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SMZ vs. QQQP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMZ vs. QQQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Short SMR Daily ETF (SMZ) and Tradr 2X Long Triple Q Quarterly ETF (QQQP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SMZ

1D
-0.22%
1M
-6.34%
6M
YTD
1Y
3Y*
5Y*
10Y*

QQQP

1D
0.65%
1M
0.16%
6M
24.26%
YTD
28.90%
1Y
53.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMZ vs. QQQP - Yearly Performance Comparison


Correlation

The correlation between SMZ and QQQP is -0.56, 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 (All Time)
Calculated using the full available price history since Feb 11, 2026

-0.56

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Return for Risk

SMZ vs. QQQP — Risk / Return Rank

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

SMZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QQQP
QQQP Risk / Return Rank: 5151
Overall Rank
QQQP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 4949
Sortino Ratio Rank
QQQP Omega Ratio Rank: 4949
Omega Ratio Rank
QQQP Calmar Ratio Rank: 5151
Calmar Ratio Rank
QQQP Martin Ratio Rank: 5353
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.

SMZ vs. QQQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Short SMR Daily ETF (SMZ) and Tradr 2X Long Triple Q Quarterly ETF (QQQP). 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.


SMZQQQPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

7.22

SMZ vs. QQQP - Sharpe Ratio Comparison


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Drawdowns

SMZ vs. QQQP - Drawdown Comparison

The maximum SMZ drawdown since its inception was -77.30%, which is greater than QQQP's maximum drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for SMZ and QQQP.


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Drawdown Indicators


SMZQQQPDifference

Max Drawdown

Largest peak-to-trough decline

-77.30%

-42.50%

-34.80%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

Current Drawdown

Current decline from peak

-59.15%

-5.44%

-53.71%

Average Drawdown

Average peak-to-trough decline

-38.88%

-7.25%

-31.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

Volatility

SMZ vs. QQQP - Volatility Comparison


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Volatility by Period


SMZQQQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.58%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

Volatility (1Y)

Calculated over the trailing 1-year period

187.85%

35.40%

+152.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

187.85%

44.33%

+143.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

187.85%

44.33%

+143.52%

SMZ vs. QQQP - Expense Ratio Comparison

SMZ has a 1.49% expense ratio, which is higher than QQQP's 1.30% expense ratio.


Dividends

SMZ vs. QQQP - Dividend Comparison

Neither SMZ nor QQQP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMZ and QQQP have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQP is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQP is cheaper with a 1.30% expense ratio, compared with 1.49% for SMZ.

SMZ and QQQP have nearly identical dividend yields, around 0.00%.

SMZ is categorized as Inverse Equities, while QQQP is Leveraged Equities. Their fees differ too: 1.49% for SMZ and 1.30% for QQQP.

Portfolio Optimizer

Find the right allocation for SMZ and QQQP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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