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QQQ vs. OUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQ achieves a -4.65% return, which is significantly lower than OUSA's -2.91% return. Over the past 10 years, QQQ has outperformed OUSA with an annualized return of 19.05%, while OUSA has yielded a comparatively lower 9.97% annualized return.


QQQ

1D
0.11%
1M
-3.81%
YTD
-4.65%
6M
-2.77%
1Y
39.07%
3Y*
22.97%
5Y*
13.18%
10Y*
19.05%

OUSA

1D
0.18%
1M
-4.27%
YTD
-2.91%
6M
-0.85%
1Y
15.37%
3Y*
11.41%
5Y*
8.72%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. OUSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
-4.65%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
OUSA
OShares U.S. Quality Dividend ETF
-2.91%10.23%17.09%13.44%-9.33%23.75%6.96%25.03%-3.11%18.81%

Correlation

The correlation between QQQ and OUSA is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


QQQ vs. OUSA - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than OUSA's 0.48% expense ratio.


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Return for Risk

QQQ vs. OUSA — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 5858
Overall Rank
QQQ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQ Omega Ratio Rank: 5959
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
QQQ Martin Ratio Rank: 5757
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 2424
Overall Rank
OUSA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2424
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2424
Omega Ratio Rank
OUSA Calmar Ratio Rank: 2222
Calmar Ratio Rank
OUSA Martin Ratio Rank: 2626
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.

QQQ vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and OShares U.S. Quality Dividend ETF (OUSA). 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.


QQQOUSADifference

Sharpe ratio

Return per unit of total volatility

1.04

0.47

+0.56

Sortino ratio

Return per unit of downside risk

1.62

0.78

+0.84

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.13

Calmar ratio

Return relative to maximum drawdown

1.93

0.69

+1.24

Martin ratio

Return relative to average drawdown

7.00

2.77

+4.23

QQQ vs. OUSA - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 1.04, which is higher than the OUSA Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of QQQ and OUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQQOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.47

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.66

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.66

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.66

-0.29

Drawdowns

QQQ vs. OUSA - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than OUSA's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for QQQ and OUSA.


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Drawdown Indicators


QQQOUSADifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-33.12%

-49.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-8.36%

-3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-19.54%

-15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-33.12%

-2.00%

Current Drawdown

Current decline from peak

-7.75%

-6.40%

-1.35%

Average Drawdown

Average peak-to-trough decline

-32.98%

-3.54%

-29.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.45%

+1.03%

Volatility

QQQ vs. OUSA - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 6.38% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.77%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

3.77%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

7.25%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

13.82%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

13.30%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

15.14%

+7.10%

Dividends

QQQ vs. OUSA - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.48%, less than OUSA's 1.46% yield.


TTM20252024202320222021202020192018201720162015
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%
OUSA
OShares U.S. Quality Dividend ETF
1.46%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%