GQQQ vs. SCHB

Last updated Aug 5, 2026

GQQQ (Astoria US Quality Growth Kings ETF) and SCHB (Schwab U.S. Broad Market ETF) are both exchange-traded funds - GQQQ is a Quality Factor fund actively managed by Astoria, while SCHB is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index. GQQQ is actively managed, while SCHB is passively managed. Over the past year, GQQQ returned 31.34% vs 23.84% for SCHB. Their correlation of 0.94 means they have usually moved in the same direction. GQQQ charges 0.35%/yr vs 0.03%/yr for SCHB.

Performance

GQQQ vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Quality Growth Kings ETF (GQQQ) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQQQ achieves a 20.73% return, which is significantly higher than SCHB's 14.22% return.

GQQQ

• 1D: 2.37%
• 1M: 2.54%
• 6M: 17.66%
• YTD: 20.73%
• 1Y: 31.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.85%

SCHB

• 1D: 1.81%
• 1M: 3.22%
• 6M: 12.72%
• YTD: 14.22%
• 1Y: 23.84%
• 3Y*: 21.11%
• 5Y*: 12.34%
• 10Y*: 14.85%
• ALL TIME*: 14.38%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GQQQ Astoria US Quality Growth Kings ETF	$376.02K	$626.74K	$598.32K
SCHB Schwab U.S. Broad Market ETF	$210.48M	$197.72M	$257.21M

GQQQ vs. SCHB - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GQQQ Astoria US Quality Growth Kings ETF	20.73%	17.37%	1.52%
SCHB Schwab U.S. Broad Market ETF	14.22%	16.94%	2.74%

Correlation

The correlation between GQQQ and SCHB is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (All Time) Calculated using the full available price history since Oct 1, 2024	0.94

The correlation between GQQQ and SCHB has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

Return for Risk

GQQQ vs. SCHB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GQQQ

GQQQ Risk / Return Rank: 67
GQQQ Sharpe Ratio Rank: 64
GQQQ Sortino Ratio Rank: 61
GQQQ Omega Ratio Rank: 59
GQQQ Calmar Ratio Rank: 72
GQQQ Martin Ratio Rank: 76

SCHB

SCHB Risk / Return Rank: 72
SCHB Sharpe Ratio Rank: 71
SCHB Sortino Ratio Rank: 69
SCHB Omega Ratio Rank: 69
SCHB Calmar Ratio Rank: 69
SCHB Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GQQQ vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Quality Growth Kings ETF (GQQQ) and Schwab U.S. Broad Market ETF (SCHB). 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.

	GQQQ	SCHB	Difference
Sharpe ratio: Return per unit of total volatility	1.71	1.83	-0.12
Sortino ratio: Return per unit of downside risk	2.34	2.52	-0.18
Omega ratio: Gain probability vs. loss probability	1.29	1.33	-0.03
Calmar ratio: Return relative to maximum drawdown	2.86	2.69	+0.17
Martin ratio: Return relative to average drawdown	10.87	11.52	-0.64

GQQQ vs. SCHB - Sharpe Ratio Comparison

The current GQQQ Sharpe Ratio is 1.71, which is comparable to the SCHB Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GQQQ and SCHB, 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

GQQQ vs. SCHB - Drawdown Comparison

The maximum GQQQ drawdown since its inception was -22.36%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for GQQQ and SCHB.

Drawdown Indicators

	GQQQ	SCHB	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-35.27%	+12.91%
Max Drawdown (1Y) Largest decline over 1 year	-11.02%	-8.91%	-2.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.34%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.27%	—
Current Drawdown Current decline from peak	-1.08%	0.00%	-1.08%
Average Drawdown Average peak-to-trough decline	-3.13%	-4.09%	+0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.08%	+0.81%

Volatility

GQQQ vs. SCHB - Volatility Comparison

Astoria US Quality Growth Kings ETF (GQQQ) has a higher volatility of 6.31% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.09%. This indicates that GQQQ's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQQQ	SCHB	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	4.09%	+2.22%
Volatility (6M) Calculated over the trailing 6-month period	15.43%	10.50%	+4.93%
Volatility (1Y) Calculated over the trailing 1-year period	18.45%	13.18%	+5.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.78%	17.39%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.78%	18.34%	+2.44%

GQQQ vs. SCHB - Expense Ratio Comparison

GQQQ has a 0.35% expense ratio, which is higher than SCHB's 0.03% expense ratio.

Dividends

GQQQ vs. SCHB - Dividend Comparison

GQQQ's dividend yield for the trailing twelve months is around 0.45%, less than SCHB's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GQQQ Astoria US Quality Growth Kings ETF	0.45%	0.46%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHB Schwab U.S. Broad Market ETF	1.01%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%

Frequently Asked Questions

Can I hold both GQQQ and SCHB in my portfolio?

With a correlation of 0.94, GQQQ and SCHB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GQQQ or SCHB?

GQQQ has higher volatility (6.31%) compared to SCHB (4.09%). In terms of maximum drawdown, GQQQ dropped -22.36% vs SCHB's -35.27%.

Which ETF is better, GQQQ or SCHB?

On 1-year performance, GQQQ leads with 31.34% vs 23.84% for SCHB. On fees, SCHB is cheaper at 0.03% per year. On volatility, SCHB has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GQQQ or SCHB?

Over the 1-year period, GQQQ has performed better with a 31.34% return vs 23.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GQQQ or SCHB?

SCHB is cheaper with a 0.03% expense ratio, compared with 0.35% for GQQQ.

Which ETF pays a higher dividend yield, GQQQ or SCHB?

SCHB has the higher dividend yield at 1.01%, compared with 0.45% for GQQQ.

What is the main difference between GQQQ and SCHB?

GQQQ is categorized as Quality Factor, while SCHB is Large Cap Blend Equities. They also come from different issuers: Astoria and Charles Schwab. Their fees differ too: 0.35% for GQQQ and 0.03% for SCHB.

Which has better risk-adjusted returns?

SCHB currently has the higher Sharpe Ratio (1.83 vs 1.71), 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.