.28%

+24.49%

Volatility

SETH vs. TQQQ - Volatility Comparison

The current volatility for ProShares Short Ether Strategy ETF (SETH) is 9.81%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 13.29%. This indicates that SETH experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SETHTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

13.29%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

46.07%

36.04%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

68.54%

47.60%

+20.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.53%

66.53%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.53%

65.96%

+3.57%

SETH vs. TQQQ - Expense Ratio Comparison

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


Dividends

SETH vs. TQQQ - Dividend Comparison

SETH's dividend yield for the trailing twelve months is around 10.91%, more than TQQQ's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
SETH
ProShares Short Ether Strategy ETF
10.91%7.01%3.44%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


SETH and TQQQ have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (13.29%) compared to SETH (9.81%). In terms of maximum drawdown, SETH dropped -80.74% vs TQQQ's -81.66%.

On 1-year performance, TQQQ leads with 137.89% vs -1.33% for SETH. Both ETFs have the same 0.95% expense ratio. On volatility, SETH has been the lower-risk option at 9.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TQQQ has performed better with a 137.89% return vs -1.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SETH and TQQQ have the same expense ratio: 0.95% per year.

SETH has the higher dividend yield at 10.91%, compared with 0.36% for TQQQ.

SETH is categorized as Cryptocurrency, while TQQQ is Leveraged Equities. SETH tracks Bloomberg Galaxy Ethereum (--100%), while TQQQ tracks NASDAQ-100 Index (300%).

TQQQ currently has the higher Sharpe Ratio (2.92 vs -0.02), 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

Find the right allocation for SETH and TQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer