CRPT vs. QQQ

Last updated Jun 5, 2026

CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - CRPT is a Technology Equities fund actively managed by First Trust, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. CRPT is actively managed, while QQQ is passively managed. Over the past 3 years, CRPT returned 39.51%/yr vs 28.54%/yr for QQQ. A 0.61 correlation means they provide meaningful diversification when combined. CRPT charges 0.85%/yr vs 0.18%/yr for QQQ.

Performance

CRPT vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) 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, CRPT achieves a -12.33% return, which is significantly lower than QQQ's 20.71% return.

CRPT

• 1D: 0.23%
• 1M: -16.12%
• YTD: -12.33%
• 6M: -24.87%
• 1Y: -34.00%
• 3Y*: 39.51%
• 5Y*: —
• 10Y*: —

QQQ

• 1D: -0.48%
• 1M: 8.66%
• YTD: 20.71%
• 6M: 19.19%
• 1Y: 40.74%
• 3Y*: 28.54%
• 5Y*: 17.86%
• 10Y*: 21.84%

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

CRPT vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF	-12.33%	-9.54%	75.29%	193.86%	-80.84%	-8.07%
QQQ Invesco QQQ ETF	20.71%	20.77%	25.58%	54.86%	-32.58%	8.80%

Correlation

The correlation between CRPT and QQQ is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021	0.61

The correlation between CRPT and QQQ shifts across timeframes, from 0.50 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

CRPT vs. QQQ - Sectors Allocation Comparison

Sectors	CRPT	QQQ
Financial Services	75.0%	0.2%
Consumer Cyclical	19.0%	12.3%
Technology	10.0%	53.8%
Communication Services	5.0%	15.8%
Basic Materials	-	1.1%
Consumer Defensive	-	7.7%
Energy	-	0.6%
Healthcare	-	4.2%
Industrials	-	2.8%
Real Estate	-	0.1%
Utilities	-	1.4%

Return for Risk

CRPT vs. QQQ — Risk / Return Rank

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

CRPT

CRPT Risk / Return Rank: 4
CRPT Sharpe Ratio Rank: 4
CRPT Sortino Ratio Rank: 4
CRPT Omega Ratio Rank: 4
CRPT Calmar Ratio Rank: 4
CRPT Martin Ratio Rank: 4

QQQ

QQQ Risk / Return Rank: 74
QQQ Sharpe Ratio Rank: 80
QQQ Sortino Ratio Rank: 76
QQQ Omega Ratio Rank: 75
QQQ Calmar Ratio Rank: 70
QQQ Martin Ratio Rank: 71

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.

CRPT vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) 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.

	CRPT	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	2.57	-3.16
Sortino ratio: Return per unit of downside risk	-0.62	3.37	-3.99
Omega ratio: Gain probability vs. loss probability	0.93	1.44	-0.51
Calmar ratio: Return relative to maximum drawdown	-0.60	3.42	-4.03
Martin ratio: Return relative to average drawdown	-1.06	13.14	-14.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRPT vs. QQQ - Sharpe Ratio Comparison

The current CRPT Sharpe Ratio is -0.59, which is lower than the QQQ Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of CRPT and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRPT	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	2.57	-3.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.41	-0.50

Drawdowns

CRPT vs. QQQ - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CRPT and QQQ.

Drawdown Indicators

	CRPT	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-88.34%	-82.97%	-5.37%
Max Drawdown (1Y) Largest decline over 1 year	-56.46%	-11.96%	-44.50%
Max Drawdown (3Y) Largest decline over 3 years	-56.46%	-22.77%	-33.69%
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	-49.12%	-0.74%	-48.38%
Average Drawdown Average peak-to-trough decline	-52.64%	-32.78%	-19.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.26%	3.11%	+29.15%

Volatility

CRPT vs. QQQ - Volatility Comparison

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a higher volatility of 13.14% compared to Invesco QQQ ETF (QQQ) at 4.51%. This indicates that CRPT's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRPT	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.14%	4.51%	+8.63%
Volatility (6M) Calculated over the trailing 6-month period	45.70%	12.10%	+33.60%
Volatility (1Y) Calculated over the trailing 1-year period	57.39%	15.94%	+41.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.72%	22.37%	+50.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.72%	22.29%	+50.43%

CRPT vs. QQQ - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

CRPT vs. QQQ - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 0.86%, more than QQQ's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF	0.86%	0.75%	1.84%	0.00%	0.03%	1.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.38%	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 CRPT and QQQ in my portfolio?

CRPT and QQQ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRPT or QQQ?

CRPT has higher volatility (13.14%) compared to QQQ (4.51%). In terms of maximum drawdown, CRPT dropped -88.34% vs QQQ's -82.97%.

Which ETF is better, CRPT or QQQ?

On 3-year performance, CRPT leads with 39.51% vs 28.54% for QQQ. On fees, QQQ is cheaper at 0.18% per year. On volatility, QQQ has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CRPT or QQQ?

Over the 3-year period, CRPT has performed better with a 39.51% return vs 28.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CRPT or QQQ?

QQQ is cheaper with a 0.18% expense ratio, compared with 0.85% for CRPT.

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

CRPT has the higher dividend yield at 0.86%, compared with 0.38% for QQQ.

What is the main difference between CRPT and QQQ?

CRPT is categorized as Technology Equities, while QQQ is Nasdaq-100. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.85% for CRPT and 0.18% for QQQ.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (2.57 vs -0.59), 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.