^XCI vs. QQQ
^XCI (ARCA Computer Technology Index) is an index, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, ^XCI returned 27.00%/yr vs 22.07%/yr for QQQ. Their correlation of 0.93 suggests significant overlap in exposure.
Performance
^XCI vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, ^XCI achieves a 13.47% return, which is significantly lower than QQQ's 16.45% return. Over the past 10 years, ^XCI has outperformed QQQ with an annualized return of 27.00%, while QQQ has yielded a comparatively lower 22.07% annualized return.
^XCI
- 1D
- -2.93%
- 1M
- -2.92%
- YTD
- 13.47%
- 6M
- 12.60%
- 1Y
- 39.38%
- 3Y*
- 31.87%
- 5Y*
- 22.85%
- 10Y*
- 27.00%
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%
^XCI vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^XCI ARCA Computer Technology Index | 13.47% | 26.59% | 42.26% | 66.65% | -32.43% | 41.49% | 43.93% | 49.12% | -3.42% | 37.69% |
QQQ Invesco QQQ ETF | 16.45% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between ^XCI and QQQ is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.93 |
The correlation between ^XCI and QQQ has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
^XCI vs. QQQ — Risk / Return Rank
^XCI
QQQ
^XCI vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) 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.
| ^XCI | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.93 | -0.83 |
| Martin ratioReturn relative to average drawdown | 6.41 | 10.86 | -4.46 |
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Drawdowns
^XCI vs. QQQ - Drawdown Comparison
The maximum ^XCI drawdown since its inception was -77.19%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ^XCI and QQQ.
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Drawdown Indicators
| ^XCI | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.19% | -82.97% | +5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -18.85% | -11.96% | -6.89% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -22.77% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -37.04% | -35.12% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | -35.12% | -1.92% |
Current DrawdownCurrent decline from peak | -8.66% | -4.25% | -4.41% |
Average DrawdownAverage peak-to-trough decline | -25.25% | -32.73% | +7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 3.22% | +2.94% |
Volatility
^XCI vs. QQQ - Volatility Comparison
ARCA Computer Technology Index (^XCI) and Invesco QQQ ETF (QQQ) have volatilities of 9.42% and 9.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^XCI | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.42% | 9.17% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 14.57% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 17.96% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.91% | 22.69% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 22.42% | +2.90% |
Frequently Asked Questions
^XCI and QQQ have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^XCI has higher volatility (9.42%) compared to QQQ (9.17%). In terms of maximum drawdown, ^XCI dropped -77.19% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.95 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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