IUSG vs. QQQ
Compare and contrast key facts about iShares Core S&P U.S. Growth ETF (IUSG) and Invesco QQQ (QQQ).
IUSG and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both IUSG and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSG or QQQ.
Performance
IUSG vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, IUSG achieves a 32.46% return, which is significantly higher than QQQ's 23.84% return. Over the past 10 years, IUSG has underperformed QQQ with an annualized return of 14.66%, while QQQ has yielded a comparatively higher 18.03% annualized return.
IUSG
32.46%
1.85%
14.69%
37.51%
17.27%
14.66%
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| IUSG | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.26 | 1.78 |
| Sortino Ratio | 2.94 | 2.37 |
| Omega Ratio | 1.41 | 1.32 |
| Calmar Ratio | 2.90 | 2.28 |
| Martin Ratio | 12.13 | 8.27 |
| Ulcer Index | 3.12% | 3.73% |
| Daily Std Dev | 16.80% | 17.37% |
| Max Drawdown | -63.35% | -82.98% |
| Current Drawdown | -1.49% | -1.78% |
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IUSG vs. QQQ - Expense Ratio Comparison
IUSG has a 0.04% expense ratio, which is lower than QQQ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IUSG and QQQ is 0.89, 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.
Risk-Adjusted Performance
IUSG vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.
Dividends
IUSG vs. QQQ - Dividend Comparison
IUSG's dividend yield for the trailing twelve months is around 0.65%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 0.65% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
IUSG vs. QQQ - Drawdown Comparison
The maximum IUSG drawdown since its inception was -63.35%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IUSG and QQQ. For additional features, visit the drawdowns tool.
Volatility
IUSG vs. QQQ - Volatility Comparison
iShares Core S&P U.S. Growth ETF (IUSG) and Invesco QQQ (QQQ) have volatilities of 5.29% and 5.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.