QQQ/SPY
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of May 11, 2025, the QQQ/SPY returned -3.89% Year-To-Date and 14.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| QQQ/SPY | -3.89% | 8.48% | -4.89% | 10.47% | 16.70% | 14.88% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
SPY SPDR S&P 500 ETF | -3.42% | 7.58% | -5.06% | 9.73% | 15.77% | 12.35% |
Monthly Returns
The table below presents the monthly returns of QQQ/SPY, 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 | 2.43% | -1.98% | -6.57% | 0.26% | 2.20% | -3.89% | |||||||
| 2024 | 1.71% | 5.25% | 2.27% | -4.20% | 5.60% | 5.00% | -0.23% | 1.73% | 2.35% | -0.88% | 5.66% | -0.98% | 25.29% |
| 2023 | 8.47% | -1.41% | 6.69% | 1.05% | 4.16% | 6.38% | 3.57% | -1.55% | -4.91% | -2.12% | 9.98% | 5.08% | 40.09% |
| 2022 | -7.01% | -3.70% | 4.20% | -11.19% | -0.66% | -8.57% | 10.88% | -4.61% | -9.89% | 6.07% | 5.55% | -7.35% | -25.60% |
| 2021 | -0.38% | 1.32% | 3.16% | 5.60% | -0.28% | 4.25% | 2.65% | 3.60% | -5.17% | 7.44% | 0.61% | 2.85% | 28.15% |
| 2020 | 1.50% | -6.97% | -9.84% | 13.84% | 5.69% | 4.07% | 6.62% | 8.98% | -4.72% | -2.77% | 11.05% | 4.30% | 32.92% |
| 2019 | 8.51% | 3.12% | 2.87% | 4.79% | -7.31% | 7.27% | 1.92% | -1.79% | 1.43% | 3.30% | 3.85% | 3.40% | 35.08% |
| 2018 | 7.19% | -2.45% | -3.43% | 0.51% | 4.06% | 0.86% | 3.25% | 4.48% | 0.15% | -7.75% | 0.80% | -8.73% | -2.32% |
| 2017 | 3.46% | 4.15% | 1.09% | 1.86% | 2.67% | -0.87% | 3.06% | 1.19% | 0.84% | 3.48% | 2.51% | 0.91% | 27.11% |
| 2016 | -5.94% | -0.82% | 6.79% | -1.40% | 3.01% | -0.96% | 5.40% | 0.59% | 1.13% | -1.60% | 2.06% | 1.58% | 9.62% |
| 2015 | -2.52% | 6.42% | -1.97% | 1.45% | 1.77% | -2.26% | 3.41% | -6.46% | -2.38% | 9.94% | 0.49% | -1.66% | 5.28% |
| 2014 | -2.72% | 4.85% | -0.97% | 0.19% | 3.40% | 2.60% | -0.08% | 4.49% | -1.07% | 2.50% | 3.65% | -1.26% | 16.32% |
Expense Ratio
QQQ/SPY has an expense ratio of 0.14%, 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/SPY is 36, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
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Dividends
Dividend yield
QQQ/SPY provided a 0.94% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.94% | 0.88% | 1.01% | 1.23% | 0.81% | 1.04% | 1.24% | 1.48% | 1.32% | 1.54% | 1.53% | 1.64% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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/SPY. 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/SPY was 68.71%, occurring on Oct 9, 2002. Recovery took 2666 trading sessions.
The current QQQ/SPY drawdown is 8.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.71% | Mar 27, 2000 | 637 | Oct 9, 2002 | 2666 | May 14, 2013 | 3303 |
| -30.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -29.76% | Dec 28, 2021 | 202 | Oct 14, 2022 | 291 | Dec 12, 2023 | 493 |
| -20.95% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -20.77% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
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 2.00, 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 | QQQ | SPY | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.87 | 0.98 | 0.94 |
| QQQ | 0.87 | 1.00 | 0.86 | 0.98 |
| SPY | 0.98 | 0.86 | 1.00 | 0.95 |
| Portfolio | 0.94 | 0.98 | 0.95 | 1.00 |