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SMDD vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMDD vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMDD achieves a -33.48% return, which is significantly higher than SQQQ's -45.27% return. Over the past 10 years, SMDD has outperformed SQQQ with an annualized return of -40.23%, while SQQQ has yielded a comparatively lower -56.01% annualized return.


SMDD

1D
0.19%
1M
-11.19%
YTD
-33.48%
6M
-33.71%
1Y
-48.94%
3Y*
-38.20%
5Y*
-29.60%
10Y*
-40.23%

SQQQ

1D
0.76%
1M
-26.37%
YTD
-45.27%
6M
-42.79%
1Y
-65.16%
3Y*
-56.19%
5Y*
-49.17%
10Y*
-56.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMDD vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMDD
ProShares UltraPro Short MidCap400
-33.48%-27.46%-31.02%-38.37%7.69%-58.01%-74.71%-53.34%33.50%-39.87%
SQQQ
ProShares UltraPro Short QQQ
-45.27%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between SMDD and SQQQ is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

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

0.71

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

0.66

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

0.72

The correlation between SMDD and SQQQ has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

SMDD vs. SQQQ — Risk / Return Rank

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

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

SQQQ
SQQQ Risk / Return Rank: 00
Overall Rank
SQQQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 00
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 00
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 00
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
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.

SMDD vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short MidCap400 (SMDD) 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.


SMDDSQQQDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

0.82

0.72

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.97

-0.99

+0.02

Martin ratioReturn relative to average drawdown

-1.65

-1.82

+0.17

SMDD vs. SQQQ - Sharpe Ratio Comparison

The current SMDD Sharpe Ratio is -1.05, which is comparable to the SQQQ Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of SMDD and SQQQ, 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


SMDDSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

-1.37

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

-0.74

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.85

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.88

+0.17

Drawdowns

SMDD vs. SQQQ - Drawdown Comparison

The maximum SMDD drawdown since its inception was -99.99%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SMDD and SQQQ.


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Drawdown Indicators


SMDDSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-50.42%

-65.95%

+15.53%

Max Drawdown (3Y)

Largest decline over 3 years

-81.09%

-92.38%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-87.20%

-97.23%

+10.03%

Max Drawdown (10Y)

Largest decline over 10 years

-99.50%

-99.98%

+0.48%

Current Drawdown

Current decline from peak

-99.99%

-100.00%

+0.01%

Average Drawdown

Average peak-to-trough decline

-92.96%

-92.40%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.68%

35.73%

-6.05%

Volatility

SMDD vs. SQQQ - Volatility Comparison

ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro Short QQQ (SQQQ) have volatilities of 13.34% and 13.75%, 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


SMDDSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

13.75%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

34.30%

36.45%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

46.71%

47.79%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.82%

66.64%

-7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.34%

66.11%

-2.77%

SMDD vs. SQQQ - Expense Ratio Comparison

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


Dividends

SMDD vs. SQQQ - Dividend Comparison

SMDD's dividend yield for the trailing twelve months is around 7.01%, less than SQQQ's 12.48% yield.


PositionTTM202520242023202220212020201920182017
SMDD
ProShares UltraPro Short MidCap400
7.01%4.96%4.09%3.86%0.14%0.00%0.13%1.51%0.09%0.00%
SQQQ
ProShares UltraPro Short QQQ
12.48%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


SMDD and SQQQ have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (13.75%) compared to SMDD (13.34%). In terms of maximum drawdown, SMDD dropped -99.99% vs SQQQ's -100.00%.

On 10-year performance, SMDD leads with -40.23% vs -56.01% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, SMDD has been the lower-risk option at 13.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMDD has performed better with a -40.23% return vs -56.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMDD and SQQQ have the same expense ratio: 0.95% per year.

SQQQ has the higher dividend yield at 12.48%, compared with 7.01% for SMDD.

SMDD tracks S&P MidCap 400 Index (-300%), while SQQQ tracks NASDAQ-100 Index (-300%).

SMDD currently has the higher Sharpe Ratio (-1.05 vs -1.37), 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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