^DWRTF vs. QQQ

Last updated Jun 24, 2026

^DWRTF (Dow Jones U.S. Select REIT Index) is an index, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index.

Performance

^DWRTF vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Index (^DWRTF) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DWRTF

• 1D: 1.06%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQ

• 1D: -3.29%
• 1M: -0.43%
• YTD: 16.45%
• 6M: 14.99%
• 1Y: 34.88%
• 3Y*: 26.05%
• 5Y*: 16.01%
• 10Y*: 22.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWRTF vs. QQQ - Yearly Performance Comparison

	2026 (YTD)
^DWRTF Dow Jones U.S. Select REIT Index	1.06%
QQQ Invesco QQQ ETF	-3.29%

Return for Risk

^DWRTF vs. QQQ — Risk / Return Rank

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

^DWRTF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QQQ

QQQ Risk / Return Rank: 59
QQQ Sharpe Ratio Rank: 61
QQQ Sortino Ratio Rank: 55
QQQ Omega Ratio Rank: 58
QQQ Calmar Ratio Rank: 61
QQQ Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DWRTF vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) and Invesco QQQ ETF (QQQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DWRTF	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.95	—
Sortino ratio: Return per unit of downside risk	—	2.57	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	2.93	—
Martin ratio: Return relative to average drawdown	—	10.86	—

Drawdowns

^DWRTF vs. QQQ - Drawdown Comparison

The maximum ^DWRTF drawdown since its inception was 0.00%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and QQQ.

Drawdown Indicators

	^DWRTF	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-82.97%	+82.97%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.96%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	0.00%	-4.25%	+4.25%
Average Drawdown Average peak-to-trough decline	0.00%	-32.73%	+32.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.22%	—

Volatility

Volatility by Period

	^DWRTF	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.57%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.96%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.69%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.42%	—