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QQQ vs. QEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. QEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Invesco QQQ Equal Weight ETF (QEW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%

QEW

1D
-0.11%
1M
10.55%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. QEW - Yearly Performance Comparison


Correlation

The correlation between QQQ and QEW is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.87

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Return for Risk

QQQ vs. QEW — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
Martin Ratio Rank

QEW
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. QEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Invesco QQQ Equal Weight ETF (QEW). 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.


QQQQEWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.51

Martin ratioReturn relative to average drawdown

13.49

QQQ vs. QEW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQQEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

9.75

-9.34

Drawdowns

QQQ vs. QEW - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than QEW's maximum drawdown of -4.15%. Use the drawdown chart below to compare losses from any high point for QQQ and QEW.


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Drawdown Indicators


QQQQEWDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-4.15%

-78.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-0.26%

-0.11%

-0.15%

Average Drawdown

Average peak-to-trough decline

-32.79%

-0.57%

-32.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

QQQ vs. QEW - Volatility Comparison


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Volatility by Period


QQQQEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

15.78%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

15.78%

+6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

15.78%

+6.51%

QQQ vs. QEW - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than QEW's 0.25% 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

QQQ vs. QEW - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.38%, while QEW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QEW
Invesco QQQ Equal Weight 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%
QQQ
Invesco QQQ ETF
0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


QQQ and QEW have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.25% for QEW.

QQQ has the higher dividend yield at 0.38%, compared with 0.00% for QEW.

QQQ tracks NASDAQ-100 Index, while QEW tracks Nasdaq-100 Equal Weighted Index. Their fees differ too: 0.18% for QQQ and 0.25% for QEW.

Portfolio Optimizer

Find the right allocation for QQQ and QEW

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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