JIVE vs. QQQ

Last updated Jun 14, 2026

JIVE (Jpmorgan International Value ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - JIVE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. JIVE is actively managed, while QQQ is passively managed. Over the past year, JIVE returned 42.72% vs 37.55% for QQQ. A 0.54 correlation means they provide meaningful diversification when combined. JIVE charges 0.55%/yr vs 0.18%/yr for QQQ.

Performance

JIVE vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, JIVE achieves a 16.59% return, which is significantly lower than QQQ's 17.57% return.

JIVE

• 1D: 0.63%
• 1M: 1.64%
• YTD: 16.59%
• 6M: 19.20%
• 1Y: 42.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQ

• 1D: 0.59%
• 1M: 0.22%
• YTD: 17.57%
• 6M: 17.85%
• 1Y: 37.55%
• 3Y*: 26.43%
• 5Y*: 16.85%
• 10Y*: 21.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIVE vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE Jpmorgan International Value ETF	16.59%	49.80%	11.22%	5.36%
QQQ Invesco QQQ ETF	17.57%	20.77%	25.58%	9.87%

Correlation

The correlation between JIVE and QQQ is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.54

The correlation between JIVE and QQQ shifts across timeframes, from 0.54 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.

JIVE vs. QQQ - Sectors Allocation Comparison

Sectors	JIVE	QQQ
Financial Services	37.6%	0.2%
Technology	11.7%	58.7%
Energy	10.7%	0.5%
Industrials	10.2%	2.6%
Consumer Cyclical	6.2%	11.4%
Basic Materials	5.7%	1.0%
Healthcare	4.5%	3.7%
Consumer Defensive	4.3%	6.4%
Communication Services	4.2%	14.3%
Utilities	2.4%	1.2%
Real Estate	2.4%	0.1%

Return for Risk

JIVE vs. QQQ — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 88
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 84

QQQ

QQQ Risk / Return Rank: 71
QQQ Sharpe Ratio Rank: 75
QQQ Sortino Ratio Rank: 70
QQQ Omega Ratio Rank: 73
QQQ Calmar Ratio Rank: 69
QQQ Martin Ratio Rank: 70

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.

JIVE vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Invesco QQQ ETF (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.

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.

	JIVE	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	2.73	2.09	+0.64
Sortino ratio: Return per unit of downside risk	3.59	2.73	+0.86
Omega ratio: Gain probability vs. loss probability	1.48	1.37	+0.12
Calmar ratio: Return relative to maximum drawdown	3.89	3.01	+0.88
Martin ratio: Return relative to average drawdown	14.92	11.22	+3.69

JIVE vs. QQQ - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.73, which is higher than the QQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of JIVE and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JIVE vs. QQQ - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for JIVE and QQQ.

Drawdown Indicators

	JIVE	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-82.97%	+69.18%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-11.96%	+1.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-0.30%	-3.33%	+3.03%
Average Drawdown Average peak-to-trough decline	-1.96%	-32.75%	+30.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	3.20%	-0.44%

Volatility

JIVE vs. QQQ - Volatility Comparison

The current volatility for Jpmorgan International Value ETF (JIVE) is 5.61%, while Invesco QQQ ETF (QQQ) has a volatility of 7.56%. This indicates that JIVE 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.

Volatility by Period

	JIVE	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	7.56%	-1.95%
Volatility (6M) Calculated over the trailing 6-month period	12.71%	13.81%	-1.10%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	17.19%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.11%	22.55%	-7.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.11%	22.38%	-7.27%

JIVE vs. QQQ - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

JIVE vs. QQQ - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.47%, more than QQQ's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIVE Jpmorgan International Value ETF	2.47%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

Frequently Asked Questions

Can I hold both JIVE and QQQ in my portfolio?

JIVE and QQQ have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIVE or QQQ?

QQQ has higher volatility (7.56%) compared to JIVE (5.61%). In terms of maximum drawdown, JIVE dropped -13.79% vs QQQ's -82.97%.

Which ETF is better, JIVE or QQQ?

On 1-year performance, JIVE leads with 42.72% vs 37.55% for QQQ. On fees, QQQ is cheaper at 0.18% per year. On volatility, JIVE has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIVE or QQQ?

Over the 1-year period, JIVE has performed better with a 42.72% return vs 37.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIVE or QQQ?

QQQ is cheaper with a 0.18% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, JIVE or QQQ?

JIVE has the higher dividend yield at 2.47%, compared with 0.39% for QQQ.

What is the main difference between JIVE and QQQ?

JIVE is categorized as Foreign Large Cap Equities, while QQQ is Nasdaq-100. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.55% for JIVE and 0.18% for QQQ.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.73 vs 2.09), 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.