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UCC vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) 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, UCC achieves a -8.01% return, which is significantly higher than SQQQ's -45.27% return. Over the past 10 years, UCC has outperformed SQQQ with an annualized return of 14.02%, while SQQQ has yielded a comparatively lower -56.01% annualized return.


UCC

1D
-1.54%
1M
-2.42%
YTD
-8.01%
6M
-8.22%
1Y
8.56%
3Y*
18.68%
5Y*
0.42%
10Y*
14.02%

SQQQ

1D
0.76%
1M
-26.37%
YTD
-45.27%
6M
-42.79%
1Y
-65.16%
3Y*
-56.19%
5Y*
-49.17%
10Y*
-56.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-8.01%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
SQQQ
ProShares UltraPro Short QQQ
-45.27%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between UCC and SQQQ is -0.70, 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

-0.70

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

-0.78

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

-0.82

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

-0.77

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

-0.76

The correlation between UCC and SQQQ shifts across timeframes, from -0.82 (5 years) to -0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UCC vs. SQQQ — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1313
Overall Rank
UCC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1313
Sortino Ratio Rank
UCC Omega Ratio Rank: 1313
Omega Ratio Rank
UCC Calmar Ratio Rank: 1212
Calmar Ratio Rank
UCC Martin Ratio Rank: 1313
Martin Ratio Rank

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

UCC vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) 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.


UCCSQQQDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.07

0.72

+0.34

Calmar ratioReturn relative to maximum drawdown

0.30

-0.99

+1.29

Martin ratioReturn relative to average drawdown

0.85

-1.82

+2.67

UCC vs. SQQQ - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.24, which is higher than the SQQQ Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of UCC 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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Sharpe Ratios by Period


UCCSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

-1.37

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.74

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

-0.85

+1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.88

+1.20

Drawdowns

UCC vs. SQQQ - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UCC and SQQQ.


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Drawdown Indicators


UCCSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-100.00%

+16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-65.95%

+36.81%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-92.38%

+44.37%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-97.23%

+35.46%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-99.98%

+38.21%

Current Drawdown

Current decline from peak

-17.87%

-100.00%

+82.13%

Average Drawdown

Average peak-to-trough decline

-21.81%

-92.40%

+70.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.10%

35.73%

-25.63%

Volatility

UCC vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 10.35%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 13.75%. This indicates that UCC 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


UCCSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

13.75%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

26.42%

36.45%

-10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

36.21%

47.79%

-11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

66.64%

-23.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.62%

66.11%

-25.49%

UCC vs. SQQQ - Expense Ratio Comparison

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


Dividends

UCC vs. SQQQ - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, less than SQQQ's 12.48% yield.


PositionTTM20252024202320222021202020192018201720162015
SQQQ
ProShares UltraPro Short QQQ
12.48%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.18%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%

Frequently Asked Questions


UCC and SQQQ have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (13.75%) compared to UCC (10.35%). In terms of maximum drawdown, UCC dropped -83.05% vs SQQQ's -100.00%.

On 10-year performance, UCC leads with 14.02% vs -56.01% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, UCC has been the lower-risk option at 10.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCC has performed better with a 14.02% return vs -56.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 12.48%, compared with 1.18% for UCC.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while SQQQ tracks NASDAQ-100 Index (-300%).

UCC currently has the higher Sharpe Ratio (0.24 vs -1.37), 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.

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