BITSX vs. QQQ
Compare and contrast key facts about iShares Total U.S. Stock Market Index Fund (BITSX) and Invesco QQQ ETF (QQQ).
BITSX is managed by BlackRock. It was launched on Aug 13, 2015. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
BITSX vs. QQQ - Performance Comparison
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BITSX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | -3.96% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, BITSX achieves a -3.96% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, BITSX has underperformed QQQ with an annualized return of 13.59%, while QQQ has yielded a comparatively higher 18.99% annualized return.
BITSX
- 1D
- 2.93%
- 1M
- -5.12%
- YTD
- -3.96%
- 6M
- -2.01%
- 1Y
- 17.54%
- 3Y*
- 17.84%
- 5Y*
- 10.57%
- 10Y*
- 13.59%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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BITSX vs. QQQ - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than QQQ's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BITSX vs. QQQ — Risk / Return Rank
BITSX
QQQ
BITSX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) 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.
| BITSX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.07 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.66 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.00 | -0.50 |
Martin ratioReturn relative to average drawdown | 7.20 | 7.32 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BITSX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.07 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.86 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.38 | +0.37 |
Correlation
The correlation between BITSX and QQQ is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BITSX vs. QQQ - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.15%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.15% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 0.00% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
BITSX vs. QQQ - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BITSX and QQQ.
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Drawdown Indicators
| BITSX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -82.97% | +48.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -12.62% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -35.12% | +10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -35.12% | +0.15% |
Current DrawdownCurrent decline from peak | -6.20% | -7.86% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -32.99% | +28.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.44% | -0.86% |
Volatility
BITSX vs. QQQ - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 5.45%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that BITSX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BITSX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 6.61% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 12.82% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 22.70% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 22.38% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 22.25% | -3.84% |