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0. DIA/QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

0. DIA/QQQ

Currency in USD · Last updated May 27, 2025

Asset Allocation

IBIT 4.16%QQQ 37.55%DIA 30.65%NVDA 10.77%SQ 6.6%PLTR 5.46%HOOD 3.02%U 1.79%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
DIA
SPDR Dow Jones Industrial Average ETF		Large Cap Growth Equities
30.65%
HOOD
Robinhood Markets, Inc.		Technology
3.02%
IBIT
iShares Bitcoin Trust		Blockchain
4.16%
NVDA
NVIDIA Corporation		Technology
10.77%
PLTR
Palantir Technologies Inc.		Technology
5.46%
QQQ
Invesco QQQ		Large Cap Blend Equities
37.55%
SQ
Square, Inc.		Technology
6.60%
U
Unity Software Inc.		Technology
1.79%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.02%-3.08%9.39%14.45%10.68%
0. DIA/QQQ14.13%10.04%14.92%52.04%N/AN/A
Portfolio components:
IBIT
iShares Bitcoin Trust		16.55%13.93%14.46%56.69%N/AN/A
NVDA
NVIDIA Corporation		-2.23%18.27%-3.46%23.35%70.95%74.49%
SQ
Square, Inc.		5.31%0.00%-1.38%34.91%N/AN/A
PLTR
Palantir Technologies Inc.		63.04%9.34%90.73%486.91%N/AN/A
HOOD
Robinhood Markets, Inc.		69.54%27.75%66.90%208.00%N/AN/A
U
Unity Software Inc.		-7.65%-7.57%-13.61%6.96%N/AN/A
DIA
SPDR Dow Jones Industrial Average ETF		-1.66%3.90%-6.24%8.22%13.23%10.97%
QQQ
Invesco QQQ		-0.24%7.76%0.84%11.88%18.00%17.56%
*Annualized

Monthly Returns

The table below presents the monthly returns of 0. DIA/QQQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.40%-1.14%-6.69%8.91%8.82%14.13%
20241.17%13.43%4.27%-6.48%7.53%5.56%-0.31%2.21%4.49%2.80%16.06%-0.33%60.80%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

0. DIA/QQQ has an expense ratio of 0.13%, 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.

IBIT
iShares Bitcoin Trust
QQQ
Invesco QQQ
DIA
SPDR Dow Jones Industrial Average ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, 0. DIA/QQQ is among the top 9% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 0. DIA/QQQ is 9191
Overall Rank
The Sharpe Ratio Rank of 0. DIA/QQQ is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of 0. DIA/QQQ is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 0. DIA/QQQ is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 0. DIA/QQQ is 9292
Calmar Ratio Rank
The Martin Ratio Rank of 0. DIA/QQQ is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IBIT
iShares Bitcoin Trust		1.171.711.202.014.39
NVDA
NVIDIA Corporation		0.451.221.151.022.50
SQ
Square, Inc.		1.001.261.190.762.85
PLTR
Palantir Technologies Inc.		6.965.131.6911.8335.74
HOOD
Robinhood Markets, Inc.		3.082.841.394.2311.26
U
Unity Software Inc.		0.080.581.070.020.05
DIA
SPDR Dow Jones Industrial Average ETF		0.480.631.080.381.30
QQQ
Invesco QQQ		0.510.861.120.541.77

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.

0. DIA/QQQ Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: 1.68
  • All Time: 1.91

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 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 0. DIA/QQQ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

0. DIA/QQQ provided a 0.70% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.70%0.70%0.79%0.90%0.65%0.80%0.95%1.08%0.95%1.14%1.22%1.33%
Portfolio components:
IBIT
iShares Bitcoin Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
SQ
Square, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLTR
Palantir Technologies Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HOOD
Robinhood Markets, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
U
Unity Software Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIA
SPDR Dow Jones Industrial Average ETF		1.54%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
QQQ
Invesco QQQ		0.59%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 0. DIA/QQQ. 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 0. DIA/QQQ was 26.24%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 0. DIA/QQQ drawdown is 2.69%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.24%Feb 19, 202535Apr 8, 2025———
-14.1%Jul 17, 202414Aug 5, 202434Sep 23, 202448
-9.55%Mar 26, 202418Apr 19, 202425May 24, 202443
-7.34%Dec 9, 202423Jan 13, 20256Jan 22, 202529
-5.38%Jan 24, 20252Jan 27, 20256Feb 4, 20258
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 8 assets, with an effective number of assets of 3.89, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCIBITSQUNVDAPLTRDIAHOODQQQPortfolio
^GSPC1.000.360.410.490.670.600.800.530.940.86
IBIT0.361.000.330.280.260.300.290.510.350.48
SQ0.410.331.000.340.200.330.390.400.370.47
U0.490.280.341.000.280.380.450.440.470.49
NVDA0.670.260.200.281.000.450.340.410.750.79
PLTR0.600.300.330.380.451.000.450.500.620.76
DIA0.800.290.390.450.340.451.000.430.630.61
HOOD0.530.510.400.440.410.500.431.000.540.68
QQQ0.940.350.370.470.750.620.630.541.000.89
Portfolio0.860.480.470.490.790.760.610.680.891.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024
Go to the full Correlations tool for more customization options