DBSC vs. QQQS

Last updated Jun 24, 2026

DBSC (Deepwater Beachfront Small Cap ETF) and QQQS (Invesco NASDAQ Future Gen 200 ETF) are both Small Cap Blend Equities funds. DBSC is actively managed, while QQQS is passively managed. A 0.64 correlation means they provide meaningful diversification when combined. DBSC charges 0.85%/yr vs 0.20%/yr for QQQS.

Performance

DBSC vs. QQQS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deepwater Beachfront Small Cap ETF (DBSC) and Invesco NASDAQ Future Gen 200 ETF (QQQS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than QQQS's 23.86% return.

DBSC

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.96%
• 6M: 3.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQS

• 1D: 0.23%
• 1M: -1.30%
• YTD: 23.86%
• 6M: 21.94%
• 1Y: 64.33%
• 3Y*: 16.33%
• 5Y*: —
• 10Y*: —

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

DBSC vs. QQQS - Yearly Performance Comparison

	2026 (YTD)	2025
DBSC Deepwater Beachfront Small Cap ETF	5.96%	-0.86%
QQQS Invesco NASDAQ Future Gen 200 ETF	23.86%	-0.34%

Correlation

The correlation between DBSC and QQQS is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025	0.64

Return for Risk

DBSC vs. QQQS — Risk / Return Rank

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

DBSC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QQQS

QQQS Risk / Return Rank: 80
QQQS Sharpe Ratio Rank: 83
QQQS Sortino Ratio Rank: 76
QQQS Omega Ratio Rank: 69
QQQS Calmar Ratio Rank: 89
QQQS Martin Ratio Rank: 83

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.

DBSC vs. QQQS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) and Invesco NASDAQ Future Gen 200 ETF (QQQS). 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.

	DBSC	QQQS	Difference
Sharpe ratio: Return per unit of total volatility	—	2.36	—
Sortino ratio: Return per unit of downside risk	—	3.03	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	4.75	—
Martin ratio: Return relative to average drawdown	—	14.98	—

Drawdowns

DBSC vs. QQQS - Drawdown Comparison

The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum QQQS drawdown of -38.06%. Use the drawdown chart below to compare losses from any high point for DBSC and QQQS.

Drawdown Indicators

	DBSC	QQQS	Difference
Max Drawdown Largest peak-to-trough decline	-16.61%	-38.06%	+21.45%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.63%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-34.32%	—
Current Drawdown Current decline from peak	-2.17%	-5.16%	+2.99%
Average Drawdown Average peak-to-trough decline	-4.41%	-13.14%	+8.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.31%	—

Volatility

Volatility by Period

	DBSC	QQQS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.22%	27.61%	-8.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.22%	28.57%	-9.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.22%	28.57%	-9.35%

DBSC vs. QQQS - Expense Ratio Comparison

DBSC has a 0.85% expense ratio, which is higher than QQQS's 0.20% expense ratio.

Dividends

DBSC vs. QQQS - Dividend Comparison

DBSC has not paid dividends to shareholders, while QQQS's dividend yield for the trailing twelve months is around 2.66%.

Position	TTM	2025	2024	2023	2022
DBSC Deepwater Beachfront Small Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%
QQQS Invesco NASDAQ Future Gen 200 ETF	2.66%	3.48%	0.80%	0.68%	0.04%

Frequently Asked Questions

Can I hold both DBSC and QQQS in my portfolio?

DBSC and QQQS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DBSC or QQQS?

On fees, QQQS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DBSC or QQQS?

QQQS is cheaper with a 0.20% expense ratio, compared with 0.85% for DBSC.

Which ETF pays a higher dividend yield, DBSC or QQQS?

QQQS has the higher dividend yield at 2.66%, compared with 0.00% for DBSC.

What is the main difference between DBSC and QQQS?

They also come from different issuers: Deepwater Asset Management and Invesco. Their fees differ too: 0.85% for DBSC and 0.20% for QQQS.