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PICB vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PICB vs. QQQ - Performance Comparison

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

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PICB vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PICB
Invesco International Corporate Bond ETF
-2.51%14.33%-3.45%11.56%-22.64%-6.87%12.87%9.40%-7.27%14.43%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, PICB achieves a -2.51% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, PICB has underperformed QQQ with an annualized return of 0.71%, while QQQ has yielded a comparatively higher 18.85% annualized return.


PICB

1D
1.14%
1M
-4.69%
YTD
-2.51%
6M
-1.41%
1Y
7.44%
3Y*
5.09%
5Y*
-2.03%
10Y*
0.71%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PICB vs. QQQ - Expense Ratio Comparison

PICB has a 0.50% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

PICB vs. QQQ — Risk / Return Rank

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

PICB
PICB Risk / Return Rank: 4646
Overall Rank
PICB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PICB Sortino Ratio Rank: 5151
Sortino Ratio Rank
PICB Omega Ratio Rank: 4141
Omega Ratio Rank
PICB Calmar Ratio Rank: 4545
Calmar Ratio Rank
PICB Martin Ratio Rank: 4141
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
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.

PICB vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Corporate Bond ETF (PICB) 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.


PICBQQQDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.05

-0.17

Sortino ratio

Return per unit of downside risk

1.33

1.63

-0.30

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.11

1.88

-0.77

Martin ratio

Return relative to average drawdown

3.86

6.95

-3.09

PICB vs. QQQ - Sharpe Ratio Comparison

The current PICB Sharpe Ratio is 0.88, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PICB 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.


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Sharpe Ratios by Period


PICBQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.05

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.58

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.85

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.37

-0.18

Correlation

The correlation between PICB and QQQ is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PICB vs. QQQ - Dividend Comparison

PICB's dividend yield for the trailing twelve months is around 3.33%, more than QQQ's 0.49% yield.


TTM20252024202320222021202020192018201720162015
PICB
Invesco International Corporate Bond ETF
3.33%3.17%3.19%2.24%1.64%1.34%1.22%1.42%1.70%1.47%2.20%2.39%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

PICB vs. QQQ - Drawdown Comparison

The maximum PICB drawdown since its inception was -37.10%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PICB and QQQ.


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Drawdown Indicators


PICBQQQDifference

Max Drawdown

Largest peak-to-trough decline

-37.10%

-82.97%

+45.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-12.62%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-36.60%

-35.12%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

-35.12%

-1.98%

Current Drawdown

Current decline from peak

-13.50%

-8.98%

-4.52%

Average Drawdown

Average peak-to-trough decline

-9.64%

-32.99%

+23.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

3.41%

-1.57%

Volatility

PICB vs. QQQ - Volatility Comparison

The current volatility for Invesco International Corporate Bond ETF (PICB) is 3.35%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that PICB 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.


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Volatility by Period


PICBQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

6.51%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

12.77%

-7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

8.49%

22.67%

-14.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.11%

22.39%

-12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.04%

22.25%

-12.21%