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SIJ vs. OOQB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIJ vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Industrials (SIJ) 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, SIJ achieves a -21.28% return, which is significantly lower than OOQB's -18.43% return.


SIJ

1D
-0.08%
1M
-3.55%
YTD
-21.28%
6M
-22.55%
1Y
-31.23%
3Y*
-29.54%
5Y*
-18.51%
10Y*
-27.77%

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)

SIJ vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between SIJ and OOQB is -0.41, 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

-0.41

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

-0.48

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Return for Risk

SIJ vs. OOQB — Risk / Return Rank

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

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

SIJ vs. OOQB - Risk-Adjusted Trends Comparison

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


SIJOOQBDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

0.84

0.94

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.51

-0.37

Martin ratioReturn relative to average drawdown

-1.50

-0.91

-0.59

SIJ vs. OOQB - Sharpe Ratio Comparison

The current SIJ Sharpe Ratio is -1.00, which is lower than the OOQB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SIJ 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


SIJOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-0.53

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

-0.41

-0.22

Drawdowns

SIJ vs. OOQB - Drawdown Comparison

The maximum SIJ drawdown since its inception was -99.93%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for SIJ and OOQB.


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Drawdown Indicators


SIJOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-53.44%

-46.49%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

-53.44%

+18.04%

Max Drawdown (3Y)

Largest decline over 3 years

-69.84%

Max Drawdown (5Y)

Largest decline over 5 years

-76.49%

Max Drawdown (10Y)

Largest decline over 10 years

-96.54%

Current Drawdown

Current decline from peak

-99.92%

-43.69%

-56.23%

Average Drawdown

Average peak-to-trough decline

-86.74%

-23.26%

-63.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.81%

30.11%

-9.30%

Volatility

SIJ vs. OOQB - Volatility Comparison

ProShares UltraShort Industrials (SIJ) has a higher volatility of 10.18% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.00%. This indicates that SIJ'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


SIJOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.18%

0.00%

+10.18%

Volatility (6M)

Calculated over the trailing 6-month period

26.39%

39.39%

-13.00%

Volatility (1Y)

Calculated over the trailing 1-year period

31.52%

51.57%

-20.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.84%

58.12%

-22.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.62%

58.12%

-18.50%

SIJ vs. OOQB - Expense Ratio Comparison

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


Dividends

SIJ vs. OOQB - Dividend Comparison

SIJ's dividend yield for the trailing twelve months is around 5.75%, 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%
SIJ
ProShares UltraShort Industrials
5.75%5.38%5.99%4.90%0.00%0.00%0.00%1.49%0.39%

Frequently Asked Questions


SIJ and OOQB have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIJ has higher volatility (10.18%) compared to OOQB (0.00%). In terms of maximum drawdown, SIJ dropped -99.93% vs OOQB's -53.44%.

On 1-year performance, OOQB leads with -27.35% vs -31.23% for SIJ. 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, OOQB has performed better with a -27.35% return vs -31.23%. 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 SIJ.

OOQB has the higher dividend yield at 11.62%, compared with 5.75% for SIJ.

SIJ 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 SIJ and 0.75% for OOQB.

OOQB currently has the higher Sharpe Ratio (-0.53 vs -1.00), 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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