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UCO vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCO vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) 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, UCO achieves a 81.88% return, which is significantly higher than SQQQ's -40.31% return. Over the past 10 years, UCO has outperformed SQQQ with an annualized return of 19.46%, while SQQQ has yielded a comparatively lower -56.24% annualized return.


UCO

1D
-1.26%
1M
-25.61%
YTD
81.88%
6M
76.32%
1Y
42.04%
3Y*
15.38%
5Y*
12.42%
10Y*
19.46%

SQQQ

1D
9.83%
1M
-2.27%
YTD
-40.31%
6M
-37.80%
1Y
-61.11%
3Y*
-53.86%
5Y*
-46.89%
10Y*
-56.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCO vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
81.88%-29.75%5.36%-13.89%39.71%139.26%77.27%53.83%-43.26%0.34%
SQQQ
ProShares UltraPro Short QQQ
-40.31%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between UCO and SQQQ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.02

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

-0.05

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

-0.13

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

-0.21

The correlation between UCO and SQQQ shifts across timeframes, from -0.21 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UCO vs. SQQQ — Risk / Return Rank

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

UCO
UCO Risk / Return Rank: 2424
Overall Rank
UCO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 2424
Sortino Ratio Rank
UCO Omega Ratio Rank: 2424
Omega Ratio Rank
UCO Calmar Ratio Rank: 2727
Calmar Ratio Rank
UCO Martin Ratio Rank: 2222
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 11
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 00
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.

UCO vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) 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.


UCOSQQQDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

1.16

0.78

+0.38

Calmar ratioReturn relative to maximum drawdown

1.30

-0.96

+2.27

Martin ratioReturn relative to average drawdown

2.61

-1.81

+4.42

UCO vs. SQQQ - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 0.75, which is higher than the SQQQ Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of UCO 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

UCO vs. SQQQ - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.86%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UCO and SQQQ.


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Drawdown Indicators


UCOSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-100.00%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-32.37%

-63.52%

+31.15%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-92.51%

+42.13%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-97.27%

+30.03%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

-99.98%

+3.48%

Current Drawdown

Current decline from peak

-85.89%

-100.00%

+14.11%

Average Drawdown

Average peak-to-trough decline

-82.11%

-92.73%

+10.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

36.37%

-20.14%

Volatility

UCO vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Crude Oil (UCO) is 16.11%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.69%. This indicates that UCO 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


UCOSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

26.69%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

48.06%

43.33%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

57.57%

53.65%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.09%

67.53%

-7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

317.77%

66.47%

+251.30%

UCO vs. SQQQ - Expense Ratio Comparison

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


Dividends

UCO vs. SQQQ - Dividend Comparison

UCO has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 11.44%.


PositionTTM202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
11.44%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCO and SQQQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.69%) compared to UCO (16.11%). In terms of maximum drawdown, UCO dropped -99.86% vs SQQQ's -100.00%.

On 10-year performance, UCO leads with 19.46% vs -56.24% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, UCO has been the lower-risk option at 16.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCO has performed better with a 19.46% return vs -56.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 11.44%, compared with 0.00% for UCO.

UCO is categorized as Oil & Gas, while SQQQ is Leveraged Equities. UCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (200%), while SQQQ tracks NASDAQ-100 Index (-300%).

UCO currently has the higher Sharpe Ratio (0.75 vs -1.14), 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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