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UBT vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) 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, UBT achieves a 1.13% return, which is significantly higher than SQQQ's -40.47% return. Over the past 10 years, UBT has outperformed SQQQ with an annualized return of -8.26%, while SQQQ has yielded a comparatively lower -56.25% annualized return.


UBT

1D
1.77%
1M
6.45%
YTD
1.13%
6M
-1.09%
1Y
2.45%
3Y*
-9.81%
5Y*
-17.84%
10Y*
-8.26%

SQQQ

1D
-0.27%
1M
-2.53%
YTD
-40.47%
6M
-37.47%
1Y
-59.36%
3Y*
-53.90%
5Y*
-46.94%
10Y*
-56.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBT
ProShares Ultra 20+ Year Treasury
1.13%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%
SQQQ
ProShares UltraPro Short QQQ
-40.47%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between UBT and SQQQ is -0.16, 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

-0.16

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

-0.13

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

-0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

0.19

The correlation between UBT and SQQQ shifts across timeframes, from -0.16 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBT vs. SQQQ — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 1010
Overall Rank
UBT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 1010
Sortino Ratio Rank
UBT Omega Ratio Rank: 1010
Omega Ratio Rank
UBT Calmar Ratio Rank: 1111
Calmar Ratio Rank
UBT Martin Ratio Rank: 1111
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.

UBT vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) 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.


UBTSQQQDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.04

0.79

+0.25

Calmar ratioReturn relative to maximum drawdown

0.15

-0.94

+1.09

Martin ratioReturn relative to average drawdown

0.33

-1.77

+2.10

UBT vs. SQQQ - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is 0.13, which is higher than the SQQQ Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of UBT 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

UBT vs. SQQQ - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UBT and SQQQ.


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Drawdown Indicators


UBTSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-100.00%

+21.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-63.25%

+46.39%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

-92.51%

+56.04%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-97.27%

+24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

-99.98%

+21.08%

Current Drawdown

Current decline from peak

-75.74%

-100.00%

+24.26%

Average Drawdown

Average peak-to-trough decline

-32.44%

-92.73%

+60.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

33.97%

-26.52%

Volatility

UBT vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra 20+ Year Treasury (UBT) is 4.65%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.67%. This indicates that UBT 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


UBTSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

26.67%

-22.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

43.18%

-30.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

53.58%

-34.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.24%

67.53%

-36.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.28%

66.46%

-37.18%

UBT vs. SQQQ - Expense Ratio Comparison

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


Dividends

UBT vs. SQQQ - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.84%, less than SQQQ's 11.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SQQQ
ProShares UltraPro Short QQQ
11.47%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.84%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%

Frequently Asked Questions


UBT and SQQQ have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.67%) compared to UBT (4.65%). In terms of maximum drawdown, UBT dropped -78.90% vs SQQQ's -100.00%.

On 10-year performance, UBT leads with -8.26% vs -56.25% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, UBT has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UBT has performed better with a -8.26% return vs -56.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 11.47%, compared with 3.84% for UBT.

UBT is categorized as Leveraged Bonds, while SQQQ is Leveraged Equities. UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%), while SQQQ tracks NASDAQ-100 Index (-300%).

UBT currently has the higher Sharpe Ratio (0.13 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

Find the right allocation for UBT and SQQQ

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