ENTR vs. QQQ
Compare and contrast key facts about ERShares Entrepreneurs ETF (ENTR) and Invesco QQQ (QQQ).
ENTR and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENTR is a passively managed fund by Capital Impact Advisors that tracks the performance of the Entrepreneur 30 Index. It was launched on Nov 8, 2017. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both ENTR and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENTR or QQQ.
Key characteristics
| ENTR | QQQ | |
|---|---|---|
| YTD Return | 26.48% | 23.99% |
| 1Y Return | 47.41% | 36.58% |
| 3Y Return (Ann) | 0.46% | 8.99% |
| 5Y Return (Ann) | 10.62% | 21.09% |
| Sharpe Ratio | 2.19 | 2.17 |
| Sortino Ratio | 2.94 | 2.86 |
| Omega Ratio | 1.37 | 1.39 |
| Calmar Ratio | 1.18 | 2.79 |
| Martin Ratio | 13.70 | 10.19 |
| Ulcer Index | 3.60% | 3.72% |
| Daily Std Dev | 22.46% | 17.42% |
| Max Drawdown | -56.28% | -82.98% |
| Current Drawdown | -13.36% | 0.00% |
Correlation
The correlation between ENTR and QQQ is 0.86, 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.
Performance
ENTR vs. QQQ - Performance Comparison
In the year-to-date period, ENTR achieves a 26.48% return, which is significantly higher than QQQ's 23.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ENTR vs. QQQ - Expense Ratio Comparison
ENTR has a 0.49% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
ENTR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Entrepreneurs ETF (ENTR) 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.
Dividends
ENTR vs. QQQ - Dividend Comparison
ENTR's dividend yield for the trailing twelve months is around 0.05%, less than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTR ERShares Entrepreneurs ETF | 0.05% | 0.06% | 0.00% | 57.75% | 6.31% | 0.08% | 0.19% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
ENTR vs. QQQ - Drawdown Comparison
The maximum ENTR drawdown since its inception was -56.28%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ENTR and QQQ. For additional features, visit the drawdowns tool.
Volatility
ENTR vs. QQQ - Volatility Comparison
ERShares Entrepreneurs ETF (ENTR) has a higher volatility of 6.62% compared to Invesco QQQ (QQQ) at 5.02%. This indicates that ENTR'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.