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

Correlation

The correlation between IXN and QQQ is 0.87, 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

IXN vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.83%
4.22%
IXN
QQQ

Key characteristics

Sharpe Ratio

IXN:

1.29

QQQ:

1.53

Sortino Ratio

IXN:

1.78

QQQ:

2.07

Omega Ratio

IXN:

1.24

QQQ:

1.28

Calmar Ratio

IXN:

1.66

QQQ:

2.03

Martin Ratio

IXN:

5.19

QQQ:

7.27

Ulcer Index

IXN:

5.39%

QQQ:

3.78%

Daily Std Dev

IXN:

21.67%

QQQ:

17.92%

Max Drawdown

IXN:

-55.67%

QQQ:

-82.98%

Current Drawdown

IXN:

-3.57%

QQQ:

-5.04%

Returns By Period

In the year-to-date period, IXN achieves a -0.28% return, which is significantly lower than QQQ's -0.20% return. Over the past 10 years, IXN has outperformed QQQ with an annualized return of 19.54%, while QQQ has yielded a comparatively lower 18.50% annualized return.


IXN

YTD

-0.28%

1M

-0.52%

6M

-0.83%

1Y

29.52%

5Y*

19.90%

10Y*

19.54%

QQQ

YTD

-0.20%

1M

-1.13%

6M

4.22%

1Y

28.85%

5Y*

19.78%

10Y*

18.50%

*Annualized

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IXN vs. QQQ - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for IXN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
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%

Risk-Adjusted Performance

IXN vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) 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.


The chart of Sharpe ratio for IXN, currently valued at 1.29, compared to the broader market0.002.004.001.291.53
The chart of Sortino ratio for IXN, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.782.07
The chart of Omega ratio for IXN, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.28
The chart of Calmar ratio for IXN, currently valued at 1.66, compared to the broader market0.005.0010.0015.001.662.03
The chart of Martin ratio for IXN, currently valued at 5.19, compared to the broader market0.0020.0040.0060.0080.00100.005.197.27
IXN
QQQ

The current IXN Sharpe Ratio is 1.29, which is comparable to the QQQ Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IXN 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 Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.29
1.53
IXN
QQQ

Dividends

IXN vs. QQQ - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.43%, less than QQQ's 0.56% yield.


TTM20242023202220212020201920182017201620152014
IXN
iShares Global Tech ETF
0.43%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%
QQQ
Invesco QQQ
0.56%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

IXN vs. QQQ - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IXN and QQQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.57%
-5.04%
IXN
QQQ

Volatility

IXN vs. QQQ - Volatility Comparison

The current volatility for iShares Global Tech ETF (IXN) is 5.13%, while Invesco QQQ (QQQ) has a volatility of 5.72%. This indicates that IXN 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.13%
5.72%
IXN
QQQ