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IQQQ vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

IQQQ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 High Income ETF (IQQQ) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQQ achieves a 17.74% return, which is significantly higher than ^GSPC's 8.39% return.


IQQQ

1D
2.57%
1M
2.84%
YTD
17.74%
6M
17.33%
1Y
37.52%
3Y*
5Y*
10Y*

^GSPC

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQQ vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024
IQQQ
ProShares Nasdaq-100 High Income ETF
17.74%17.11%14.82%
^GSPC
S&P 500 Index
8.39%16.39%13.58%

Correlation

The correlation between IQQQ and ^GSPC is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2024

0.93

The correlation between IQQQ and ^GSPC has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

IQQQ vs. ^GSPC — Risk / Return Rank

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

IQQQ
IQQQ Risk / Return Rank: 6868
Overall Rank
IQQQ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 6767
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 6666
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6565
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6969
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6363
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
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.

IQQQ vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 High Income ETF (IQQQ) and S&P 500 Index (^GSPC). 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.


IQQQ^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

3.34

2.66

+0.68

Martin ratioReturn relative to average drawdown

11.49

11.86

-0.37

IQQQ vs. ^GSPC - Sharpe Ratio Comparison

The current IQQQ Sharpe Ratio is 2.22, which is comparable to the ^GSPC Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IQQQ and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IQQQ vs. ^GSPC - Drawdown Comparison

The maximum IQQQ drawdown since its inception was -20.41%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IQQQ and ^GSPC.


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Drawdown Indicators


IQQQ^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-56.78%

+36.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-9.10%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.13%

-2.49%

+1.36%

Average Drawdown

Average peak-to-trough decline

-3.63%

-10.72%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.03%

+1.19%

Volatility

IQQQ vs. ^GSPC - Volatility Comparison

ProShares Nasdaq-100 High Income ETF (IQQQ) has a higher volatility of 7.78% compared to S&P 500 Index (^GSPC) at 4.65%. This indicates that IQQQ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQQ^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

4.65%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

9.86%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

12.44%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

16.99%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

18.10%

+0.90%

Frequently Asked Questions


With a correlation of 0.92, IQQQ and ^GSPC 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.

IQQQ has higher volatility (7.78%) compared to ^GSPC (4.65%). In terms of maximum drawdown, IQQQ dropped -20.41% vs ^GSPC's -56.78%.

IQQQ currently has the higher Sharpe Ratio (2.22 vs 1.94), 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.

Portfolio Optimizer

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