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ULE vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULE vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Euro (ULE) 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, ULE achieves a -4.48% return, which is significantly higher than SQQQ's -34.61% return. Over the past 10 years, ULE has outperformed SQQQ with an annualized return of -2.49%, while SQQQ has yielded a comparatively lower -54.48% annualized return.


ULE

1D
-0.06%
1M
1.58%
6M
-5.98%
YTD
-4.48%
1Y
-2.43%
3Y*
2.30%
5Y*
-3.01%
10Y*
-2.49%
ALL TIME*
-3.95%

SQQQ

1D
-1.99%
1M
9.46%
6M
-32.40%
YTD
-34.61%
1Y
-52.32%
3Y*
-49.83%
5Y*
-44.46%
10Y*
-54.48%
ALL TIME*
-52.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.40B$2.29B$2.66B
$30.31K$35.90K$64.55K

ULE vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULE
ProShares Ultra Euro
-4.48%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%
SQQQ
ProShares UltraPro Short QQQ
-34.61%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between ULE and SQQQ is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (3Y)
Balances recent behavior with more history.

-0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.23

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.14

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

-0.16

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Return for Risk

ULE vs. SQQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ULE
ULE Risk / Return Rank: 1111
Overall Rank
ULE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ULE Omega Ratio Rank: 1111
Omega Ratio Rank
ULE Calmar Ratio Rank: 1212
Calmar Ratio Rank
ULE Martin Ratio Rank: 1111
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 22
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 33
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 22
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ULE vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Euro (ULE) 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.


ULESQQQDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.02

0.86

+0.15

Calmar ratioReturn relative to maximum drawdown

0.05

-0.81

+0.86

Martin ratioReturn relative to average drawdown

0.09

-1.41

+1.50

ULE vs. SQQQ - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is 0.04, which is higher than the SQQQ Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of ULE 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

ULE vs. SQQQ - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ULE and SQQQ.


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Drawdown Indicators


ULESQQQDifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-100.00%

+27.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-61.03%

+49.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.95%

-92.51%

+75.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.36%

-97.27%

+59.91%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-99.97%

+48.67%

Current Drawdown

Current decline from peak

-62.71%

-100.00%

+37.29%

Average Drawdown

Average peak-to-trough decline

-46.20%

-92.78%

+46.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

35.08%

-28.93%

Volatility

ULE vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra Euro (ULE) is 2.55%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 20.82%. This indicates that ULE 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


ULESQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

20.82%

-18.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

48.09%

-39.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

57.98%

-45.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

68.18%

-52.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

66.74%

-51.67%

ULE vs. SQQQ - Expense Ratio Comparison

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


Dividends

ULE vs. SQQQ - Dividend Comparison

ULE has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 9.14%.


PositionTTM202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
9.14%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ULE and SQQQ have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (20.82%) compared to ULE (2.55%). In terms of maximum drawdown, ULE dropped -72.74% vs SQQQ's -100.00%.

On 10-year performance, ULE leads with -2.49% vs -54.48% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, ULE has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ULE has performed better with a -2.49% return vs -54.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 9.14%, compared with 0.00% for ULE.

ULE is categorized as Leveraged Currency, while SQQQ is Leveraged Equities. ULE tracks USD/EUR Exchange Rate (-200%), while SQQQ tracks NASDAQ-100 Index (-300%).

ULE currently has the higher Sharpe Ratio (0.04 vs -0.86), 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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