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SQQQ vs. UVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQQQ vs. UVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short QQQ (SQQQ) and 2x Long VIX Futures ETF (UVIX). 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 -34.61% return, which is significantly higher than UVIX's -51.21% return.


SQQQ

1D
-1.99%
1M
15.44%
6M
-32.40%
YTD
-34.61%
1Y
-49.47%
3Y*
-49.83%
5Y*
-44.46%
10Y*
-54.48%
ALL TIME*
-52.68%

UVIX

1D
-5.70%
1M
-10.82%
6M
-52.70%
YTD
-51.21%
1Y
-83.80%
3Y*
-80.36%
5Y*
10Y*
ALL TIME*
-83.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.40B$2.29B$2.66B
$106.53M$96.18M$159.38M

SQQQ vs. UVIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
SQQQ
ProShares UltraPro Short QQQ
-34.61%-53.05%-49.79%-73.61%72.69%
UVIX
2x Long VIX Futures ETF
-51.21%-83.21%-75.24%-95.28%-61.86%

Correlation

The correlation between SQQQ and UVIX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

0.68

The correlation between SQQQ and UVIX has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

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Return for Risk

SQQQ vs. UVIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 33
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 22
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 11
Martin Ratio Rank

UVIX
UVIX Risk / Return Rank: 22
Overall Rank
UVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 22
Sortino Ratio Rank
UVIX Omega Ratio Rank: 22
Omega Ratio Rank
UVIX Calmar Ratio Rank: 00
Calmar Ratio Rank
UVIX Martin Ratio Rank: 22
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. UVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and 2x Long VIX Futures ETF (UVIX). 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.


SQQQUVIXDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.86

0.84

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.97

+0.16

Martin ratioReturn relative to average drawdown

-1.41

-1.30

-0.11

SQQQ vs. UVIX - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -0.86, which is comparable to the UVIX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of SQQQ and UVIX, 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. UVIX - Drawdown Comparison

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


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Drawdown Indicators


SQQQUVIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.98%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-61.03%

-86.37%

+25.34%

Max Drawdown (3Y)

Largest decline over 3 years

-92.51%

-99.42%

+6.91%

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%

-99.98%

-0.02%

Average Drawdown

Average peak-to-trough decline

-92.78%

-88.86%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.08%

64.40%

-29.32%

Volatility

SQQQ vs. UVIX - Volatility Comparison

The current volatility for ProShares UltraPro Short QQQ (SQQQ) is 20.82%, while 2x Long VIX Futures ETF (UVIX) has a volatility of 28.39%. This indicates that SQQQ experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQQQUVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.82%

28.39%

-7.57%

Volatility (6M)

Calculated over the trailing 6-month period

48.09%

85.91%

-37.82%

Volatility (1Y)

Calculated over the trailing 1-year period

57.98%

114.84%

-56.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.18%

135.16%

-66.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.74%

135.16%

-68.42%

SQQQ vs. UVIX - Expense Ratio Comparison

SQQQ has a 0.95% expense ratio, which is lower than UVIX's 2.78% expense ratio.


Dividends

SQQQ vs. UVIX - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 9.14%, while UVIX has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
9.14%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%
UVIX
2x Long VIX Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SQQQ and UVIX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVIX has higher volatility (28.39%) compared to SQQQ (20.82%). In terms of maximum drawdown, SQQQ dropped -100.00% vs UVIX's -99.98%.

On 3-year performance, SQQQ leads with -49.83% vs -80.36% for UVIX. On fees, SQQQ is cheaper at 0.95% per year. On volatility, SQQQ has been the lower-risk option at 20.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SQQQ has performed better with a -49.83% return vs -80.36%. 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 2.78% for UVIX.

SQQQ has the higher dividend yield at 9.14%, compared with 0.00% for UVIX.

SQQQ is categorized as Leveraged Equities, while UVIX is Volatility. SQQQ tracks NASDAQ-100 Index (-300%), while UVIX tracks Long VIX Futures Index (200% Daily). They also come from different issuers: ProShares and Volatility Shares. Their fees differ too: 0.95% for SQQQ and 2.78% for UVIX.

UVIX currently has the higher Sharpe Ratio (-0.73 vs -0.86), 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 UVIX

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