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SMDD vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMDD vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro QQQ (TQQQ). 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 lower than TQQQ's 64.46% return. Over the past 10 years, SMDD has underperformed TQQQ with an annualized return of -40.23%, while TQQQ has yielded a comparatively higher 45.33% 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%

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)

SMDD vs. TQQQ - 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%
TQQQ
ProShares UltraPro QQQ
64.46%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between SMDD and TQQQ is -0.63, 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

-0.63

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

-0.64

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 TQQQ has been stable across timeframes, ranging from -0.72 to -0.63 - a consistent structural relationship.

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Return for Risk

SMDD vs. TQQQ — 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

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.

SMDD vs. TQQQ - Risk-Adjusted Trends Comparison

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


SMDDTQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.97

Sortino ratioReturn per unit of downside risk

-4.68

Omega ratioGain probability vs. loss probability

0.82

1.40

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.97

3.75

-4.73

Martin ratioReturn relative to average drawdown

-1.65

12.27

-13.92

SMDD vs. TQQQ - Sharpe Ratio Comparison

The current SMDD Sharpe Ratio is -1.05, which is lower than the TQQQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of SMDD 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.


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Sharpe Ratios by Period


SMDDTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

2.92

-3.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

0.43

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

0.69

-1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

0.74

-1.45

Drawdowns

SMDD vs. TQQQ - Drawdown Comparison

The maximum SMDD drawdown since its inception was -99.99%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for SMDD and TQQQ.


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Drawdown Indicators


SMDDTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-81.66%

-18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-50.42%

-36.97%

-13.45%

Max Drawdown (3Y)

Largest decline over 3 years

-81.09%

-58.04%

-23.05%

Max Drawdown (5Y)

Largest decline over 5 years

-87.20%

-81.66%

-5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-99.50%

-81.66%

-17.84%

Current Drawdown

Current decline from peak

-99.99%

-0.76%

-99.23%

Average Drawdown

Average peak-to-trough decline

-92.96%

-18.52%

-74.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.68%

11.28%

+18.40%

Volatility

SMDD vs. TQQQ - Volatility Comparison

ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro QQQ (TQQQ) have volatilities of 13.34% and 13.29%, 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


SMDDTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

13.29%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

34.30%

36.04%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

46.71%

47.60%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.82%

66.53%

-7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.34%

65.96%

-2.62%

SMDD vs. TQQQ - Expense Ratio Comparison

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


Dividends

SMDD vs. TQQQ - Dividend Comparison

SMDD's dividend yield for the trailing twelve months is around 7.01%, more than TQQQ's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%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


SMDD and TQQQ 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.

SMDD has higher volatility (13.34%) compared to TQQQ (13.29%). In terms of maximum drawdown, SMDD dropped -99.99% vs TQQQ's -81.66%.

On 10-year performance, TQQQ leads with 45.33% vs -40.23% for SMDD. Both ETFs have the same 0.95% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 45.33% return vs -40.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SMDD has the higher dividend yield at 7.01%, compared with 0.36% for TQQQ.

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

TQQQ currently has the higher Sharpe Ratio (2.92 vs -1.05), 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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