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

Correlation

The correlation between EMQQ and QQQ is 0.63, 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.


-0.50.00.51.00.6

Performance

EMQQ vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Internet & Ecommerce ETF (EMQQ) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
44.29%
446.55%
EMQQ
QQQ

Key characteristics

Sharpe Ratio

EMQQ:

0.81

QQQ:

1.64

Sortino Ratio

EMQQ:

1.29

QQQ:

2.19

Omega Ratio

EMQQ:

1.15

QQQ:

1.30

Calmar Ratio

EMQQ:

0.28

QQQ:

2.16

Martin Ratio

EMQQ:

2.81

QQQ:

7.79

Ulcer Index

EMQQ:

6.42%

QQQ:

3.76%

Daily Std Dev

EMQQ:

22.38%

QQQ:

17.85%

Max Drawdown

EMQQ:

-73.24%

QQQ:

-82.98%

Current Drawdown

EMQQ:

-55.18%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, EMQQ achieves a 16.81% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, EMQQ has underperformed QQQ with an annualized return of 4.99%, while QQQ has yielded a comparatively higher 18.36% annualized return.


EMQQ

YTD

16.81%

1M

-3.87%

6M

7.14%

1Y

14.84%

5Y*

0.63%

10Y*

4.99%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMQQ vs. QQQ - Expense Ratio Comparison

EMQQ has a 0.86% expense ratio, which is higher than QQQ's 0.20% expense ratio.


EMQQ
Emerging Markets Internet & Ecommerce ETF
Expense ratio chart for EMQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

EMQQ vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Internet & Ecommerce ETF (EMQQ) 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.


Sharpe ratio
The chart of Sharpe ratio for EMQQ, currently valued at 0.81, compared to the broader market0.002.004.000.811.64
The chart of Sortino ratio for EMQQ, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.292.19
The chart of Omega ratio for EMQQ, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.30
The chart of Calmar ratio for EMQQ, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.282.16
The chart of Martin ratio for EMQQ, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.002.817.79
EMQQ
QQQ

The current EMQQ Sharpe Ratio is 0.81, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EMQQ 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.81
1.64
EMQQ
QQQ

Dividends

EMQQ vs. QQQ - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 0.68%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
EMQQ
Emerging Markets Internet & Ecommerce ETF
0.68%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

EMQQ vs. QQQ - Drawdown Comparison

The maximum EMQQ drawdown since its inception was -73.24%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EMQQ and QQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-55.18%
-3.63%
EMQQ
QQQ

Volatility

EMQQ vs. QQQ - Volatility Comparison

Emerging Markets Internet & Ecommerce ETF (EMQQ) has a higher volatility of 6.06% compared to Invesco QQQ (QQQ) at 5.29%. This indicates that EMQQ'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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
5.29%
EMQQ
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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