CCRP vs. QQQ

Last updated Jun 25, 2026

CCRP (Columbia Corporate Bond ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - CCRP is a Corporate Bonds fund actively managed by Columbia Threadneedle, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. CCRP is actively managed, while QQQ is passively managed. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.

Performance

CCRP vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Bond ETF (CCRP) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCRP achieves a 1.17% return, which is significantly lower than QQQ's 15.95% return.

CCRP

• 1D: 0.40%
• 1M: 1.16%
• YTD: 1.17%
• 6M: 1.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQ

• 1D: -0.42%
• 1M: -0.86%
• YTD: 15.95%
• 6M: 14.16%
• 1Y: 32.28%
• 3Y*: 25.87%
• 5Y*: 15.94%
• 10Y*: 22.01%

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

CCRP vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025
CCRP Columbia Corporate Bond ETF	1.17%	-0.30%
QQQ Invesco QQQ ETF	15.95%	-1.99%

Correlation

The correlation between CCRP and QQQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.45

Return for Risk

CCRP vs. QQQ — Risk / Return Rank

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

CCRP

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: 60
QQQ Sortino Ratio Rank: 56
QQQ Omega Ratio Rank: 58
QQQ Calmar Ratio Rank: 61
QQQ Martin Ratio Rank: 61

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.

CCRP vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) 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.

	CCRP	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.81	—
Sortino ratio: Return per unit of downside risk	—	2.41	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.71	—
Martin ratio: Return relative to average drawdown	—	10.01	—

Drawdowns

CCRP vs. QQQ - Drawdown Comparison

The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CCRP and QQQ.

Drawdown Indicators

	CCRP	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-2.72%	-82.97%	+80.25%
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	-0.39%	-4.66%	+4.27%
Average Drawdown Average peak-to-trough decline	-0.85%	-32.72%	+31.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.23%	—

Volatility

Volatility by Period

	CCRP	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.76%	17.95%	-13.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.76%	22.69%	-17.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.76%	22.41%	-17.65%

CCRP vs. QQQ - Expense Ratio Comparison

Both CCRP and QQQ have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

CCRP vs. QQQ - Dividend Comparison

CCRP's dividend yield for the trailing twelve months is around 2.02%, more than QQQ's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCRP Columbia Corporate Bond ETF	2.02%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.43%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

Frequently Asked Questions

Can I hold both CCRP and QQQ in my portfolio?

CCRP and QQQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCRP or QQQ?

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCRP or QQQ?

CCRP and QQQ have the same expense ratio: 0.18% per year.

Which ETF pays a higher dividend yield, CCRP or QQQ?

CCRP has the higher dividend yield at 2.02%, compared with 0.43% for QQQ.

What is the main difference between CCRP and QQQ?

CCRP is categorized as Corporate Bonds, while QQQ is Nasdaq-100. They also come from different issuers: Columbia Threadneedle and Invesco.