PortfoliosLab logoPortfoliosLab logo
TQQQ vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro QQQ (TQQQ) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TQQQ achieves a 47.28% return, which is significantly higher than IBIT's -27.41% return.


TQQQ

1D
1.99%
1M
0.36%
YTD
47.28%
6M
47.23%
1Y
106.26%
3Y*
59.79%
5Y*
24.34%
10Y*
44.55%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
TQQQ
ProShares UltraPro QQQ
47.28%34.35%60.36%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between TQQQ and IBIT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.41

The correlation between TQQQ and IBIT shifts across timeframes, from 0.41 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TQQQ vs. IBIT — Risk / Return Rank

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

TQQQ
TQQQ Risk / Return Rank: 6464
Overall Rank
TQQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6262
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 5959
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

TQQQ vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and iShares Bitcoin Trust ETF (IBIT). 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.


TQQQIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.01

Sortino ratioReturn per unit of downside risk

+3.72

Omega ratioGain probability vs. loss probability

1.32

0.85

+0.47

Calmar ratioReturn relative to maximum drawdown

2.89

-0.78

+3.67

Martin ratioReturn relative to average drawdown

9.26

-1.37

+10.63

TQQQ vs. IBIT - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 2.09, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of TQQQ and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TQQQ vs. IBIT - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for TQQQ and IBIT.


Loading charts...

Drawdown Indicators


TQQQIBITDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-52.11%

-29.55%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-52.11%

+15.14%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-11.12%

-49.45%

+38.33%

Average Drawdown

Average peak-to-trough decline

-18.51%

-16.53%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

29.64%

-18.12%

Volatility

TQQQ vs. IBIT - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) has a higher volatility of 22.79% compared to iShares Bitcoin Trust ETF (IBIT) at 12.07%. This indicates that TQQQ's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TQQQIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.79%

12.07%

+10.72%

Volatility (6M)

Calculated over the trailing 6-month period

41.26%

34.45%

+6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

51.24%

44.10%

+7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.02%

50.26%

+16.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.22%

50.26%

+15.96%

TQQQ vs. IBIT - Expense Ratio Comparison

TQQQ has a 0.95% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

TQQQ vs. IBIT - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.41%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.41%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


TQQQ and IBIT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (22.79%) compared to IBIT (12.07%). In terms of maximum drawdown, TQQQ dropped -81.66% vs IBIT's -52.11%.

On 1-year performance, TQQQ leads with 106.26% vs -40.63% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 12.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TQQQ has performed better with a 106.26% return vs -40.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.95% for TQQQ.

TQQQ has the higher dividend yield at 0.41%, compared with 0.00% for IBIT.

TQQQ is categorized as Leveraged Equities, while IBIT is Cryptocurrency. TQQQ tracks NASDAQ-100 Index (300%), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for TQQQ and 0.25% for IBIT.

TQQQ currently has the higher Sharpe Ratio (2.09 vs -0.92), 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 TQQQ and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer