QQQ vs. BBLU
Compare and contrast key facts about Invesco QQQ ETF (QQQ) and Ea Bridgeway Blue Chip ETF (BBLU).
QQQ and BBLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022.
Performance
QQQ vs. BBLU - Performance Comparison
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QQQ vs. BBLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | -4.65% | 20.77% | 25.58% | 54.86% | -0.90% |
BBLU Ea Bridgeway Blue Chip ETF | -2.95% | 18.40% | 27.47% | 31.11% | 6.20% |
Returns By Period
In the year-to-date period, QQQ achieves a -4.65% return, which is significantly lower than BBLU's -2.95% return.
QQQ
- 1D
- 0.11%
- 1M
- -2.64%
- YTD
- -4.65%
- 6M
- -3.18%
- 1Y
- 23.45%
- 3Y*
- 22.97%
- 5Y*
- 13.18%
- 10Y*
- 19.05%
BBLU
- 1D
- 0.37%
- 1M
- -2.50%
- YTD
- -2.95%
- 6M
- -0.56%
- 1Y
- 17.21%
- 3Y*
- 20.03%
- 5Y*
- —
- 10Y*
- —
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QQQ vs. BBLU - Expense Ratio Comparison
QQQ has a 0.18% expense ratio, which is higher than BBLU's 0.15% 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
QQQ vs. BBLU — Risk / Return Rank
QQQ
BBLU
QQQ vs. BBLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Ea Bridgeway Blue Chip ETF (BBLU). 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.
| QQQ | BBLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.02 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.55 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.61 | +0.32 |
Martin ratioReturn relative to average drawdown | 7.00 | 7.16 | -0.16 |
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
| QQQ | BBLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.02 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.57 | -1.19 |
Correlation
The correlation between QQQ and BBLU is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QQQ vs. BBLU - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.48%, less than BBLU's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
BBLU Ea Bridgeway Blue Chip ETF | 1.29% | 1.25% | 1.39% | 1.68% | 32.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QQQ vs. BBLU - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than BBLU's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for QQQ and BBLU.
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Drawdown Indicators
| QQQ | BBLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -17.20% | -65.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -7.27% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | — | — |
Current DrawdownCurrent decline from peak | -7.75% | -4.57% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -32.98% | -2.04% | -30.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.52% | +0.96% |
Volatility
QQQ vs. BBLU - Volatility Comparison
Invesco QQQ ETF (QQQ) has a higher volatility of 6.38% compared to Ea Bridgeway Blue Chip ETF (BBLU) at 4.26%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | BBLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 4.26% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 8.41% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 17.02% | +5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 14.70% | +7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 14.70% | +7.54% |