Performance
QQQ vs. SPY - Performance Comparison
In the year-to-date period, QQQ achieves a 15.89% return, which is significantly lower than SPY's 18.37% return. Over the past 10 years, QQQ has outperformed SPY with an annualized return of 17.99%, while SPY has yielded a comparatively lower 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
QQQ
SPY
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QQQ vs. SPY - Expense Ratio Comparison
QQQ has a 0.20% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
QQQ vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ (QQQ) and SPDR S&P 500 ETF (SPY). 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.
QQQ vs. SPY - Sharpe Ratio Comparison
The current QQQ Sharpe Ratio is 1.56, which roughly equals the SPY Sharpe Ratio of 2.14. The chart below compares the 12-month rolling Sharpe Ratio of QQQ and SPY.
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Dividends
QQQ vs. SPY - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.61%, less than SPY's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
QQQ vs. SPY - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for QQQ and SPY. For additional features, visit the drawdowns tool.
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Volatility
QQQ vs. SPY - Volatility Comparison
Invesco QQQ (QQQ) has a higher volatility of 6.52% compared to SPDR S&P 500 ETF (SPY) at 4.25%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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SPY
