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SQQQ vs. HIBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQQQ vs. HIBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short QQQ (SQQQ) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SQQQ achieves a -44.43% return, which is significantly higher than HIBS's -59.26% return.


SQQQ

1D
1.53%
1M
-22.29%
YTD
-44.43%
6M
-42.11%
1Y
-64.38%
3Y*
-55.94%
5Y*
-49.01%
10Y*
-55.90%

HIBS

1D
0.59%
1M
-26.80%
YTD
-59.26%
6M
-59.84%
1Y
-82.21%
3Y*
-63.10%
5Y*
-53.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQQQ vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SQQQ
ProShares UltraPro Short QQQ
-44.43%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-16.68%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-59.26%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%

Correlation

The correlation between SQQQ and HIBS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.74

The correlation between SQQQ and HIBS shifts across timeframes, from 0.74 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SQQQ vs. HIBS — Risk / Return Rank

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

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

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
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. HIBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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.


SQQQHIBSDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

0.73

0.70

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.99

+0.01

Martin ratioReturn relative to average drawdown

-1.79

-1.50

-0.29

SQQQ vs. HIBS - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -1.35, which is comparable to the HIBS Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of SQQQ and HIBS, 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


SQQQHIBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.35

-1.22

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

-0.65

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.88

-0.73

-0.15

Drawdowns

SQQQ vs. HIBS - Drawdown Comparison

The maximum SQQQ drawdown since its inception was -100.00%, roughly equal to the maximum HIBS drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SQQQ and HIBS.


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Drawdown Indicators


SQQQHIBSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.98%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-65.95%

-83.13%

+17.18%

Max Drawdown (3Y)

Largest decline over 3 years

-92.38%

-96.48%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-97.23%

-98.52%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-100.00%

-99.98%

-0.02%

Average Drawdown

Average peak-to-trough decline

-92.40%

-93.14%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.96%

54.63%

-18.67%

Volatility

SQQQ vs. HIBS - Volatility Comparison

The current volatility for ProShares UltraPro Short QQQ (SQQQ) is 13.81%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 22.04%. This indicates that SQQQ experiences smaller price fluctuations and is considered to be less risky than HIBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQQQHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.81%

22.04%

-8.23%

Volatility (6M)

Calculated over the trailing 6-month period

36.46%

52.82%

-16.36%

Volatility (1Y)

Calculated over the trailing 1-year period

47.79%

67.45%

-19.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.61%

82.46%

-15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.10%

94.78%

-28.68%

SQQQ vs. HIBS - Expense Ratio Comparison

SQQQ has a 0.95% expense ratio, which is lower than HIBS's 1.06% expense ratio.


Dividends

SQQQ vs. HIBS - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 12.29%, more than HIBS's 11.62% yield.


PositionTTM202520242023202220212020201920182017
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
11.62%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
12.29%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


SQQQ and HIBS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (22.04%) compared to SQQQ (13.81%). In terms of maximum drawdown, SQQQ dropped -100.00% vs HIBS's -99.98%.

On 5-year performance, SQQQ leads with -49.01% vs -53.41% for HIBS. On fees, SQQQ is cheaper at 0.95% per year. On volatility, SQQQ has been the lower-risk option at 13.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SQQQ has performed better with a -49.01% return vs -53.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SQQQ is cheaper with a 0.95% expense ratio, compared with 1.06% for HIBS.

SQQQ has the higher dividend yield at 12.29%, compared with 11.62% for HIBS.

SQQQ is categorized as Leveraged Equities, while HIBS is Inverse Equities. SQQQ tracks NASDAQ-100 Index (-300%), while HIBS tracks S&P 500® High Beta Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SQQQ and 1.06% for HIBS.

HIBS currently has the higher Sharpe Ratio (-1.22 vs -1.35), 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

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