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QQQ vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and abrdn Physical Silver Shares ETF (SIVR). 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 17.57% return, which is significantly higher than SIVR's -4.75% return. Over the past 10 years, QQQ has outperformed SIVR with an annualized return of 21.79%, while SIVR has yielded a comparatively lower 14.22% annualized return.


QQQ

1D
0.59%
1M
0.93%
YTD
17.57%
6M
17.85%
1Y
35.82%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

SIVR

1D
0.78%
1M
-22.74%
YTD
-4.75%
6M
9.46%
1Y
85.68%
3Y*
41.59%
5Y*
19.07%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. SIVR - 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%
SIVR
abrdn Physical Silver Shares ETF
-4.75%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between QQQ and SIVR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.25

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

0.22

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2009

0.19

The correlation between QQQ and SIVR shifts across timeframes, from 0.19 (10 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ vs. SIVR — 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

SIVR
SIVR Risk / Return Rank: 4343
Overall Rank
SIVR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3838
Sortino Ratio Rank
SIVR Omega Ratio Rank: 5454
Omega Ratio Rank
SIVR Calmar Ratio Rank: 4343
Calmar Ratio Rank
SIVR Martin Ratio Rank: 3232
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. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and abrdn Physical Silver Shares ETF (SIVR). 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.


QQQSIVRDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.37

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

3.01

1.90

+1.11

Martin ratioReturn relative to average drawdown

11.22

4.12

+7.10

QQQ vs. SIVR - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the SIVR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of QQQ and SIVR, 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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Drawdowns

QQQ vs. SIVR - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than SIVR's maximum drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for QQQ and SIVR.


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Drawdown Indicators


QQQSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-75.85%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-45.33%

+33.37%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-45.33%

+22.56%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-45.33%

+10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-45.33%

+10.21%

Current Drawdown

Current decline from peak

-3.33%

-41.89%

+38.56%

Average Drawdown

Average peak-to-trough decline

-32.75%

-47.83%

+15.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

20.85%

-17.65%

Volatility

QQQ vs. SIVR - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 7.56%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.37%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

16.37%

-8.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

59.11%

-45.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

59.76%

-42.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

36.48%

-13.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

32.03%

-9.65%

QQQ vs. SIVR - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than SIVR's 0.30% expense ratio.


Dividends

QQQ vs. SIVR - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, while SIVR has not paid dividends to shareholders.


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%
SIVR
abrdn Physical Silver Shares 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%

Frequently Asked Questions


QQQ and SIVR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (16.37%) compared to QQQ (7.56%). In terms of maximum drawdown, QQQ dropped -82.97% vs SIVR's -75.85%.

On 10-year performance, QQQ leads with 21.79% vs 14.22% for SIVR. On fees, QQQ is cheaper at 0.18% per year. On volatility, QQQ has been the lower-risk option at 7.56%. 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 14.22%. 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 0.30% for SIVR.

QQQ has the higher dividend yield at 0.39%, compared with 0.00% for SIVR.

QQQ is categorized as Nasdaq-100, while SIVR is Silver. QQQ tracks NASDAQ-100 Index, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Invesco and abrdn. Their fees differ too: 0.18% for QQQ and 0.30% for SIVR.

QQQ currently has the higher Sharpe Ratio (2.09 vs 1.44), 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

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