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GQQQ vs. IOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQQQ vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Quality Growth Kings ETF (GQQQ) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

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GQQQ vs. IOO - Yearly Performance Comparison


2026 (YTD)20252024
GQQQ
Astoria US Quality Growth Kings ETF
-2.42%17.37%2.66%
IOO
iShares Global 100 ETF
-3.64%27.02%3.28%

Returns By Period

In the year-to-date period, GQQQ achieves a -2.42% return, which is significantly higher than IOO's -3.64% return.


GQQQ

1D
1.38%
1M
-4.29%
YTD
-2.42%
6M
-1.49%
1Y
24.85%
3Y*
5Y*
10Y*

IOO

1D
0.90%
1M
-3.87%
YTD
-3.64%
6M
1.24%
1Y
27.60%
3Y*
21.83%
5Y*
14.50%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQQQ vs. IOO - Expense Ratio Comparison

GQQQ has a 0.35% expense ratio, which is lower than IOO's 0.40% expense ratio.


Return for Risk

GQQQ vs. IOO — Risk / Return Rank

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

GQQQ
GQQQ Risk / Return Rank: 6868
Overall Rank
GQQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GQQQ Sortino Ratio Rank: 6666
Sortino Ratio Rank
GQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
GQQQ Calmar Ratio Rank: 7171
Calmar Ratio Rank
GQQQ Martin Ratio Rank: 7474
Martin Ratio Rank

IOO
IOO Risk / Return Rank: 8181
Overall Rank
IOO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8080
Sortino Ratio Rank
IOO Omega Ratio Rank: 8080
Omega Ratio Rank
IOO Calmar Ratio Rank: 8080
Calmar Ratio Rank
IOO Martin Ratio Rank: 8686
Martin Ratio Rank
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.

GQQQ vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Quality Growth Kings ETF (GQQQ) and iShares Global 100 ETF (IOO). 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.


GQQQIOODifference

Sharpe ratio

Return per unit of total volatility

1.17

1.44

-0.27

Sortino ratio

Return per unit of downside risk

1.76

2.13

-0.36

Omega ratio

Gain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

2.10

2.26

-0.16

Martin ratio

Return relative to average drawdown

8.85

10.66

-1.82

GQQQ vs. IOO - Sharpe Ratio Comparison

The current GQQQ Sharpe Ratio is 1.17, which is comparable to the IOO Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of GQQQ and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GQQQIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.44

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.36

+0.20

Correlation

The correlation between GQQQ and IOO is 0.93, 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.


Dividends

GQQQ vs. IOO - Dividend Comparison

GQQQ's dividend yield for the trailing twelve months is around 0.50%, less than IOO's 0.95% yield.


TTM20252024202320222021202020192018201720162015
GQQQ
Astoria US Quality Growth Kings ETF
0.50%0.46%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IOO
iShares Global 100 ETF
0.95%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Drawdowns

GQQQ vs. IOO - Drawdown Comparison

The maximum GQQQ drawdown since its inception was -22.36%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for GQQQ and IOO.


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Drawdown Indicators


GQQQIOODifference

Max Drawdown

Largest peak-to-trough decline

-22.36%

-55.85%

+33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-12.40%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

Current Drawdown

Current decline from peak

-6.53%

-5.98%

-0.55%

Average Drawdown

Average peak-to-trough decline

-3.36%

-11.34%

+7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.63%

+0.26%

Volatility

GQQQ vs. IOO - Volatility Comparison

Astoria US Quality Growth Kings ETF (GQQQ) has a higher volatility of 6.98% compared to iShares Global 100 ETF (IOO) at 6.23%. This indicates that GQQQ's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQQQIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

6.23%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

10.71%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.30%

19.24%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

16.97%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

17.74%

+2.83%