QQQ VS TQQQ
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 120% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | -20% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of May 31, 2025, the QQQ VS TQQQ returned 3.67% Year-To-Date and 12.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| QQQ VS TQQQ | 3.67% | 5.75% | 4.35% | 14.92% | 13.39% | 12.56% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -11.28% | 27.55% | -11.83% | 13.32% | 28.60% | 31.28% |
QQQ Invesco QQQ | 1.69% | 9.18% | 2.15% | 15.66% | 18.08% | 17.69% |
Monthly Returns
The table below presents the monthly returns of QQQ VS TQQQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.70% | -1.35% | -4.68% | 2.52% | 5.75% | 3.67% | |||||||
| 2024 | 1.42% | 3.38% | 1.02% | -2.39% | 3.98% | 4.04% | -0.53% | 1.22% | 2.00% | -0.19% | 3.48% | 0.66% | 19.41% |
| 2023 | 6.28% | 0.40% | 5.22% | 0.62% | 4.76% | 3.59% | 2.48% | -0.40% | -2.84% | -0.88% | 6.54% | 3.07% | 32.35% |
| 2022 | -5.42% | -2.82% | 3.98% | -9.04% | -0.53% | -6.45% | 7.41% | -2.24% | -6.13% | 3.15% | 4.15% | -5.28% | -18.86% |
| 2021 | 0.41% | 0.12% | 1.58% | 3.41% | -0.37% | 3.27% | 1.77% | 2.44% | -3.12% | 4.56% | 1.20% | 0.94% | 17.20% |
| 2020 | 2.00% | -3.56% | -1.52% | 8.82% | 3.44% | 3.26% | 4.23% | 5.01% | -1.39% | -1.58% | 6.91% | 2.57% | 31.16% |
| 2019 | 5.37% | 1.62% | 2.18% | 3.23% | -4.59% | 4.77% | 1.56% | -0.66% | 0.72% | 2.74% | 2.25% | 2.08% | 23.02% |
| 2018 | 5.03% | -0.13% | -2.01% | 0.70% | 3.33% | 0.91% | 1.84% | 3.26% | 0.03% | -5.00% | 0.14% | -6.06% | 1.47% |
| 2017 | 3.06% | 2.40% | 1.14% | 1.66% | 2.30% | -0.99% | 2.37% | 1.42% | -0.09% | 2.75% | 1.18% | 0.42% | 19.00% |
| 2016 | -4.15% | -0.85% | 4.73% | -1.92% | 2.82% | -1.20% | 3.99% | 0.58% | 1.40% | -0.82% | 0.31% | 0.83% | 5.49% |
| 2015 | -1.13% | 4.37% | -1.27% | 1.29% | 1.42% | -1.39% | 2.78% | -3.61% | -1.29% | 5.93% | 0.42% | -0.62% | 6.70% |
| 2014 | -1.02% | 3.18% | -1.53% | 0.03% | 2.69% | 1.75% | 0.81% | 2.86% | -0.28% | 1.85% | 2.50% | -1.06% | 12.26% |
Expense Ratio
QQQ VS TQQQ has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QQQ VS TQQQ is 63, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.18 | 0.68 | 1.09 | 0.13 | 0.33 |
QQQ Invesco QQQ | 0.62 | 0.92 | 1.13 | 0.60 | 1.94 |
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Dividends
Dividend yield
QQQ VS TQQQ provided a 0.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 0.41% | 0.49% | 0.85% | 0.51% | 0.66% | 0.88% | 1.07% | 1.00% | 1.27% | 1.18% | 1.68% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.41% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the QQQ VS TQQQ. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the QQQ VS TQQQ was 22.19%, occurring on Jun 16, 2022. Recovery took 268 trading sessions.
The current QQQ VS TQQQ drawdown is 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.19% | Dec 28, 2021 | 119 | Jun 16, 2022 | 268 | Jul 13, 2023 | 387 |
| -18.29% | Feb 20, 2020 | 18 | Mar 16, 2020 | 38 | May 8, 2020 | 56 |
| -15.71% | Oct 2, 2018 | 58 | Dec 24, 2018 | 78 | Apr 17, 2019 | 136 |
| -14.44% | Feb 20, 2025 | 34 | Apr 8, 2025 | 28 | May 19, 2025 | 62 |
| -10.27% | Dec 30, 2015 | 28 | Feb 9, 2016 | 106 | Jul 12, 2016 | 134 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 0.68, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TQQQ | QQQ | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.90 | 0.90 | 0.90 |
| TQQQ | 0.90 | 1.00 | 1.00 | 0.99 |
| QQQ | 0.90 | 1.00 | 1.00 | 1.00 |
| Portfolio | 0.90 | 0.99 | 1.00 | 1.00 |