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SQQQ vs. TTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQQQ vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short QQQ (SQQQ) and UltraPro Short 20+ Year Treasury (TTT). 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 -40.98% return, which is significantly lower than TTT's -3.05% return. Over the past 10 years, SQQQ has underperformed TTT with an annualized return of -56.54%, while TTT has yielded a comparatively higher -0.39% annualized return.


SQQQ

1D
-2.42%
1M
2.09%
YTD
-40.98%
6M
-38.01%
1Y
-59.41%
3Y*
-54.63%
5Y*
-47.03%
10Y*
-56.54%

TTT

1D
0.36%
1M
-8.38%
YTD
-3.05%
6M
0.16%
1Y
-5.25%
3Y*
8.79%
5Y*
17.01%
10Y*
-0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQQQ vs. TTT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
-40.98%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%
TTT
UltraPro Short 20+ Year Treasury
-3.05%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%

Correlation

The correlation between SQQQ and TTT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.12

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

0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2012

-0.13

The correlation between SQQQ and TTT shifts across timeframes, from -0.13 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SQQQ vs. TTT — Risk / Return Rank

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

SQQQ
SQQQ Risk / Return Rank: 11
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
Martin Ratio Rank

TTT
TTT Risk / Return Rank: 77
Overall Rank
TTT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 77
Sortino Ratio Rank
TTT Omega Ratio Rank: 77
Omega Ratio Rank
TTT Calmar Ratio Rank: 77
Calmar Ratio Rank
TTT Martin Ratio Rank: 77
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. TTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and UltraPro Short 20+ Year Treasury (TTT). 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.


SQQQTTTDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.79

0.99

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.24

-0.72

Martin ratioReturn relative to average drawdown

-1.84

-0.44

-1.40

SQQQ vs. TTT - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -1.11, which is lower than the TTT Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SQQQ and TTT, 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. TTT - Drawdown Comparison

The maximum SQQQ drawdown since its inception was -100.00%, which is greater than TTT's maximum drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for SQQQ and TTT.


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Drawdown Indicators


SQQQTTTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-94.00%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-62.23%

-22.18%

-40.05%

Max Drawdown (3Y)

Largest decline over 3 years

-92.51%

-49.69%

-42.82%

Max Drawdown (5Y)

Largest decline over 5 years

-97.27%

-49.69%

-47.58%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-81.76%

-18.22%

Current Drawdown

Current decline from peak

-100.00%

-79.67%

-20.33%

Average Drawdown

Average peak-to-trough decline

-92.73%

-70.38%

-22.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.76%

11.95%

+21.81%

Volatility

SQQQ vs. TTT - Volatility Comparison

ProShares UltraPro Short QQQ (SQQQ) has a higher volatility of 26.22% compared to UltraPro Short 20+ Year Treasury (TTT) at 7.23%. This indicates that SQQQ's price experiences larger fluctuations and is considered to be riskier than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQQQTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.22%

7.23%

+18.99%

Volatility (6M)

Calculated over the trailing 6-month period

43.25%

20.12%

+23.13%

Volatility (1Y)

Calculated over the trailing 1-year period

53.47%

28.50%

+24.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.54%

47.03%

+20.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.45%

43.32%

+23.13%

SQQQ vs. TTT - Expense Ratio Comparison

Both SQQQ and TTT have an expense ratio of 0.95%.


Dividends

SQQQ vs. TTT - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 10.12%, more than TTT's 10.00% yield.


PositionTTM202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
10.12%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%
TTT
UltraPro Short 20+ Year Treasury
10.00%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%

Frequently Asked Questions


SQQQ and TTT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.22%) compared to TTT (7.23%). In terms of maximum drawdown, SQQQ dropped -100.00% vs TTT's -94.00%.

On 10-year performance, TTT leads with -0.39% vs -56.54% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, TTT has been the lower-risk option at 7.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TTT has performed better with a -0.39% return vs -56.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SQQQ and TTT have the same expense ratio: 0.95% per year.

SQQQ has the higher dividend yield at 10.12%, compared with 10.00% for TTT.

SQQQ is categorized as Leveraged Equities, while TTT is Leveraged Bonds. SQQQ tracks NASDAQ-100 Index (-300%), while TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%).

TTT currently has the higher Sharpe Ratio (-0.19 vs -1.11), 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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