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IUSG vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

IUSG vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Growth ETF (IUSG) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
474.52%
601.52%
IUSG
QQQ

Key characteristics

Sharpe Ratio

IUSG:

2.21

QQQ:

1.64

Sortino Ratio

IUSG:

2.84

QQQ:

2.19

Omega Ratio

IUSG:

1.40

QQQ:

1.30

Calmar Ratio

IUSG:

3.04

QQQ:

2.16

Martin Ratio

IUSG:

12.09

QQQ:

7.79

Ulcer Index

IUSG:

3.15%

QQQ:

3.76%

Daily Std Dev

IUSG:

17.25%

QQQ:

17.85%

Max Drawdown

IUSG:

-63.35%

QQQ:

-82.98%

Current Drawdown

IUSG:

-2.55%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, IUSG achieves a 36.32% return, which is significantly higher than QQQ's 27.20% return. Over the past 10 years, IUSG has underperformed QQQ with an annualized return of 14.96%, while QQQ has yielded a comparatively higher 18.36% annualized return.


IUSG

YTD

36.32%

1M

3.10%

6M

11.17%

1Y

36.58%

5Y*

17.05%

10Y*

14.96%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

Compare stocks, funds, or ETFs

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


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%.


QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for IUSG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for IUSG, currently valued at 2.21, compared to the broader market0.002.004.002.211.64
The chart of Sortino ratio for IUSG, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.19
The chart of Omega ratio for IUSG, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.30
The chart of Calmar ratio for IUSG, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.042.16
The chart of Martin ratio for IUSG, currently valued at 12.09, compared to the broader market0.0020.0040.0060.0080.00100.0012.097.79
IUSG
QQQ

The current IUSG Sharpe Ratio is 2.21, which is higher than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IUSG and QQQ, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.21
1.64
IUSG
QQQ

Dividends

IUSG vs. QQQ - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.58%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
IUSG
iShares Core S&P U.S. Growth ETF
0.58%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
0.43%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.55%
-3.63%
IUSG
QQQ

Volatility

IUSG vs. QQQ - Volatility Comparison

The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 4.81%, while Invesco QQQ (QQQ) has a volatility of 5.29%. This indicates that IUSG experiences smaller price fluctuations and is considered to be less risky than QQQ 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%JulyAugustSeptemberOctoberNovemberDecember
4.81%
5.29%
IUSG
QQQ
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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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