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UST vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) 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, UST achieves a -2.82% return, which is significantly higher than SQQQ's -40.31% return. Over the past 10 years, UST has outperformed SQQQ with an annualized return of -2.35%, while SQQQ has yielded a comparatively lower -56.24% annualized return.


UST

1D
0.23%
1M
0.95%
YTD
-2.82%
6M
-2.86%
1Y
1.76%
3Y*
-0.19%
5Y*
-6.85%
10Y*
-2.35%

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)

UST vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UST
ProShares Ultra 7-10 Year Treasury
-2.82%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
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 UST and SQQQ is -0.18, 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

-0.18

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

-0.09

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

0.18

The correlation between UST and SQQQ shifts across timeframes, from -0.18 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UST vs. SQQQ — Risk / Return Rank

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

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

UST vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) 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.


USTSQQQDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.04

0.78

+0.26

Calmar ratioReturn relative to maximum drawdown

0.20

-0.96

+1.17

Martin ratioReturn relative to average drawdown

0.52

-1.81

+2.33

UST vs. SQQQ - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.19, which is higher than the SQQQ Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of UST 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

UST vs. SQQQ - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UST and SQQQ.


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Drawdown Indicators


USTSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-100.00%

+52.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-63.52%

+54.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.66%

-92.51%

+75.85%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-97.27%

+53.30%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-99.98%

+51.99%

Current Drawdown

Current decline from peak

-38.29%

-100.00%

+61.71%

Average Drawdown

Average peak-to-trough decline

-15.20%

-92.73%

+77.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

36.37%

-33.00%

Volatility

UST vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 2.71%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.69%. This indicates that UST 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


USTSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

26.69%

-23.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

43.33%

-36.48%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

53.65%

-44.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

67.53%

-52.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

66.47%

-53.31%

UST vs. SQQQ - Expense Ratio Comparison

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


Dividends

UST vs. SQQQ - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.49%, less than SQQQ's 11.44% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
UST
ProShares Ultra 7-10 Year Treasury
3.49%3.65%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%

Frequently Asked Questions


UST and SQQQ have a correlation of -0.18, 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 UST (2.71%). In terms of maximum drawdown, UST dropped -47.99% vs SQQQ's -100.00%.

On 10-year performance, UST leads with -2.35% vs -56.24% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, UST has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UST has performed better with a -2.35% return vs -56.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SQQQ has the higher dividend yield at 11.44%, compared with 3.49% for UST.

UST is categorized as Leveraged Bonds, while SQQQ is Leveraged Equities. UST tracks Barclays Capital U.S. 7-10 Year Treasury Index (200%), while SQQQ tracks NASDAQ-100 Index (-300%).

UST currently has the higher Sharpe Ratio (0.19 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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