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IQQQ vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQQ vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 High Income ETF (IQQQ) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 12.97% return, which is significantly higher than SCHG's 0.90% return.


IQQQ

1D
-0.86%
1M
-4.09%
YTD
12.97%
6M
11.34%
1Y
26.55%
3Y*
5Y*
10Y*

SCHG

1D
0.67%
1M
-6.40%
YTD
0.90%
6M
-0.53%
1Y
13.64%
3Y*
21.89%
5Y*
13.18%
10Y*
18.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQQ vs. SCHG - Yearly Performance Comparison


2026 (YTD)20252024
IQQQ
ProShares Nasdaq-100 High Income ETF
12.97%17.11%14.82%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.90%17.50%21.40%

Correlation

The correlation between IQQQ and SCHG is 0.91, 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

0.91

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

0.95

The correlation between IQQQ and SCHG has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

IQQQ vs. SCHG — Risk / Return Rank

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

IQQQ
IQQQ Risk / Return Rank: 5151
Overall Rank
IQQQ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 4747
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 4848
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 5656
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 5353
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 2323
Overall Rank
SCHG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 2424
Sortino Ratio Rank
SCHG Omega Ratio Rank: 2424
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2020
Calmar Ratio Rank
SCHG Martin Ratio Rank: 2323
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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 High Income ETF (IQQQ) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


IQQQSCHGDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.28

1.16

+0.12

Calmar ratioReturn relative to maximum drawdown

2.45

0.87

+1.57

Martin ratioReturn relative to average drawdown

8.28

2.82

+5.46

IQQQ vs. SCHG - Sharpe Ratio Comparison

The current IQQQ Sharpe Ratio is 1.60, which is higher than the SCHG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IQQQ and SCHG, 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. SCHG - Drawdown Comparison

The maximum IQQQ drawdown since its inception was -20.41%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IQQQ and SCHG.


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Drawdown Indicators


IQQQSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-34.59%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-16.41%

+5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-5.13%

-6.87%

+1.74%

Average Drawdown

Average peak-to-trough decline

-3.63%

-5.20%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

5.07%

-1.79%

Volatility

IQQQ vs. SCHG - Volatility Comparison

ProShares Nasdaq-100 High Income ETF (IQQQ) has a higher volatility of 8.24% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.98%. This indicates that IQQQ's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQQSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

5.98%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

12.49%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

16.19%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

22.38%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

21.57%

-2.52%

IQQQ vs. SCHG - Expense Ratio Comparison

IQQQ has a 0.55% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

IQQQ vs. SCHG - Dividend Comparison

IQQQ's dividend yield for the trailing twelve months is around 4.65%, more than SCHG's 0.40% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQQ
ProShares Nasdaq-100 High Income ETF
4.65%10.34%7.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


With a correlation of 0.91, IQQQ and SCHG 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 (8.24%) compared to SCHG (5.98%). In terms of maximum drawdown, IQQQ dropped -20.41% vs SCHG's -34.59%.

On 1-year performance, IQQQ leads with 26.55% vs 13.64% for SCHG. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IQQQ has performed better with a 26.55% return vs 13.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.55% for IQQQ.

IQQQ has the higher dividend yield at 4.65%, compared with 0.40% for SCHG.

IQQQ is categorized as Nasdaq-100, while SCHG is Large Cap Growth Equities. IQQQ tracks Nasdaq-100 Daily Covered Call Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: ProShares and Charles Schwab. Their fees differ too: 0.55% for IQQQ and 0.04% for SCHG.

IQQQ currently has the higher Sharpe Ratio (1.60 vs 0.89), 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.

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