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YQQQ vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YQQQ vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short N100 Option Income Strategy ETF (YQQQ) 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, YQQQ achieves a -8.57% return, which is significantly lower than TQQQ's 61.91% return.


YQQQ

1D
0.41%
1M
-6.24%
YTD
-8.57%
6M
-6.48%
1Y
-13.84%
3Y*
5Y*
10Y*

TQQQ

1D
-1.55%
1M
26.46%
YTD
61.91%
6M
54.01%
1Y
132.34%
3Y*
68.49%
5Y*
27.97%
10Y*
44.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YQQQ vs. TQQQ - Yearly Performance Comparison


2026 (YTD)20252024
YQQQ
YieldMax Short N100 Option Income Strategy ETF
-8.57%-9.97%-4.06%
TQQQ
ProShares UltraPro QQQ
61.91%34.35%16.34%

Correlation

The correlation between YQQQ and TQQQ is -0.96, 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

-0.96

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2024

-0.95

The correlation between YQQQ and TQQQ has been stable across timeframes, ranging from -0.96 to -0.95 - a consistent structural relationship.

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Return for Risk

YQQQ vs. TQQQ — Risk / Return Rank

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

YQQQ
YQQQ Risk / Return Rank: 22
Overall Rank
YQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
YQQQ Sortino Ratio Rank: 22
Sortino Ratio Rank
YQQQ Omega Ratio Rank: 22
Omega Ratio Rank
YQQQ Calmar Ratio Rank: 33
Calmar Ratio Rank
YQQQ Martin Ratio Rank: 11
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6666
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.

YQQQ vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short N100 Option Income Strategy ETF (YQQQ) 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.


YQQQTQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.91

Sortino ratioReturn per unit of downside risk

-4.51

Omega ratioGain probability vs. loss probability

0.83

1.39

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.67

3.60

-4.27

Martin ratioReturn relative to average drawdown

-1.61

11.77

-13.38

YQQQ vs. TQQQ - Sharpe Ratio Comparison

The current YQQQ Sharpe Ratio is -1.11, which is lower than the TQQQ Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of YQQQ 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


YQQQTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.11

2.80

-3.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.76

0.74

-1.50

Drawdowns

YQQQ vs. TQQQ - Drawdown Comparison

The maximum YQQQ drawdown since its inception was -28.21%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for YQQQ and TQQQ.


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Drawdown Indicators


YQQQTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-28.21%

-81.66%

+53.45%

Max Drawdown (1Y)

Largest decline over 1 year

-20.82%

-36.97%

+16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-27.87%

-2.29%

-25.58%

Average Drawdown

Average peak-to-trough decline

-14.25%

-18.52%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

11.28%

-2.66%

Volatility

YQQQ vs. TQQQ - Volatility Comparison

The current volatility for YieldMax Short N100 Option Income Strategy ETF (YQQQ) is 3.90%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 13.35%. This indicates that YQQQ experiences smaller price fluctuations and is considered to be less risky 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


YQQQTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

13.35%

-9.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

36.04%

-26.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

47.60%

-35.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

66.50%

-50.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

65.95%

-49.70%

YQQQ vs. TQQQ - Expense Ratio Comparison

YQQQ has a 0.99% expense ratio, which is higher than TQQQ's 0.95% expense ratio.


Dividends

YQQQ vs. TQQQ - Dividend Comparison

YQQQ's dividend yield for the trailing twelve months is around 32.16%, more than TQQQ's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.37%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
YQQQ
YieldMax Short N100 Option Income Strategy ETF
32.16%31.71%7.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YQQQ and TQQQ have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (13.35%) compared to YQQQ (3.90%). In terms of maximum drawdown, YQQQ dropped -28.21% vs TQQQ's -81.66%.

On 1-year performance, TQQQ leads with 132.34% vs -13.84% for YQQQ. On fees, TQQQ is cheaper at 0.95% per year. On volatility, YQQQ has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TQQQ has performed better with a 132.34% return vs -13.84%. 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 0.99% for YQQQ.

YQQQ has the higher dividend yield at 32.16%, compared with 0.37% for TQQQ.

YQQQ is categorized as Derivative Income, while TQQQ is Leveraged Equities. They also come from different issuers: YieldMax and ProShares. Their fees differ too: 0.99% for YQQQ and 0.95% for TQQQ.

TQQQ currently has the higher Sharpe Ratio (2.80 vs -1.11), 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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