DTEGY vs. QQQM

Last updated Jul 14, 2026

DTEGY (Deutsche Telekom AG ADR) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, DTEGY returned 11.22%/yr vs 15.18%/yr for QQQM. At a 0.27 correlation, their price movements are largely independent.

Performance

DTEGY vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Telekom AG ADR (DTEGY) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTEGY achieves a -4.34% return, which is significantly lower than QQQM's 16.16% return.

DTEGY

• 1D: 1.58%
• 1M: -8.13%
• 6M: -6.38%
• YTD: -4.34%
• 1Y: -12.60%
• 3Y*: 14.32%
• 5Y*: 11.22%
• 10Y*: 10.46%

QQQM

• 1D: -1.89%
• 1M: -1.22%
• 6M: 13.77%
• YTD: 16.16%
• 1Y: 29.11%
• 3Y*: 24.16%
• 5Y*: 15.18%
• 10Y*: —

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

DTEGY vs. QQQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DTEGY Deutsche Telekom AG ADR	-4.34%	12.53%	28.06%	24.40%	16.64%	3.76%	6.53%
QQQM Invesco NASDAQ 100 ETF	16.16%	20.85%	25.68%	55.01%	-32.52%	27.45%	6.64%

Correlation

The correlation between DTEGY and QQQM is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.27

The correlation between DTEGY and QQQM shifts across timeframes, from -0.03 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DTEGY vs. QQQM — Risk / Return Rank

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

DTEGY

DTEGY Risk / Return Rank: 24
DTEGY Sharpe Ratio Rank: 22
DTEGY Sortino Ratio Rank: 22
DTEGY Omega Ratio Rank: 21
DTEGY Calmar Ratio Rank: 30
DTEGY Martin Ratio Rank: 24

QQQM

QQQM Risk / Return Rank: 59
QQQM Sharpe Ratio Rank: 59
QQQM Sortino Ratio Rank: 56
QQQM Omega Ratio Rank: 57
QQQM Calmar Ratio Rank: 61
QQQM Martin Ratio Rank: 62

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.

DTEGY vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Invesco NASDAQ 100 ETF (QQQM). 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.

	DTEGY	QQQM	Difference
Sharpe ratio: Return per unit of total volatility	-0.50	1.59	-2.09
Sortino ratio: Return per unit of downside risk	-0.54	2.14	-2.68
Omega ratio: Gain probability vs. loss probability	0.93	1.28	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.42	2.44	-2.87
Martin ratio: Return relative to average drawdown	-0.98	8.75	-9.72

DTEGY vs. QQQM - Sharpe Ratio Comparison

The current DTEGY Sharpe Ratio is -0.50, which is lower than the QQQM Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DTEGY and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTEGY vs. QQQM - Drawdown Comparison

The maximum DTEGY drawdown since its inception was -40.18%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for DTEGY and QQQM.

Drawdown Indicators

	DTEGY	QQQM	Difference
Max Drawdown Largest peak-to-trough decline	-40.18%	-35.04%	-5.14%
Max Drawdown (1Y) Largest decline over 1 year	-30.08%	-11.96%	-18.12%
Max Drawdown (3Y) Largest decline over 3 years	-30.08%	-22.70%	-7.38%
Max Drawdown (5Y) Largest decline over 5 years	-30.08%	-35.04%	+4.96%
Max Drawdown (10Y) Largest decline over 10 years	-40.18%	—	—
Current Drawdown Current decline from peak	-22.34%	-4.50%	-17.84%
Average Drawdown Average peak-to-trough decline	-9.89%	-8.16%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.89%	3.34%	+9.55%

Volatility

DTEGY vs. QQQM - Volatility Comparison

Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 10.55% compared to Invesco NASDAQ 100 ETF (QQQM) at 8.48%. This indicates that DTEGY's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTEGY	QQQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.55%	8.48%	+2.07%
Volatility (6M) Calculated over the trailing 6-month period	21.24%	15.23%	+6.01%
Volatility (1Y) Calculated over the trailing 1-year period	25.27%	18.46%	+6.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.84%	22.64%	-0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	22.31%	-0.73%

Dividends

DTEGY vs. QQQM - Dividend Comparison

DTEGY's dividend yield for the trailing twelve months is around 3.83%, more than QQQM's 0.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTEGY Deutsche Telekom AG ADR	3.83%	2.98%	2.70%	3.09%	7.01%	2.67%	5.88%	4.71%	4.52%	3.70%	6.92%	3.19%
QQQM Invesco NASDAQ 100 ETF	0.45%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTEGY and QQQM in my portfolio?

DTEGY and QQQM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTEGY or QQQM?

DTEGY has higher volatility (10.55%) compared to QQQM (8.48%). In terms of maximum drawdown, DTEGY dropped -40.18% vs QQQM's -35.04%.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (1.59 vs -0.50), 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.