QQQ OR QQQ M ETF

The chart shows the growth of an initial investment of $10,000 in QQQ OR QQQ M ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 6, 2026, the QQQ OR QQQ M ETF returned 14.92% Year-To-Date and 21.27% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 11, 1999, QQQ OR QQQ M ETF's average daily return is +0.06%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 1999 with a return of +23.5%, while the worst month was Feb 2001 at -26.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, QQQ OR QQQ M ETF closed higher 55% of trading days. The best single day was Jan 3, 2001 with a return of +16.8%, while the worst single day was Mar 16, 2020 at -12.0%.

QQQ OR QQQ M ETF has an annualized alpha of 4.18%, beta of 1.18, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since March 11, 1999.

• This portfolio captured 147.13% of S&P 500 Index gains and 120.63% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

QQQ OR QQQ M ETF has an expense ratio of 0.18%, 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.

QQQ OR QQQ M ETF ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below presents risk-adjusted performance metrics for QQQ OR QQQ M ETF and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

QQQ OR QQQ M ETF Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.11
• 5-Year: 0.75
• 10-Year: 0.95
• All Time: 0.40

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of QQQ OR QQQ M ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

QQQ OR QQQ M ETF provided a 0.40% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the QQQ OR QQQ M ETF. 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 OR QQQ M ETF was 82.97%, occurring on Oct 9, 2002. Recovery took 3112 trading sessions.

The current QQQ OR QQQ M ETF drawdown is 5.51%.

The chart below shows the rolling one-month volatility.