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QNDX vs. DIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QNDX vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Nasdaq 100 ETF (QNDX) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QNDX

1D
-0.86%
1M
-0.69%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

DIA

1D
0.44%
1M
2.43%
6M
10.53%
YTD
13.83%
1Y
24.90%
3Y*
17.59%
5Y*
10.96%
10Y*
13.51%
ALL TIME*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.47B$2.10B$2.43B
$14.09M$14.07M$12.53M

QNDX vs. DIA - Yearly Performance Comparison


Correlation

The correlation between QNDX and DIA is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2026

0.56

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Return for Risk

QNDX vs. DIA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QNDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DIA
DIA Risk / Return Rank: 7373
Overall Rank
DIA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIA Omega Ratio Rank: 7676
Omega Ratio Rank
DIA Calmar Ratio Rank: 6464
Calmar Ratio Rank
DIA Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QNDX vs. DIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Nasdaq 100 ETF (QNDX) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.


QNDXDIADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.56

Martin ratioReturn relative to average drawdown

9.92

QNDX vs. DIA - Sharpe Ratio Comparison


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Drawdowns

QNDX vs. DIA - Drawdown Comparison

The maximum QNDX drawdown since its inception was -10.10%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for QNDX and DIA.


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Drawdown Indicators


QNDXDIADifference

Max Drawdown

Largest peak-to-trough decline

-10.10%

-51.87%

+41.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-2.57%

0.00%

-2.57%

Average Drawdown

Average peak-to-trough decline

-3.71%

-7.10%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

Volatility

QNDX vs. DIA - Volatility Comparison


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Volatility by Period


QNDXDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

12.53%

+12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

14.85%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

17.54%

+7.44%

QNDX vs. DIA - Expense Ratio Comparison

QNDX has a 0.10% expense ratio, which is lower than DIA's 0.16% 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%.


Dividends

QNDX vs. DIA - Dividend Comparison

QNDX has not paid dividends to shareholders, while DIA's dividend yield for the trailing twelve months is around 1.32%.


PositionTTM20252024202320222021202020192018201720162015
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
1.32%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%
QNDX
SPDR Portfolio Nasdaq 100 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QNDX and DIA have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QNDX is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QNDX is cheaper with a 0.10% expense ratio, compared with 0.16% for DIA.

DIA has the higher dividend yield at 1.32%, compared with 0.00% for QNDX.

QNDX is categorized as Nasdaq-100, while DIA is Large Cap Value Equities. QNDX tracks Nasdaq-100 Index, while DIA tracks Dow Jones Industrial Average. Their fees differ too: 0.10% for QNDX and 0.16% for DIA.

Portfolio Optimizer

Find the right allocation for QNDX and DIA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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