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SIJ vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIJ vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Industrials (SIJ) and ProShares Ultra QQQ (QLD). 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 -28.24% return, which is significantly lower than QLD's 38.76% return. Over the past 10 years, SIJ has underperformed QLD with an annualized return of -28.61%, while QLD has yielded a comparatively higher 37.21% annualized return.


SIJ

1D
-1.19%
1M
-9.06%
YTD
-28.24%
6M
-26.30%
1Y
-38.84%
3Y*
-30.57%
5Y*
-20.62%
10Y*
-28.61%

QLD

1D
-0.23%
1M
4.92%
YTD
38.76%
6M
36.36%
1Y
82.33%
3Y*
46.92%
5Y*
23.39%
10Y*
37.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIJ vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIJ
ProShares UltraShort Industrials
-28.24%-29.33%-21.63%-24.18%18.15%-34.31%-54.09%-45.12%20.55%-36.32%
QLD
ProShares Ultra QQQ
38.76%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Correlation

The correlation between SIJ and QLD 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 (3Y)
Calculated over the trailing 3-year period

-0.59

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

-0.69

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

-0.63

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

-0.70

The correlation between SIJ and QLD shifts across timeframes, from -0.70 (all time) to -0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SIJ vs. QLD — Risk / Return Rank

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

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

QLD
QLD Risk / Return Rank: 6767
Overall Rank
QLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 6262
Sortino Ratio Rank
QLD Omega Ratio Rank: 6565
Omega Ratio Rank
QLD Calmar Ratio Rank: 6868
Calmar Ratio Rank
QLD Martin Ratio Rank: 6363
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. QLD - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SIJQLDDifference
Sharpe ratioReturn per unit of total volatility

-3.54

Sortino ratioReturn per unit of downside risk

-4.54

Omega ratioGain probability vs. loss probability

0.81

1.37

-0.57

Calmar ratioReturn relative to maximum drawdown

-1.05

3.29

-4.34

Martin ratioReturn relative to average drawdown

-1.91

11.19

-13.10

SIJ vs. QLD - Sharpe Ratio Comparison

The current SIJ Sharpe Ratio is -1.18, which is lower than the QLD Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of SIJ and QLD, 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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Drawdowns

SIJ vs. QLD - Drawdown Comparison

The maximum SIJ drawdown since its inception was -99.93%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for SIJ and QLD.


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Drawdown Indicators


SIJQLDDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-83.13%

-16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-37.24%

-25.13%

-12.11%

Max Drawdown (3Y)

Largest decline over 3 years

-71.47%

-42.29%

-29.18%

Max Drawdown (5Y)

Largest decline over 5 years

-77.76%

-63.68%

-14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-96.73%

-63.68%

-33.05%

Current Drawdown

Current decline from peak

-99.93%

-2.83%

-97.10%

Average Drawdown

Average peak-to-trough decline

-86.76%

-18.14%

-68.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.10%

7.38%

+14.72%

Volatility

SIJ vs. QLD - Volatility Comparison

The current volatility for ProShares UltraShort Industrials (SIJ) is 11.80%, while ProShares Ultra QQQ (QLD) has a volatility of 16.77%. This indicates that SIJ experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIJQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

16.77%

-4.97%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

28.19%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

33.17%

35.17%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.10%

45.24%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.75%

44.82%

-5.07%

SIJ vs. QLD - Expense Ratio Comparison

Both SIJ and QLD have an expense ratio of 0.95%.


Dividends

SIJ vs. QLD - Dividend Comparison

SIJ's dividend yield for the trailing twelve months is around 6.31%, more than QLD's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
QLD
ProShares Ultra QQQ
0.12%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%
SIJ
ProShares UltraShort Industrials
6.31%5.38%5.99%4.90%0.00%0.00%0.00%1.49%0.39%0.00%0.00%0.00%

Frequently Asked Questions


SIJ and QLD 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.

QLD has higher volatility (16.77%) compared to SIJ (11.80%). In terms of maximum drawdown, SIJ dropped -99.93% vs QLD's -83.13%.

On 10-year performance, QLD leads with 37.21% vs -28.61% for SIJ. Both ETFs have the same 0.95% expense ratio. On volatility, SIJ has been the lower-risk option at 11.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QLD has performed better with a 37.21% return vs -28.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIJ and QLD have the same expense ratio: 0.95% per year.

SIJ has the higher dividend yield at 6.31%, compared with 0.12% for QLD.

SIJ tracks DJ Global United States (All) / Industrials -IND (-200%), while QLD tracks NASDAQ-100 Index (200%).

QLD currently has the higher Sharpe Ratio (2.36 vs -1.18), 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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