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DDIV vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDIV and QQQ is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DDIV vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
144.86%
473.94%
DDIV
QQQ

Key characteristics

Sharpe Ratio

DDIV:

0.56

QQQ:

0.47

Sortino Ratio

DDIV:

0.87

QQQ:

0.82

Omega Ratio

DDIV:

1.12

QQQ:

1.11

Calmar Ratio

DDIV:

0.61

QQQ:

0.52

Martin Ratio

DDIV:

2.33

QQQ:

1.79

Ulcer Index

DDIV:

4.97%

QQQ:

6.64%

Daily Std Dev

DDIV:

20.94%

QQQ:

25.28%

Max Drawdown

DDIV:

-47.55%

QQQ:

-82.98%

Current Drawdown

DDIV:

-11.58%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, DDIV achieves a -4.71% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, DDIV has underperformed QQQ with an annualized return of 8.17%, while QQQ has yielded a comparatively higher 16.72% annualized return.


DDIV

YTD

-4.71%

1M

-5.66%

6M

-3.26%

1Y

11.84%

5Y*

16.65%

10Y*

8.17%

QQQ

YTD

-7.43%

1M

-1.88%

6M

-4.30%

1Y

10.31%

5Y*

17.80%

10Y*

16.72%

*Annualized

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DDIV vs. QQQ - Expense Ratio Comparison

DDIV has a 0.60% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for DDIV: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DDIV: 0.60%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

DDIV vs. QQQ — Risk-Adjusted Performance Rank

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

DDIV
The Risk-Adjusted Performance Rank of DDIV is 6464
Overall Rank
The Sharpe Ratio Rank of DDIV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of DDIV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DDIV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DDIV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DDIV is 6666
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

DDIV vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Invesco QQQ (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.


The chart of Sharpe ratio for DDIV, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.00
DDIV: 0.56
QQQ: 0.47
The chart of Sortino ratio for DDIV, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
DDIV: 0.87
QQQ: 0.82
The chart of Omega ratio for DDIV, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
DDIV: 1.12
QQQ: 1.11
The chart of Calmar ratio for DDIV, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
DDIV: 0.61
QQQ: 0.52
The chart of Martin ratio for DDIV, currently valued at 2.33, compared to the broader market0.0020.0040.0060.00
DDIV: 2.33
QQQ: 1.79

The current DDIV Sharpe Ratio is 0.56, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DDIV and QQQ, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.56
0.47
DDIV
QQQ

Dividends

DDIV vs. QQQ - Dividend Comparison

DDIV's dividend yield for the trailing twelve months is around 2.47%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
DDIV
First Trust Dorsey Wright Momentum & Dividend ETF
2.47%2.22%3.18%3.60%2.43%2.63%2.93%3.27%2.35%2.45%2.61%2.15%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

DDIV vs. QQQ - Drawdown Comparison

The maximum DDIV drawdown since its inception was -47.55%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DDIV and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.58%
-12.28%
DDIV
QQQ

Volatility

DDIV vs. QQQ - Volatility Comparison

The current volatility for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) is 14.14%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that DDIV 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.14%
16.86%
DDIV
QQQ