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Invesco NASDAQ 100 ETF (QQQM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46138G6492
CUSIP46138G649
IssuerInvesco
Inception DateOct 13, 2020
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedNASDAQ-100 Index
Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

QQQM features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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 NASDAQ 100 ETF

Popular comparisons: QQQM vs. QQQ, QQQM vs. SCHG, QQQM vs. VGT, QQQM vs. VOO, QQQM vs. VTI, QQQM vs. SCHD, QQQM vs. FTEC, QQQM vs. QQQJ, QQQM vs. JEPQ, QQQM vs. QQQE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco NASDAQ 100 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


30.00%35.00%40.00%45.00%50.00%55.00%December2024FebruaryMarchAprilMay
57.16%
51.01%
QQQM (Invesco NASDAQ 100 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco NASDAQ 100 ETF had a return of 10.52% year-to-date (YTD) and 35.01% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.52%11.18%
1 month6.09%5.60%
6 months17.54%17.48%
1 year35.01%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.82%5.29%1.30%-4.38%10.52%
202310.67%-0.35%9.51%0.51%7.85%6.37%3.91%-1.58%-5.01%-2.09%10.82%5.61%55.01%
2022-8.71%-4.37%4.47%-13.45%-1.55%-9.09%12.66%-5.06%-10.58%4.00%5.59%-9.07%-32.52%
20210.36%0.27%1.28%5.80%-1.15%6.33%2.82%4.20%-5.68%7.91%1.98%1.12%27.45%
2020-8.42%10.96%4.97%6.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of QQQM is 84, placing it in the top 16% 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 QQQM is 8484
QQQM (Invesco NASDAQ 100 ETF)
The Sharpe Ratio Rank of QQQM is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 8282Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 8282Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 8484Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 8585Martin 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 NASDAQ 100 ETF (QQQM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QQQM
Sharpe ratio
The chart of Sharpe ratio for QQQM, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for QQQM, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for QQQM, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for QQQM, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.21
Martin ratio
The chart of Martin ratio for QQQM, currently valued at 11.32, compared to the broader market0.0020.0040.0060.0080.00100.0011.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Invesco NASDAQ 100 ETF Sharpe ratio is 2.31. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco NASDAQ 100 ETF 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.31
2.38
QQQM (Invesco NASDAQ 100 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco NASDAQ 100 ETF granted a 0.64% dividend yield in the last twelve months. The annual payout for that period amounted to $1.19 per share.


PeriodTTM2023202220212020
Dividend$1.19$1.10$0.91$0.65$0.21

Dividend yield

0.64%0.65%0.83%0.40%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco NASDAQ 100 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.35$0.00$0.00$0.35
2023$0.00$0.00$0.25$0.00$0.00$0.22$0.00$0.00$0.24$0.00$0.00$0.38$1.10
2022$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.25$0.00$0.00$0.27$0.91
2021$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.15$0.65
2020$0.21$0.21

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%December2024FebruaryMarchAprilMay
-0.24%
-0.09%
QQQM (Invesco NASDAQ 100 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco NASDAQ 100 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 Invesco NASDAQ 100 ETF was 35.05%, occurring on Nov 3, 2022. Recovery took 277 trading sessions.

The current Invesco NASDAQ 100 ETF drawdown is 0.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.05%Nov 22, 2021240Nov 3, 2022277Dec 12, 2023517
-10.88%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-8.42%Oct 14, 202013Oct 30, 202018Nov 25, 202031
-7.56%Sep 8, 202119Oct 4, 202118Oct 28, 202137
-7.35%Apr 19, 202118May 12, 202122Jun 14, 202140

Volatility

Volatility Chart

The current Invesco NASDAQ 100 ETF volatility is 4.85%, 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%December2024FebruaryMarchAprilMay
4.85%
3.36%
QQQM (Invesco NASDAQ 100 ETF)
Benchmark (^GSPC)