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SIJ vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIJ vs. XDQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Industrials (SIJ) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). The values are adjusted to include any dividend payments, if applicable.

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SIJ vs. XDQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIJ
ProShares UltraShort Industrials
-11.66%-29.33%-21.63%-24.18%18.15%-18.57%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
-5.48%13.75%31.47%30.15%-33.74%18.29%

Returns By Period

In the year-to-date period, SIJ achieves a -11.66% return, which is significantly lower than XDQQ's -5.48% return.


SIJ

1D
-4.18%
1M
16.43%
YTD
-11.66%
6M
-12.69%
1Y
-37.95%
3Y*
-26.49%
5Y*
-18.62%
10Y*
-27.31%

XDQQ

1D
1.03%
1M
-5.50%
YTD
-5.48%
6M
-1.65%
1Y
16.74%
3Y*
17.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIJ vs. XDQQ - Expense Ratio Comparison

SIJ has a 0.95% expense ratio, which is higher than XDQQ's 0.79% expense ratio.


Return for Risk

SIJ vs. XDQQ — 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: 11
Sortino Ratio Rank
SIJ Omega Ratio Rank: 11
Omega Ratio Rank
SIJ Calmar Ratio Rank: 22
Calmar Ratio Rank
SIJ Martin Ratio Rank: 55
Martin Ratio Rank

XDQQ
XDQQ Risk / Return Rank: 4848
Overall Rank
XDQQ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5050
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5757
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. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Industrials (SIJ) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


SIJXDQQDifference

Sharpe ratio

Return per unit of total volatility

-0.96

0.78

-1.75

Sortino ratio

Return per unit of downside risk

-1.36

1.27

-2.63

Omega ratio

Gain probability vs. loss probability

0.83

1.20

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.67

1.38

-2.04

Martin ratio

Return relative to average drawdown

-0.91

6.03

-6.94

SIJ vs. XDQQ - Sharpe Ratio Comparison

The current SIJ Sharpe Ratio is -0.96, which is lower than the XDQQ Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SIJ and XDQQ, 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


SIJXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

0.78

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.62

0.38

-1.00

Correlation

The correlation between SIJ and XDQQ is -0.68. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SIJ vs. XDQQ - Dividend Comparison

SIJ's dividend yield for the trailing twelve months is around 5.12%, while XDQQ has not paid dividends to shareholders.


TTM20252024202320222021202020192018
SIJ
ProShares UltraShort Industrials
5.12%5.38%5.99%4.90%0.00%0.00%0.00%1.49%0.39%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIJ vs. XDQQ - Drawdown Comparison

The maximum SIJ drawdown since its inception was -99.93%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for SIJ and XDQQ.


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Drawdown Indicators


SIJXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-35.63%

-64.30%

Max Drawdown (1Y)

Largest decline over 1 year

-57.54%

-12.64%

-44.90%

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%

-7.84%

-92.08%

Average Drawdown

Average peak-to-trough decline

-86.62%

-11.14%

-75.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.34%

2.88%

+39.46%

Volatility

SIJ vs. XDQQ - Volatility Comparison

ProShares UltraShort Industrials (SIJ) has a higher volatility of 13.76% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.13%. This indicates that SIJ's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIJXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.76%

7.13%

+6.63%

Volatility (6M)

Calculated over the trailing 6-month period

24.30%

12.80%

+11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

39.60%

21.42%

+18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.45%

19.95%

+15.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.37%

19.95%

+19.42%