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CQQQ vs. XSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CQQQ and XSD is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CQQQ vs. XSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco China Technology ETF (CQQQ) and SPDR S&P Semiconductor ETF (XSD). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
90.80%
845.61%
CQQQ
XSD

Key characteristics

Sharpe Ratio

CQQQ:

0.78

XSD:

-0.15

Sortino Ratio

CQQQ:

1.40

XSD:

0.10

Omega Ratio

CQQQ:

1.17

XSD:

1.01

Calmar Ratio

CQQQ:

0.46

XSD:

-0.16

Martin Ratio

CQQQ:

2.27

XSD:

-0.45

Ulcer Index

CQQQ:

14.50%

XSD:

14.89%

Daily Std Dev

CQQQ:

42.33%

XSD:

45.68%

Max Drawdown

CQQQ:

-73.99%

XSD:

-64.56%

Current Drawdown

CQQQ:

-61.17%

XSD:

-29.67%

Returns By Period

In the year-to-date period, CQQQ achieves a 5.66% return, which is significantly higher than XSD's -22.54% return. Over the past 10 years, CQQQ has underperformed XSD with an annualized return of -0.12%, while XSD has yielded a comparatively higher 16.89% annualized return.


CQQQ

YTD

5.66%

1M

-7.86%

6M

3.20%

1Y

27.09%

5Y*

-3.72%

10Y*

-0.12%

XSD

YTD

-22.54%

1M

-13.93%

6M

-20.18%

1Y

-10.56%

5Y*

15.49%

10Y*

16.89%

*Annualized

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CQQQ vs. XSD - Expense Ratio Comparison

CQQQ has a 0.70% expense ratio, which is higher than XSD's 0.35% expense ratio.


Expense ratio chart for CQQQ: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CQQQ: 0.70%
Expense ratio chart for XSD: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSD: 0.35%

Risk-Adjusted Performance

CQQQ vs. XSD — Risk-Adjusted Performance Rank

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

CQQQ
The Risk-Adjusted Performance Rank of CQQQ is 7171
Overall Rank
The Sharpe Ratio Rank of CQQQ is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CQQQ is 7979
Sortino Ratio Rank
The Omega Ratio Rank of CQQQ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of CQQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of CQQQ is 6565
Martin Ratio Rank

XSD
The Risk-Adjusted Performance Rank of XSD is 1717
Overall Rank
The Sharpe Ratio Rank of XSD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of XSD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of XSD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of XSD is 1212
Calmar Ratio Rank
The Martin Ratio Rank of XSD is 1414
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.

CQQQ vs. XSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco China Technology ETF (CQQQ) and SPDR S&P Semiconductor ETF (XSD). 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.


The chart of Sharpe ratio for CQQQ, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.00
CQQQ: 0.78
XSD: -0.15
The chart of Sortino ratio for CQQQ, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.00
CQQQ: 1.40
XSD: 0.10
The chart of Omega ratio for CQQQ, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
CQQQ: 1.17
XSD: 1.01
The chart of Calmar ratio for CQQQ, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
CQQQ: 0.46
XSD: -0.16
The chart of Martin ratio for CQQQ, currently valued at 2.27, compared to the broader market0.0020.0040.0060.00
CQQQ: 2.27
XSD: -0.45

The current CQQQ Sharpe Ratio is 0.78, which is higher than the XSD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of CQQQ and XSD, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.78
-0.15
CQQQ
XSD

Dividends

CQQQ vs. XSD - Dividend Comparison

CQQQ's dividend yield for the trailing twelve months is around 0.27%, less than XSD's 0.32% yield.


TTM20242023202220212020201920182017201620152014
CQQQ
Invesco China Technology ETF
0.27%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.42%1.69%1.77%1.00%
XSD
SPDR S&P Semiconductor ETF
0.32%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%

Drawdowns

CQQQ vs. XSD - Drawdown Comparison

The maximum CQQQ drawdown since its inception was -73.99%, which is greater than XSD's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for CQQQ and XSD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.17%
-29.67%
CQQQ
XSD

Volatility

CQQQ vs. XSD - Volatility Comparison

The current volatility for Invesco China Technology ETF (CQQQ) is 16.89%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 28.58%. This indicates that CQQQ experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
16.89%
28.58%
CQQQ
XSD