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WEBS vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBS vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bear 3X Shares (WEBS) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBS achieves a -16.82% return, which is significantly lower than TQQQ's 64.46% return.


WEBS

1D
5.89%
1M
-13.46%
YTD
-16.82%
6M
-14.14%
1Y
-30.71%
3Y*
-49.47%
5Y*
-36.70%
10Y*

TQQQ

1D
-0.76%
1M
33.35%
YTD
64.46%
6M
55.93%
1Y
137.89%
3Y*
69.49%
5Y*
28.37%
10Y*
45.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBS vs. TQQQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBS
Daily Dow Jones Internet Bear 3X Shares
-16.82%-40.66%-56.62%-75.58%117.15%-39.82%-87.18%-13.16%
TQQQ
ProShares UltraPro QQQ
64.46%34.35%58.27%198.04%-79.09%82.98%110.05%18.93%

Correlation

The correlation between WEBS and TQQQ is -0.74, 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

-0.74

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

-0.82

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

-0.87

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

-0.87

The correlation between WEBS and TQQQ shifts across timeframes, from -0.87 (all time) to -0.74 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WEBS vs. TQQQ — Risk / Return Rank

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

WEBS
WEBS Risk / Return Rank: 44
Overall Rank
WEBS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WEBS Sortino Ratio Rank: 55
Sortino Ratio Rank
WEBS Omega Ratio Rank: 55
Omega Ratio Rank
WEBS Calmar Ratio Rank: 44
Calmar Ratio Rank
WEBS Martin Ratio Rank: 22
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 6666
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.

WEBS vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) and ProShares UltraPro QQQ (TQQQ). 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.


WEBSTQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.45

Sortino ratioReturn per unit of downside risk

-3.61

Omega ratioGain probability vs. loss probability

0.94

1.40

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.58

3.75

-4.33

Martin ratioReturn relative to average drawdown

-1.33

12.27

-13.60

WEBS vs. TQQQ - Sharpe Ratio Comparison

The current WEBS Sharpe Ratio is -0.54, which is lower than the TQQQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of WEBS and TQQQ, 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


WEBSTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

2.92

-3.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.43

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.74

-1.32

Drawdowns

WEBS vs. TQQQ - Drawdown Comparison

The maximum WEBS drawdown since its inception was -99.63%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for WEBS and TQQQ.


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Drawdown Indicators


WEBSTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.63%

-81.66%

-17.97%

Max Drawdown (1Y)

Largest decline over 1 year

-53.54%

-36.97%

-16.57%

Max Drawdown (3Y)

Largest decline over 3 years

-90.33%

-58.04%

-32.29%

Max Drawdown (5Y)

Largest decline over 5 years

-97.09%

-81.66%

-15.43%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-99.60%

-0.76%

-98.84%

Average Drawdown

Average peak-to-trough decline

-91.09%

-18.52%

-72.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.19%

11.28%

+11.91%

Volatility

WEBS vs. TQQQ - Volatility Comparison

Daily Dow Jones Internet Bear 3X Shares (WEBS) has a higher volatility of 15.72% compared to ProShares UltraPro QQQ (TQQQ) at 13.29%. This indicates that WEBS's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBSTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.72%

13.29%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

43.46%

36.04%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

57.60%

47.60%

+10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.81%

66.53%

+15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.84%

65.96%

+23.88%

WEBS vs. TQQQ - Expense Ratio Comparison

WEBS has a 1.07% expense ratio, which is higher than TQQQ's 0.95% expense ratio.


Dividends

WEBS vs. TQQQ - Dividend Comparison

WEBS's dividend yield for the trailing twelve months is around 3.92%, more than TQQQ's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
WEBS
Daily Dow Jones Internet Bear 3X Shares
3.92%3.77%8.02%8.51%0.20%0.00%1.11%0.11%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WEBS and TQQQ have a correlation of -0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEBS has higher volatility (15.72%) compared to TQQQ (13.29%). In terms of maximum drawdown, WEBS dropped -99.63% vs TQQQ's -81.66%.

On 5-year performance, TQQQ leads with 28.37% vs -36.70% for WEBS. On fees, TQQQ is cheaper at 0.95% per year. On volatility, TQQQ has been the lower-risk option at 13.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TQQQ has performed better with a 28.37% return vs -36.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 1.07% for WEBS.

WEBS has the higher dividend yield at 3.92%, compared with 0.36% for TQQQ.

WEBS tracks Dow Jones Internet Composite Index (300%), while TQQQ tracks NASDAQ-100 Index (300%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.07% for WEBS and 0.95% for TQQQ.

TQQQ currently has the higher Sharpe Ratio (2.92 vs -0.54), 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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