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Invesco QQQ (QQQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46090E1038
CUSIP46090E103
IssuerInvesco
Inception DateMar 10, 1999
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedNASDAQ-100 Index
Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

QQQ has a high expense ratio of 0.20%, indicating higher-than-average management fees.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco QQQ

Popular comparisons: QQQ vs. VGT, QQQ vs. SPY, QQQ vs. VOO, QQQ vs. VUG, QQQ vs. QQQM, QQQ vs. TQQQ, QQQ vs. XLK, QQQ vs. SCHG, QQQ vs. QLD, QQQ vs. QYLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco QQQ, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
18.06%
15.14%
QQQ (Invesco QQQ)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco QQQ had a return of 16.56% year-to-date (YTD) and 31.16% in the last 12 months. Over the past 10 years, Invesco QQQ had an annualized return of 18.85%, outperforming the S&P 500 benchmark which had an annualized return of 10.88%.


PeriodReturnBenchmark
Year-To-Date16.56%13.92%
1 month6.90%3.57%
6 months18.63%15.13%
1 year31.16%24.27%
5 years (annualized)22.01%13.51%
10 years (annualized)18.85%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.82%5.28%1.28%-4.37%6.15%16.56%
202310.64%-0.36%9.49%0.51%7.88%6.30%3.86%-1.48%-5.08%-2.07%10.82%5.59%54.86%
2022-8.75%-4.48%4.67%-13.60%-1.59%-8.91%12.55%-5.13%-10.54%4.00%5.54%-9.01%-32.58%
20210.26%-0.13%1.72%5.91%-1.20%6.26%2.86%4.22%-5.68%7.86%2.00%1.15%27.42%
20203.04%-6.06%-7.29%14.97%6.60%6.29%7.35%10.94%-5.64%-3.04%11.23%4.90%48.62%
20199.01%2.99%3.92%5.50%-8.23%7.59%2.33%-1.90%0.92%4.38%4.07%3.89%38.96%
20188.76%-1.29%-4.08%0.51%5.67%1.15%2.80%5.78%-0.28%-8.60%-0.26%-8.66%-0.13%
20175.14%4.38%2.03%2.73%3.90%-2.32%4.06%2.07%-0.30%4.61%1.97%0.60%32.66%
2016-6.91%-1.57%6.85%-3.19%4.37%-2.28%7.15%1.05%2.21%-1.46%0.44%1.13%7.10%
2015-2.08%7.22%-2.36%1.92%2.25%-2.48%4.56%-6.82%-2.21%11.37%0.61%-1.59%9.44%
2014-1.92%5.15%-2.73%-0.32%4.49%3.12%1.18%5.01%-0.76%2.64%4.55%-2.24%19.18%
20132.67%0.34%3.02%2.54%3.58%-2.40%6.31%-0.40%4.83%4.96%3.55%2.93%36.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of QQQ is 82, placing it in the top 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of QQQ is 8282
QQQ (Invesco QQQ)
The Sharpe Ratio Rank of QQQ is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 8080Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 8080Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 8686Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 8383Martin 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

The charts below present risk-adjusted performance metrics for Invesco QQQ (QQQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.32, compared to the broader market0.005.0010.0015.0020.002.32
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 9.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.005.0010.0015.0020.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.07

Sharpe Ratio

The current Invesco QQQ Sharpe ratio is 2.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco QQQ with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.04
2.15
QQQ (Invesco QQQ)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco QQQ granted a 0.55% dividend yield in the last twelve months. The annual payout for that period amounted to $2.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.64$2.53$2.13$1.70$1.74$1.58$1.40$1.30$1.25$1.10$1.45$0.89

Dividend yield

0.55%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco QQQ. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.57$0.00$0.00$0.00$0.57
2023$0.00$0.00$0.47$0.00$0.00$0.50$0.00$0.00$0.54$0.00$0.00$1.02$2.53
2022$0.00$0.00$0.43$0.00$0.00$0.53$0.00$0.00$0.52$0.00$0.00$0.66$2.13
2021$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$0.49$1.70
2020$0.00$0.00$0.36$0.00$0.00$0.42$0.00$0.00$0.39$0.00$0.00$0.56$1.74
2019$0.00$0.00$0.32$0.00$0.00$0.42$0.00$0.00$0.38$0.00$0.00$0.46$1.58
2018$0.00$0.00$0.28$0.00$0.00$0.38$0.00$0.00$0.33$0.00$0.00$0.42$1.40
2017$0.00$0.00$0.27$0.00$0.00$0.38$0.00$0.00$0.32$0.00$0.00$0.33$1.30
2016$0.00$0.00$0.32$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.35$1.25
2015$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.26$0.00$0.00$0.34$1.10
2014$0.00$0.37$0.21$0.00$0.00$0.25$0.00$0.00$0.24$0.00$0.00$0.39$1.45
2013$0.16$0.00$0.00$0.22$0.00$0.00$0.24$0.00$0.00$0.27$0.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune00
QQQ (Invesco QQQ)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco 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 Invesco QQQ was 82.98%, occurring on Oct 9, 2002. Recovery took 3113 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.98%Mar 27, 2000637Oct 9, 20023113Feb 23, 20153750
-35.12%Dec 28, 2021216Nov 3, 2022278Dec 13, 2023494
-28.56%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-22.8%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-16.1%Dec 2, 201547Feb 9, 2016117Jul 27, 2016164

Volatility

Volatility Chart

The current Invesco QQQ volatility is 3.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.36%
2.49%
QQQ (Invesco QQQ)
Benchmark (^GSPC)