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

Correlation

The correlation between IAI and QQQ is 0.80, 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

IAI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IAI:

1.34

QQQ:

0.64

Sortino Ratio

IAI:

1.92

QQQ:

1.04

Omega Ratio

IAI:

1.28

QQQ:

1.15

Calmar Ratio

IAI:

1.44

QQQ:

0.70

Martin Ratio

IAI:

5.22

QQQ:

2.29

Ulcer Index

IAI:

6.38%

QQQ:

6.99%

Daily Std Dev

IAI:

24.70%

QQQ:

25.51%

Max Drawdown

IAI:

-75.33%

QQQ:

-82.98%

Current Drawdown

IAI:

-1.37%

QQQ:

-3.10%

Returns By Period

In the year-to-date period, IAI achieves a 9.03% return, which is significantly higher than QQQ's 2.26% return. Over the past 10 years, IAI has underperformed QQQ with an annualized return of 15.53%, while QQQ has yielded a comparatively higher 17.72% annualized return.


IAI

YTD

9.03%

1M

18.53%

6M

4.99%

1Y

32.68%

3Y*

24.23%

5Y*

24.03%

10Y*

15.53%

QQQ

YTD

2.26%

1M

17.54%

6M

4.72%

1Y

16.26%

3Y*

22.66%

5Y*

18.41%

10Y*

17.72%

*Annualized

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Invesco QQQ

IAI vs. QQQ - Expense Ratio Comparison

IAI has a 0.41% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

IAI vs. QQQ — Risk-Adjusted Performance Rank

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

IAI
The Risk-Adjusted Performance Rank of IAI is 8888
Overall Rank
The Sharpe Ratio Rank of IAI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IAI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IAI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of IAI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IAI is 8585
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) 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.


The current IAI Sharpe Ratio is 1.34, which is higher than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IAI 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.


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Dividends

IAI vs. QQQ - Dividend Comparison

IAI's dividend yield for the trailing twelve months is around 1.04%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.04%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

IAI vs. QQQ - Drawdown Comparison

The maximum IAI drawdown since its inception was -75.33%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IAI and QQQ. For additional features, visit the drawdowns tool.


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Volatility

IAI vs. QQQ - Volatility Comparison

The current volatility for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) is 6.00%, while Invesco QQQ (QQQ) has a volatility of 6.48%. This indicates that IAI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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