QQLV vs. VTI
Compare and contrast key facts about Invesco QQQ Low Volatility ETF (QQLV) and Vanguard Total Stock Market ETF (VTI).
QQLV and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQLV is a passively managed fund by Invesco that tracks the performance of the Nasdaq Low Volatility Index. It was launched on Dec 4, 2024. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. Both QQLV and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QQLV vs. VTI - Performance Comparison
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QQLV vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQLV Invesco QQQ Low Volatility ETF | 0.48% | 4.19% | -5.60% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | -3.87% |
Returns By Period
In the year-to-date period, QQLV achieves a 0.48% return, which is significantly higher than VTI's -3.29% return.
QQLV
- 1D
- 0.17%
- 1M
- -4.77%
- YTD
- 0.48%
- 6M
- -1.79%
- 1Y
- -1.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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QQLV vs. VTI - Expense Ratio Comparison
QQLV has a 0.25% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QQLV vs. VTI — Risk / Return Rank
QQLV
VTI
QQLV vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Low Volatility ETF (QQLV) and Vanguard Total Stock Market ETF (VTI). 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.
| QQLV | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.98 | -1.11 |
Sortino ratioReturn per unit of downside risk | -0.09 | 1.52 | -1.61 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.54 | -1.73 |
Martin ratioReturn relative to average drawdown | -0.43 | 7.30 | -7.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQLV | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.98 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.48 | -0.55 |
Correlation
The correlation between QQLV and VTI is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QQLV vs. VTI - Dividend Comparison
QQLV's dividend yield for the trailing twelve months is around 1.95%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQLV Invesco QQQ Low Volatility ETF | 1.95% | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
QQLV vs. VTI - Drawdown Comparison
The maximum QQLV drawdown since its inception was -9.54%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QQLV and VTI.
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Drawdown Indicators
| QQLV | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -55.45% | +45.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -12.30% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -4.98% | -5.54% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -8.08% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 2.60% | +1.03% |
Volatility
QQLV vs. VTI - Volatility Comparison
The current volatility for Invesco QQQ Low Volatility ETF (QQLV) is 3.44%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.48%. This indicates that QQLV experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQLV | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 5.48% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | 9.75% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 19.02% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.94% | 17.41% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.94% | 18.29% | -5.35% |