PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QQQ vs. RTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQQ vs. RTH

Last updated Jun 14, 2026

QQQ (Invesco QQQ ETF) and RTH (VanEck Vectors Retail ETF) are both exchange-traded funds - QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while RTH is a Consumer Discretionary Equities fund tracking the MVIS US Listed Retail 25 Index. Both are passively managed. Over the past 10 years, QQQ returned 21.79%/yr vs 14.35%/yr for RTH. A 0.70 correlation means they provide meaningful diversification when combined. QQQ charges 0.18%/yr vs 0.35%/yr for RTH.

Performance

QQQ vs. RTH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than RTH's 4.33% return. Over the past 10 years, QQQ has outperformed RTH with an annualized return of 21.79%, while RTH has yielded a comparatively lower 14.35% annualized return.

QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

RTH

1D
-0.06%
1M
-1.59%
YTD
4.33%
6M
2.84%
1Y
12.87%
3Y*
16.16%
5Y*
9.69%
10Y*
14.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. RTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF		17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
RTH
VanEck Vectors Retail ETF		4.33%12.36%20.02%20.07%-17.67%24.94%31.62%29.06%3.87%22.45%

Correlation

The correlation between QQQ and RTH is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since May 17, 2001

0.70

Over the past year, the correlation between QQQ and RTH has dropped to 0.42 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

QQQ vs. RTH - Sectors Allocation Comparison

Sectors
QQQ
RTH

Technology

58.7%

-

Communication Services

14.3%

-

Consumer Cyclical

11.4%
57.2%

Consumer Defensive

6.4%
26.8%

Healthcare

3.7%
13.4%

Industrials

2.6%
2.6%

Utilities

1.2%

-

Basic Materials

1.0%

-

Energy

0.5%

-

Financial Services

0.2%

-

Real Estate

0.1%

-

Technology

QQQ
58.7%
RTH

-

Communication Services

QQQ
14.3%
RTH

-

Consumer Cyclical

QQQ
11.4%
RTH
57.2%

Consumer Defensive

QQQ
6.4%
RTH
26.8%

Healthcare

QQQ
3.7%
RTH
13.4%

Industrials

QQQ
2.6%
RTH
2.6%

Utilities

QQQ
1.2%
RTH

-

Basic Materials

QQQ
1.0%
RTH

-

Energy

QQQ
0.5%
RTH

-

Financial Services

QQQ
0.2%
RTH

-

Real Estate

QQQ
0.1%
RTH

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco QQQ ETF

VanEck Vectors Retail ETF

Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI
Often compared with RTH:
RTH vs. XRTRTH vs. FSRPXRTH vs. FSTARTH vs. VOORTH vs. IEDIRTH vs. IYKRTH vs. RETL

Return for Risk

QQQ vs. RTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank
RTH
RTH Risk / Return Rank: 3232
Overall Rank
RTH Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RTH Sortino Ratio Rank: 3232
Sortino Ratio Rank
RTH Omega Ratio Rank: 2929
Omega Ratio Rank
RTH Calmar Ratio Rank: 3434
Calmar Ratio Rank
RTH Martin Ratio Rank: 3636
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. RTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and VanEck Vectors Retail ETF (RTH). 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.

QQQRTHDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.97

+1.12

Sortino ratioReturn per unit of downside risk
2.73
1.52

+1.21

Omega ratioGain probability vs. loss probability

1.37

1.18

+0.19

Calmar ratioReturn relative to maximum drawdown

3.01

1.50

+1.51

Martin ratioReturn relative to average drawdown

11.22

4.99

+6.23

QQQ vs. RTH - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the RTH Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QQQ and RTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

QQQ vs. RTH - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than RTH's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for QQQ and RTH.

Loading charts...

Drawdown Indicators

QQQRTHDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-42.32%

-40.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-7.83%

-4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-13.80%

-8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-25.00%

-10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-25.00%

-10.12%

Current Drawdown

Current decline from peak

-3.33%

-3.58%

+0.25%

Average Drawdown

Average peak-to-trough decline

-32.75%

-7.34%

-25.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.35%

+0.85%

Volatility

QQQ vs. RTH - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to VanEck Vectors Retail ETF (RTH) at 3.85%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

QQQRTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.85%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

9.28%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

12.09%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

16.81%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

17.54%

+4.84%

QQQ vs. RTH - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than RTH's 0.35% expense ratio.

Dividends

QQQ vs. RTH - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than RTH's 0.93% yield.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
RTH
VanEck Vectors Retail ETF		0.93%0.97%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%

Frequently Asked Questions

QQQ and RTH have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQ has higher volatility (7.56%) compared to RTH (3.85%). In terms of maximum drawdown, QQQ dropped -82.97% vs RTH's -42.32%.

On 10-year performance, QQQ leads with 21.79% vs 14.35% for RTH. On fees, QQQ is cheaper at 0.18% per year. On volatility, RTH has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QQQ has performed better with a 21.79% return vs 14.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.35% for RTH.

RTH has the higher dividend yield at 0.93%, compared with 0.39% for QQQ.

QQQ is categorized as Nasdaq-100, while RTH is Consumer Discretionary Equities. QQQ tracks NASDAQ-100 Index, while RTH tracks MVIS US Listed Retail 25 Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.18% for QQQ and 0.35% for RTH.

QQQ currently has the higher Sharpe Ratio (2.09 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QQQ and RTH

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

Open Portfolio Optimizer