IBKR vs. QQQM
Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and Invesco NASDAQ 100 ETF (QQQM).
QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBKR or QQQM.
Key characteristics
| IBKR | QQQM | |
|---|---|---|
| YTD Return | 59.77% | 16.05% |
| 1Y Return | 46.34% | 28.56% |
| 3Y Return (Ann) | 29.77% | 9.03% |
| Sharpe Ratio | 1.84 | 1.63 |
| Daily Std Dev | 24.27% | 17.67% |
| Max Drawdown | -63.66% | -35.05% |
| Current Drawdown | 0.00% | -5.85% |
Correlation
The correlation between IBKR and QQQM is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IBKR vs. QQQM - Performance Comparison
In the year-to-date period, IBKR achieves a 59.77% return, which is significantly higher than QQQM's 16.05% 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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Risk-Adjusted Performance
IBKR vs. QQQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) 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.
Dividends
IBKR vs. QQQM - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.53%, less than QQQM's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.53% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
QQQM Invesco NASDAQ 100 ETF | 0.54% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBKR vs. QQQM - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for IBKR and QQQM. For additional features, visit the drawdowns tool.
Volatility
IBKR vs. QQQM - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 7.14% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.06%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.