PortfoliosLab logoPortfoliosLab logo
SQQQ vs. GDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQQQ vs. GDX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SQQQ achieves a -36.18% return, which is significantly lower than GDX's -17.52% return. Over the past 10 years, SQQQ has underperformed GDX with an annualized return of -54.75%, while GDX has yielded a comparatively higher 10.49% annualized return.


SQQQ

1D
-0.26%
1M
17.99%
6M
-34.34%
YTD
-36.18%
1Y
-51.42%
3Y*
-51.15%
5Y*
-45.04%
10Y*
-54.75%
ALL TIME*
-52.82%

GDX

1D
-0.81%
1M
-14.26%
6M
-27.25%
YTD
-17.52%
1Y
39.36%
3Y*
32.51%
5Y*
17.66%
10Y*
10.49%
ALL TIME*
4.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQQQ vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
-36.18%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%
GDX
VanEck Gold Miners ETF
-17.52%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Correlation

The correlation between SQQQ and GDX is -0.38, 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

-0.38

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

-0.26

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

-0.24

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

-0.19

The correlation between SQQQ and GDX shifts across timeframes, from -0.38 (1 year) to -0.19 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SQQQ vs. GDX — Risk / Return Rank

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

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 22
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 22
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 22
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 2929
Overall Rank
GDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDX Omega Ratio Rank: 3232
Omega Ratio Rank
GDX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDX Martin Ratio Rank: 2525
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.

SQQQ vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and VanEck Gold Miners ETF (GDX). 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.


SQQQGDXDifference
Sharpe ratioReturn per unit of total volatility

-1.74

Sortino ratioReturn per unit of downside risk

-2.70

Omega ratioGain probability vs. loss probability

0.85

1.17

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.84

1.02

-1.86

Martin ratioReturn relative to average drawdown

-1.53

2.36

-3.89

SQQQ vs. GDX - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -0.92, which is lower than the GDX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SQQQ and GDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SQQQ vs. GDX - Drawdown Comparison

The maximum SQQQ drawdown since its inception was -100.00%, which is greater than GDX's maximum drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for SQQQ and GDX.


Loading charts...

Drawdown Indicators


SQQQGDXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-80.34%

-19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-61.03%

-38.93%

-22.10%

Max Drawdown (3Y)

Largest decline over 3 years

-92.51%

-38.93%

-53.58%

Max Drawdown (5Y)

Largest decline over 5 years

-97.27%

-46.51%

-50.76%

Max Drawdown (10Y)

Largest decline over 10 years

-99.97%

-49.79%

-50.18%

Current Drawdown

Current decline from peak

-100.00%

-38.93%

-61.07%

Average Drawdown

Average peak-to-trough decline

-92.76%

-40.38%

-52.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.69%

16.71%

+16.98%

Volatility

SQQQ vs. GDX - Volatility Comparison

ProShares UltraPro Short QQQ (SQQQ) has a higher volatility of 21.99% compared to VanEck Gold Miners ETF (GDX) at 11.17%. This indicates that SQQQ's price experiences larger fluctuations and is considered to be riskier than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SQQQGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.99%

11.17%

+10.82%

Volatility (6M)

Calculated over the trailing 6-month period

46.34%

39.98%

+6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

56.15%

48.23%

+7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.92%

37.08%

+30.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.60%

37.32%

+29.28%

SQQQ vs. GDX - Expense Ratio Comparison

SQQQ has a 0.95% expense ratio, which is higher than GDX's 0.51% expense ratio.


Dividends

SQQQ vs. GDX - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 9.36%, more than GDX's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.89%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
SQQQ
ProShares UltraPro Short QQQ
9.36%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%0.00%0.00%

Frequently Asked Questions


SQQQ and GDX have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (21.99%) compared to GDX (11.17%). In terms of maximum drawdown, SQQQ dropped -100.00% vs GDX's -80.34%.

On 10-year performance, GDX leads with 10.49% vs -54.75% for SQQQ. On fees, GDX is cheaper at 0.51% per year. On volatility, GDX has been the lower-risk option at 11.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDX has performed better with a 10.49% return vs -54.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDX is cheaper with a 0.51% expense ratio, compared with 0.95% for SQQQ.

SQQQ has the higher dividend yield at 9.36%, compared with 0.89% for GDX.

SQQQ is categorized as Leveraged Equities, while GDX is Gold. SQQQ tracks NASDAQ-100 Index (-300%), while GDX tracks NYSE MarketVector Global Gold Miners Index. They also come from different issuers: ProShares and VanEck. Their fees differ too: 0.95% for SQQQ and 0.51% for GDX.

GDX currently has the higher Sharpe Ratio (0.82 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for SQQQ and GDX

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

Open Portfolio Optimizer