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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 -4.15% return, which is significantly higher than SQQQ's -40.27% return. Over the past 10 years, UST has outperformed SQQQ with an annualized return of -2.45%, while SQQQ has yielded a comparatively lower -55.28% annualized return.


UST

1D
-0.76%
1M
-1.53%
6M
-4.17%
YTD
-4.15%
1Y
1.32%
3Y*
-0.33%
5Y*
-7.56%
10Y*
-2.45%

SQQQ

1D
5.74%
1M
1.37%
6M
-36.57%
YTD
-40.27%
1Y
-56.10%
3Y*
-51.78%
5Y*
-45.66%
10Y*
-55.28%
*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
-4.15%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
SQQQ
ProShares UltraPro Short QQQ
-40.27%-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 -0.15, 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

-0.15

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

-0.08

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 -0.15 (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: 1111
Overall Rank
UST Sharpe Ratio Rank: 1212
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: 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.

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

+1.15

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.03

0.82

+0.21

Calmar ratioReturn relative to maximum drawdown

0.15

-0.92

+1.07

Martin ratioReturn relative to average drawdown

0.37

-1.71

+2.08

UST vs. SQQQ - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.14, which is higher than the SQQQ Sharpe Ratio of -1.01. 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%

-61.03%

+52.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-92.51%

+76.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-97.27%

+53.30%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-99.97%

+51.98%

Current Drawdown

Current decline from peak

-39.13%

-100.00%

+60.87%

Average Drawdown

Average peak-to-trough decline

-15.27%

-92.75%

+77.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

32.78%

-29.18%

Volatility

UST vs. SQQQ - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 3.14%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.05%. 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

3.14%

26.05%

-22.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

45.88%

-38.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

55.64%

-46.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

67.87%

-52.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

66.56%

-53.41%

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 3.60%, less than SQQQ's 10.00% yield.


PositionTTM20252024202320222021202020192018201720162015
SQQQ
ProShares UltraPro Short QQQ
10.00%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
3.60%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 -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.05%) compared to UST (3.14%). In terms of maximum drawdown, UST dropped -47.99% vs SQQQ's -100.00%.

On 10-year performance, UST leads with -2.45% vs -55.28% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, UST has been the lower-risk option at 3.14%. 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 -2.45% return vs -55.28%. 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 10.00%, compared with 3.60% 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 (0.14 vs -1.01), 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 UST and SQQQ

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