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^DWMI vs. QQQM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWMI and QQQM is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

^DWMI vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
20.37%
18.25%
^DWMI
QQQM

Key characteristics

Sharpe Ratio

^DWMI:

0.75

QQQM:

1.38

Sortino Ratio

^DWMI:

1.19

QQQM:

1.87

Omega Ratio

^DWMI:

1.14

QQQM:

1.25

Calmar Ratio

^DWMI:

0.38

QQQM:

1.85

Martin Ratio

^DWMI:

3.23

QQQM:

6.42

Ulcer Index

^DWMI:

5.38%

QQQM:

3.91%

Daily Std Dev

^DWMI:

23.28%

QQQM:

18.23%

Max Drawdown

^DWMI:

-66.10%

QQQM:

-35.05%

Current Drawdown

^DWMI:

-31.75%

QQQM:

-3.56%

Returns By Period

In the year-to-date period, ^DWMI achieves a 0.29% return, which is significantly lower than QQQM's 1.36% return.


^DWMI

YTD

0.29%

1M

-2.90%

6M

20.38%

1Y

19.74%

5Y*

2.82%

10Y*

3.83%

QQQM

YTD

1.36%

1M

-0.07%

6M

19.28%

1Y

21.53%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

^DWMI vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWMI
The Risk-Adjusted Performance Rank of ^DWMI is 4242
Overall Rank
The Sharpe Ratio Rank of ^DWMI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWMI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ^DWMI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ^DWMI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ^DWMI is 4848
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5858
Overall Rank
The Sharpe Ratio Rank of QQQM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5959
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.

^DWMI vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) and Invesco NASDAQ 100 ETF (QQQM). 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
The chart of Sharpe ratio for ^DWMI, currently valued at 0.75, compared to the broader market-0.500.000.501.001.502.002.500.751.29
The chart of Sortino ratio for ^DWMI, currently valued at 1.19, compared to the broader market-1.000.001.002.003.001.191.78
The chart of Omega ratio for ^DWMI, currently valued at 1.14, compared to the broader market1.001.201.401.601.141.24
The chart of Calmar ratio for ^DWMI, currently valued at 0.38, compared to the broader market0.001.002.003.004.000.381.74
The chart of Martin ratio for ^DWMI, currently valued at 3.23, compared to the broader market0.005.0010.0015.0020.003.236.02
^DWMI
QQQM

The current ^DWMI Sharpe Ratio is 0.75, which is lower than the QQQM Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ^DWMI and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.75
1.29
^DWMI
QQQM

Drawdowns

^DWMI vs. QQQM - Drawdown Comparison

The maximum ^DWMI drawdown since its inception was -66.10%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for ^DWMI and QQQM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.75%
-3.56%
^DWMI
QQQM

Volatility

^DWMI vs. QQQM - Volatility Comparison

Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) has a higher volatility of 7.94% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.79%. This indicates that ^DWMI's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.94%
5.79%
^DWMI
QQQM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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