GK vs. QQQM

Last updated Jun 23, 2026

GK (AdvisorShares Gerber Kawasaki ETF) and QQQM (Invesco NASDAQ 100 ETF) are both exchange-traded funds - GK is a Large Cap Growth Equities fund actively managed by AdvisorShares, while QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index. GK is actively managed, while QQQM is passively managed. Over the past 3 years, GK returned 19.50%/yr vs 27.57%/yr for QQQM. Their correlation of 0.90 suggests significant overlap in exposure. GK charges 0.75%/yr vs 0.15%/yr for QQQM.

Performance

GK vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Gerber Kawasaki ETF (GK) 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, GK achieves a 16.38% return, which is significantly lower than QQQM's 20.46% return.

GK

• 1D: -0.09%
• 1M: 4.29%
• YTD: 16.38%
• 6M: 15.48%
• 1Y: 32.15%
• 3Y*: 19.50%
• 5Y*: —
• 10Y*: —

QQQM

• 1D: -0.09%
• 1M: 2.98%
• YTD: 20.46%
• 6M: 19.51%
• 1Y: 41.06%
• 3Y*: 27.57%
• 5Y*: 17.04%
• 10Y*: —

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

GK vs. QQQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GK AdvisorShares Gerber Kawasaki ETF	16.38%	17.78%	20.10%	21.19%	-42.76%	4.61%
QQQM Invesco NASDAQ 100 ETF	20.46%	20.85%	25.68%	55.01%	-32.52%	12.46%

Correlation

The correlation between GK and QQQM is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021	0.90

The correlation between GK and QQQM has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

GK vs. QQQM - Sectors Allocation Comparison

Sectors	GK	QQQM
Technology	37.9%	58.7%
Industrials	16.9%	2.6%
Communication Services	16.3%	14.3%
Healthcare	8.0%	3.7%
Financial Services	6.9%	0.2%
Utilities	5.2%	1.2%
Consumer Cyclical	2.9%	11.4%
Consumer Defensive	2.1%	6.4%
Basic Materials	-	1.0%
Energy	-	0.5%
Real Estate	-	0.1%

Return for Risk

GK vs. QQQM — Risk / Return Rank

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

GK

GK Risk / Return Rank: 49
GK Sharpe Ratio Rank: 52
GK Sortino Ratio Rank: 51
GK Omega Ratio Rank: 51
GK Calmar Ratio Rank: 44
GK Martin Ratio Rank: 49

QQQM

QQQM Risk / Return Rank: 72
QQQM Sharpe Ratio Rank: 77
QQQM Sortino Ratio Rank: 70
QQQM Omega Ratio Rank: 73
QQQM Calmar Ratio Rank: 71
QQQM Martin Ratio Rank: 71

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.

GK vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) 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.

	GK	QQQM	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.36	-0.61
Sortino ratio: Return per unit of downside risk	2.41	3.05	-0.64
Omega ratio: Gain probability vs. loss probability	1.31	1.41	-0.10
Calmar ratio: Return relative to maximum drawdown	2.13	3.45	-1.31
Martin ratio: Return relative to average drawdown	7.99	12.82	-4.82

GK vs. QQQM - Sharpe Ratio Comparison

The current GK Sharpe Ratio is 1.75, which is comparable to the QQQM Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of GK 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

GK vs. QQQM - Drawdown Comparison

The maximum GK drawdown since its inception was -47.72%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for GK and QQQM.

Drawdown Indicators

	GK	QQQM	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-35.04%	-12.68%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-11.96%	-3.17%
Max Drawdown (3Y) Largest decline over 3 years	-23.62%	-22.70%	-0.92%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.04%	—
Current Drawdown Current decline from peak	-1.19%	-0.97%	-0.22%
Average Drawdown Average peak-to-trough decline	-23.78%	-8.20%	-15.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.03%	3.21%	+0.82%

Volatility

GK vs. QQQM - Volatility Comparison

The current volatility for AdvisorShares Gerber Kawasaki ETF (GK) is 7.48%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 8.28%. This indicates that GK experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GK	QQQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	8.28%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	14.75%	14.05%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	18.50%	17.55%	+0.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.00%	22.48%	+1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.00%	22.26%	+1.74%

GK vs. QQQM - Expense Ratio Comparison

GK has a 0.75% expense ratio, which is higher than QQQM's 0.15% expense ratio.

Dividends

GK vs. QQQM - Dividend Comparison

GK's dividend yield for the trailing twelve months is around 0.07%, less than QQQM's 0.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GK AdvisorShares Gerber Kawasaki ETF	0.07%	0.08%	0.00%	0.13%	1.30%	0.04%	0.00%
QQQM Invesco NASDAQ 100 ETF	0.53%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%

Frequently Asked Questions

Can I hold both GK and QQQM in my portfolio?

GK and QQQM have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GK or QQQM?

QQQM has higher volatility (8.28%) compared to GK (7.48%). In terms of maximum drawdown, GK dropped -47.72% vs QQQM's -35.04%.

Which ETF is better, GK or QQQM?

On 3-year performance, QQQM leads with 27.57% vs 19.50% for GK. On fees, QQQM is cheaper at 0.15% per year. On volatility, GK has been the lower-risk option at 7.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GK or QQQM?

Over the 3-year period, QQQM has performed better with a 27.57% return vs 19.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GK or QQQM?

QQQM is cheaper with a 0.15% expense ratio, compared with 0.75% for GK.

Which ETF pays a higher dividend yield, GK or QQQM?

QQQM has the higher dividend yield at 0.53%, compared with 0.07% for GK.

What is the main difference between GK and QQQM?

GK is categorized as Large Cap Growth Equities, while QQQM is Nasdaq-100. They also come from different issuers: AdvisorShares and Invesco. Their fees differ too: 0.75% for GK and 0.15% for QQQM.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (2.36 vs 1.75), 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.