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QQQ vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQ vs. SMH - Performance Comparison

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

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QQQ vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
SMH
VanEck Semiconductor ETF
6.46%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Returns By Period

In the year-to-date period, QQQ achieves a -5.93% return, which is significantly lower than SMH's 6.46% return. Over the past 10 years, QQQ has underperformed SMH with an annualized return of 18.85%, while SMH has yielded a comparatively higher 31.28% annualized return.


QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%

SMH

1D
5.76%
1M
-5.65%
YTD
6.46%
6M
17.84%
1Y
81.87%
3Y*
43.47%
5Y*
25.59%
10Y*
31.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQ vs. SMH - Expense Ratio Comparison

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


Return for Risk

QQQ vs. SMH — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9393
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
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. SMH - Risk-Adjusted Trends Comparison

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


QQQSMHDifference

Sharpe ratio

Return per unit of total volatility

1.05

2.23

-1.19

Sortino ratio

Return per unit of downside risk

1.63

2.85

-1.22

Omega ratio

Gain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratio

Return relative to maximum drawdown

1.88

5.10

-3.22

Martin ratio

Return relative to average drawdown

6.95

18.29

-11.34

QQQ vs. SMH - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 1.05, which is lower than the SMH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of QQQ and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

2.23

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.74

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.97

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.28

+0.09

Correlation

The correlation between QQQ and SMH is 0.83, 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. SMH - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.49%, more than SMH's 0.29% yield.


TTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SMH
VanEck Semiconductor ETF
0.29%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

QQQ vs. SMH - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, roughly equal to the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for QQQ and SMH.


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Drawdown Indicators


QQQSMHDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-84.96%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-15.95%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-45.30%

+10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-45.30%

+10.18%

Current Drawdown

Current decline from peak

-8.98%

-10.03%

+1.05%

Average Drawdown

Average peak-to-trough decline

-32.99%

-41.36%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

4.44%

-1.03%

Volatility

QQQ vs. SMH - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 6.51%, while VanEck Semiconductor ETF (SMH) has a volatility of 12.11%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

12.11%

-5.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

23.95%

-11.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

36.84%

-14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

34.71%

-12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

32.28%

-10.03%