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IQQQ vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQQQ and QQQM is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

IQQQ vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 High Income ETF (IQQQ) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
2.73%
2.30%
IQQQ
QQQM

Key characteristics

Sharpe Ratio

IQQQ:

0.16

QQQM:

0.14

Sortino Ratio

IQQQ:

0.33

QQQM:

0.32

Omega Ratio

IQQQ:

1.04

QQQM:

1.04

Calmar Ratio

IQQQ:

0.22

QQQM:

0.18

Martin Ratio

IQQQ:

0.61

QQQM:

0.56

Ulcer Index

IQQQ:

4.97%

QQQM:

5.23%

Daily Std Dev

IQQQ:

18.95%

QQQM:

20.22%

Max Drawdown

IQQQ:

-13.79%

QQQM:

-35.05%

Current Drawdown

IQQQ:

-13.79%

QQQM:

-16.29%

Returns By Period

In the year-to-date period, IQQQ achieves a -9.49% return, which is significantly higher than QQQM's -11.65% return.


IQQQ

YTD

-9.49%

1M

-6.79%

6M

-4.27%

1Y

3.07%

5Y*

N/A

10Y*

N/A

QQQM

YTD

-11.65%

1M

-8.87%

6M

-6.06%

1Y

2.68%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQQQ vs. QQQM - Expense Ratio Comparison

IQQQ has a 0.55% expense ratio, which is higher than QQQM's 0.15% expense ratio.


IQQQ
ProShares Nasdaq-100 High Income ETF
Expense ratio chart for IQQQ: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IQQQ: 0.55%
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%

Risk-Adjusted Performance

IQQQ vs. QQQM — Risk-Adjusted Performance Rank

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

IQQQ
The Risk-Adjusted Performance Rank of IQQQ is 3838
Overall Rank
The Sharpe Ratio Rank of IQQQ is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IQQQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IQQQ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of IQQQ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IQQQ is 3737
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 2525
Overall Rank
The Sharpe Ratio Rank of QQQM is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 2828
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 2626
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.

IQQQ vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 High Income ETF (IQQQ) 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.


Sharpe ratio
The chart of Sharpe ratio for IQQQ, currently valued at 0.16, compared to the broader market0.002.004.00
IQQQ: 0.16
QQQM: 0.14
The chart of Sortino ratio for IQQQ, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.0012.00
IQQQ: 0.33
QQQM: 0.32
The chart of Omega ratio for IQQQ, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
IQQQ: 1.04
QQQM: 1.04
The chart of Calmar ratio for IQQQ, currently valued at 0.22, compared to the broader market0.005.0010.0015.00
IQQQ: 0.22
QQQM: 0.18
The chart of Martin ratio for IQQQ, currently valued at 0.61, compared to the broader market0.0020.0040.0060.0080.00100.00
IQQQ: 0.61
QQQM: 0.56

The current IQQQ Sharpe Ratio is 0.16, which is comparable to the QQQM Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IQQQ and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.100.200.300.400.500.60Wed 26Thu 27Fri 28Sat 29Mar 30Mon 31AprilWed 02Thu 03
0.16
0.14
IQQQ
QQQM

Dividends

IQQQ vs. QQQM - Dividend Comparison

IQQQ's dividend yield for the trailing twelve months is around 12.77%, more than QQQM's 0.67% yield.


TTM20242023202220212020
IQQQ
ProShares Nasdaq-100 High Income ETF
12.77%7.27%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.67%0.61%0.65%0.83%0.40%0.16%

Drawdowns

IQQQ vs. QQQM - Drawdown Comparison

The maximum IQQQ drawdown since its inception was -13.79%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for IQQQ and QQQM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.79%
-16.29%
IQQQ
QQQM

Volatility

IQQQ vs. QQQM - Volatility Comparison

The current volatility for ProShares Nasdaq-100 High Income ETF (IQQQ) is 8.53%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 9.12%. This indicates that IQQQ experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.53%
9.12%
IQQQ
QQQM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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