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SQQQ vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQQQ vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short QQQ (SQQQ) and NEOS Nasdaq-100 High Income ETF (QQQI). 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 -38.05% return, which is significantly lower than QQQI's 8.51% return.


SQQQ

1D
-5.26%
1M
3.70%
6M
-34.63%
YTD
-38.05%
1Y
-54.82%
3Y*
-52.10%
5Y*
-44.80%
10Y*
-54.51%
ALL TIME*
-52.82%

QQQI

1D
1.51%
1M
-1.62%
6M
6.55%
YTD
8.51%
1Y
19.72%
3Y*
5Y*
10Y*
ALL TIME*
18.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$330.38M$327.04M$357.36M
$2.77B$2.43B$2.72B

SQQQ vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
SQQQ
ProShares UltraPro Short QQQ
-38.05%-53.05%-42.91%
QQQI
NEOS Nasdaq-100 High Income ETF
8.51%18.62%19.44%

Correlation

The correlation between SQQQ and QQQI is -0.99, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.99

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

-0.98

The correlation between SQQQ and QQQI has been stable across timeframes, ranging from -0.99 to -0.98 - a consistent structural relationship.

SQQQ vs. QQQI - Sectors Allocation Comparison


Sectors
SQQQ
QQQI

Financial Services

89.7%
0.2%

Basic Materials

-

1.1%

Communication Services

-

12.1%

Consumer Cyclical

-

10.0%

Consumer Defensive

-

6.5%

Energy

-

0.5%

Healthcare

-

3.7%

Industrials

-

4.3%

Real Estate

-

0.1%

Technology

-

59.9%

Utilities

-

1.2%

Financial Services

SQQQ
89.7%
QQQI
0.2%

Basic Materials

SQQQ

-

QQQI
1.1%

Communication Services

SQQQ

-

QQQI
12.1%

Consumer Cyclical

SQQQ

-

QQQI
10.0%

Consumer Defensive

SQQQ

-

QQQI
6.5%

Energy

SQQQ

-

QQQI
0.5%

Healthcare

SQQQ

-

QQQI
3.7%

Industrials

SQQQ

-

QQQI
4.3%

Real Estate

SQQQ

-

QQQI
0.1%

Technology

SQQQ

-

QQQI
59.9%

Utilities

SQQQ

-

QQQI
1.2%

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Return for Risk

SQQQ vs. QQQI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SQQQ
SQQQ Risk / Return Rank: 11
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: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 5252
Overall Rank
QQQI Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 4646
Sortino Ratio Rank
QQQI Omega Ratio Rank: 4848
Omega Ratio Rank
QQQI Calmar Ratio Rank: 5757
Calmar Ratio Rank
QQQI Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SQQQ vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.


SQQQQQQIDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-3.22

Omega ratioGain probability vs. loss probability

0.84

1.22

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.92

2.06

-2.98

Martin ratioReturn relative to average drawdown

-1.65

7.38

-9.03

SQQQ vs. QQQI - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -0.95, which is lower than the QQQI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SQQQ and QQQI, 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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Drawdowns

SQQQ vs. QQQI - Drawdown Comparison

The maximum SQQQ drawdown since its inception was -100.00%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for SQQQ and QQQI.


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Drawdown Indicators


SQQQQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-20.00%

-80.00%

Max Drawdown (1Y)

Largest decline over 1 year

-59.62%

-9.61%

-50.01%

Max Drawdown (3Y)

Largest decline over 3 years

-92.51%

Max Drawdown (5Y)

Largest decline over 5 years

-97.27%

Max Drawdown (10Y)

Largest decline over 10 years

-99.97%

Current Drawdown

Current decline from peak

-100.00%

-4.50%

-95.50%

Average Drawdown

Average peak-to-trough decline

-92.78%

-2.28%

-90.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.25%

2.68%

+32.57%

Volatility

SQQQ vs. QQQI - Volatility Comparison

ProShares UltraPro Short QQQ (SQQQ) has a higher volatility of 21.07% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 6.60%. This indicates that SQQQ's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQQQQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

6.60%

+14.47%

Volatility (6M)

Calculated over the trailing 6-month period

48.20%

13.71%

+34.49%

Volatility (1Y)

Calculated over the trailing 1-year period

57.95%

16.35%

+41.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.24%

17.76%

+50.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.78%

17.76%

+49.02%

SQQQ vs. QQQI - Expense Ratio Comparison

SQQQ has a 0.95% expense ratio, which is higher than QQQI's 0.68% expense ratio.


Dividends

SQQQ vs. QQQI - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 9.64%, less than QQQI's 14.16% yield.


PositionTTM202520242023202220212020201920182017
QQQI
NEOS Nasdaq-100 High Income ETF
14.16%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
9.64%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


SQQQ and QQQI have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (21.07%) compared to QQQI (6.60%). In terms of maximum drawdown, SQQQ dropped -100.00% vs QQQI's -20.00%.

On 1-year performance, QQQI leads with 19.72% vs -54.82% for SQQQ. On fees, QQQI is cheaper at 0.68% per year. On volatility, QQQI has been the lower-risk option at 6.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQI has performed better with a 19.72% return vs -54.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQI is cheaper with a 0.68% expense ratio, compared with 0.95% for SQQQ.

QQQI has the higher dividend yield at 14.16%, compared with 9.64% for SQQQ.

SQQQ is categorized as Leveraged Equities, while QQQI is Nasdaq-100. They also come from different issuers: ProShares and Neos. Their fees differ too: 0.95% for SQQQ and 0.68% for QQQI.

QQQI currently has the higher Sharpe Ratio (1.21 vs -0.95), 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 QQQI

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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