QGRW vs. QQQM

Last updated Jun 14, 2026

QGRW (WisdomTree U.S. Quality Growth Fund) and QQQM (Invesco NASDAQ 100 ETF) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, QGRW returned 26.27%/yr vs 26.52%/yr for QQQM. With a 0.98 correlation, they move nearly in lockstep. QGRW charges 0.28%/yr vs 0.15%/yr for QQQM.

Performance

QGRW vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QGRW achieves a 10.35% return, which is significantly lower than QQQM's 17.59% return.

QGRW

• 1D: 0.15%
• 1M: -2.31%
• YTD: 10.35%
• 6M: 11.58%
• 1Y: 29.61%
• 3Y*: 26.27%
• 5Y*: —
• 10Y*: —

QQQM

• 1D: 0.67%
• 1M: 0.22%
• YTD: 17.59%
• 6M: 17.91%
• 1Y: 37.64%
• 3Y*: 26.52%
• 5Y*: 16.94%
• 10Y*: —

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

QGRW vs. QQQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QGRW WisdomTree U.S. Quality Growth Fund	10.35%	19.20%	34.85%	56.05%	-3.07%
QQQM Invesco NASDAQ 100 ETF	17.59%	20.85%	25.68%	55.01%	-6.77%

Correlation

The correlation between QGRW and QQQM is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.98

The correlation between QGRW and QQQM has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

QGRW vs. QQQM - Sectors Allocation Comparison

Sectors	QGRW	QQQM
Technology	55.0%	58.7%
Communication Services	16.4%	14.3%
Consumer Cyclical	11.6%	11.4%
Industrials	7.6%	2.6%
Healthcare	4.4%	3.7%
Financial Services	3.7%	0.2%
Energy	0.5%	0.5%
Consumer Defensive	0.5%	6.4%
Utilities	0.3%	1.2%
Basic Materials	-	1.0%
Real Estate	-	0.1%

Return for Risk

QGRW vs. QQQM — Risk / Return Rank

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

QGRW

QGRW Risk / Return Rank: 47
QGRW Sharpe Ratio Rank: 50
QGRW Sortino Ratio Rank: 46
QGRW Omega Ratio Rank: 48
QGRW Calmar Ratio Rank: 41
QGRW Martin Ratio Rank: 47

QQQM

QQQM Risk / Return Rank: 72
QQQM Sharpe Ratio Rank: 76
QQQM Sortino Ratio Rank: 71
QQQM Omega Ratio Rank: 73
QQQM Calmar Ratio Rank: 69
QQQM 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.

QGRW vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Invesco NASDAQ 100 ETF (QQQM). 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.

	QGRW	QQQM	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.11	-0.58
Sortino ratio: Return per unit of downside risk	2.06	2.74	-0.68
Omega ratio: Gain probability vs. loss probability	1.27	1.37	-0.10
Calmar ratio: Return relative to maximum drawdown	1.80	3.02	-1.21
Martin ratio: Return relative to average drawdown	6.86	11.23	-4.37

QGRW vs. QQQM - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 1.52, which is comparable to the QQQM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of QGRW and QQQM, 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

QGRW vs. QQQM - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for QGRW and QQQM.

Drawdown Indicators

	QGRW	QQQM	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-35.04%	+10.64%
Max Drawdown (1Y) Largest decline over 1 year	-15.44%	-11.96%	-3.48%
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	-22.70%	-1.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.04%	—
Current Drawdown Current decline from peak	-5.67%	-3.33%	-2.34%
Average Drawdown Average peak-to-trough decline	-3.27%	-8.23%	+4.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	3.21%	+0.83%

Volatility

QGRW vs. QQQM - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 7.09% and 7.45%, 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.

Volatility by Period

	QGRW	QQQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.09%	7.45%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	13.71%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	18.25%	17.11%	+1.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	22.40%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.20%	22.22%	-1.02%

QGRW vs. QQQM - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is higher than QQQM's 0.15% expense ratio.

Dividends

QGRW vs. QQQM - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.08%, less than QQQM's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%

Frequently Asked Questions

Can I hold both QGRW and QQQM in my portfolio?

With a correlation of 0.96, QGRW and QQQM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, QGRW or QQQM?

QQQM has higher volatility (7.45%) compared to QGRW (7.09%). In terms of maximum drawdown, QGRW dropped -24.40% vs QQQM's -35.04%.

Which ETF is better, QGRW or QQQM?

On 3-year performance, QQQM leads with 26.52% vs 26.27% for QGRW. On fees, QQQM is cheaper at 0.15% per year. On volatility, QGRW has been the lower-risk option at 7.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QGRW or QQQM?

Over the 3-year period, QQQM has performed better with a 26.52% return vs 26.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QGRW or QQQM?

QQQM is cheaper with a 0.15% expense ratio, compared with 0.28% for QGRW.

Which ETF pays a higher dividend yield, QGRW or QQQM?

QQQM has the higher dividend yield at 0.43%, compared with 0.08% for QGRW.

What is the main difference between QGRW and QQQM?

QGRW is categorized as Large Cap Growth Equities, while QQQM is Nasdaq-100. QGRW tracks WisdomTree U.S. Quality Growth Index, while QQQM tracks NASDAQ-100 Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.28% for QGRW and 0.15% for QQQM.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (2.11 vs 1.52), 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.