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SVXY vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVXY vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SVXY achieves a 0.42% return, which is significantly higher than SQQQ's -40.98% return. Over the past 10 years, SVXY has outperformed SQQQ with an annualized return of 2.87%, while SQQQ has yielded a comparatively lower -56.54% annualized return.


SVXY

1D
0.82%
1M
3.75%
YTD
0.42%
6M
1.24%
1Y
31.47%
3Y*
10.62%
5Y*
14.73%
10Y*
2.87%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVXY vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVXY
ProShares Short VIX Short-Term Futures ETF
0.42%10.63%-3.17%76.21%-4.66%48.53%-36.47%54.21%-91.75%181.84%
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%

Correlation

The correlation between SVXY and SQQQ is -0.66, 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

-0.66

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

-0.69

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

-0.69

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

-0.68

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.69

The correlation between SVXY and SQQQ has been stable across timeframes, ranging from -0.69 to -0.66 - a consistent structural relationship.

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Return for Risk

SVXY vs. SQQQ — Risk / Return Rank

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

SVXY
SVXY Risk / Return Rank: 3333
Overall Rank
SVXY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 3232
Sortino Ratio Rank
SVXY Omega Ratio Rank: 3636
Omega Ratio Rank
SVXY Calmar Ratio Rank: 3030
Calmar Ratio Rank
SVXY Martin Ratio Rank: 3434
Martin Ratio Rank

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
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.

SVXY vs. SQQQ - Risk-Adjusted Trends Comparison

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


SVXYSQQQDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+3.53

Omega ratioGain probability vs. loss probability

1.22

0.79

+0.43

Calmar ratioReturn relative to maximum drawdown

1.38

-0.96

+2.34

Martin ratioReturn relative to average drawdown

4.49

-1.84

+6.34

SVXY vs. SQQQ - Sharpe Ratio Comparison

The current SVXY Sharpe Ratio is 1.10, which is higher than the SQQQ Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of SVXY and SQQQ, 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

SVXY vs. SQQQ - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SVXY and SQQQ.


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Drawdown Indicators


SVXYSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-95.25%

-100.00%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-62.23%

+39.29%

Max Drawdown (3Y)

Largest decline over 3 years

-46.45%

-92.51%

+46.06%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

-97.27%

+50.82%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

-99.98%

+4.73%

Current Drawdown

Current decline from peak

-79.88%

-100.00%

+20.12%

Average Drawdown

Average peak-to-trough decline

-56.95%

-92.73%

+35.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

33.76%

-26.74%

Volatility

SVXY vs. SQQQ - Volatility Comparison

The current volatility for ProShares Short VIX Short-Term Futures ETF (SVXY) is 8.62%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.22%. This indicates that SVXY experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVXYSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

26.22%

-17.60%

Volatility (6M)

Calculated over the trailing 6-month period

22.61%

43.25%

-20.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.73%

53.47%

-24.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.40%

67.54%

-32.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.65%

66.45%

-16.80%

SVXY vs. SQQQ - Expense Ratio Comparison

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


Dividends

SVXY vs. SQQQ - Dividend Comparison

SVXY has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 10.12%.


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%
SVXY
ProShares Short VIX Short-Term 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


SVXY and SQQQ have a correlation of -0.66, 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 SVXY (8.62%). In terms of maximum drawdown, SVXY dropped -95.25% vs SQQQ's -100.00%.

On 10-year performance, SVXY leads with 2.87% vs -56.54% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, SVXY has been the lower-risk option at 8.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SVXY has performed better with a 2.87% return vs -56.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 10.12%, compared with 0.00% for SVXY.

SVXY is categorized as Volatility, while SQQQ is Leveraged Equities. SVXY tracks S&P 500 VIX Short-Term Futures Index (-0.5x), while SQQQ tracks NASDAQ-100 Index (-300%).

SVXY currently has the higher Sharpe Ratio (1.10 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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