PortfoliosLab logoPortfoliosLab logo
QQQ vs. XLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Communication Services Select Sector SPDR Fund (XLC). 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 XLC's -4.85% 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%

XLC

1D
-0.42%
1M
-4.66%
YTD
-4.85%
6M
-3.59%
1Y
10.19%
3Y*
21.60%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. XLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-12.19%
XLC
Communication Services Select Sector SPDR Fund
-4.85%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.45%

Correlation

The correlation between QQQ and XLC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.71

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

0.82

Over the past year, the correlation between QQQ and XLC has dropped to 0.55 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

QQQ vs. XLC - Sectors Allocation Comparison


Sectors
QQQ
XLC

Technology

58.7%
4.7%

Communication Services

14.3%
95.1%

Consumer Cyclical

11.4%

-

Consumer Defensive

6.4%

-

Healthcare

3.7%

-

Industrials

2.6%

-

Utilities

1.2%

-

Basic Materials

1.0%

-

Energy

0.5%

-

Financial Services

0.2%

-

Real Estate

0.1%

-

Technology

QQQ
58.7%
XLC
4.7%

Communication Services

QQQ
14.3%
XLC
95.1%

Consumer Cyclical

QQQ
11.4%
XLC

-

Consumer Defensive

QQQ
6.4%
XLC

-

Healthcare

QQQ
3.7%
XLC

-

Industrials

QQQ
2.6%
XLC

-

Utilities

QQQ
1.2%
XLC

-

Basic Materials

QQQ
1.0%
XLC

-

Energy

QQQ
0.5%
XLC

-

Financial Services

QQQ
0.2%
XLC

-

Real Estate

QQQ
0.1%
XLC

-

Compare stocks, funds, or ETFs

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


Return for Risk

QQQ vs. XLC — 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

XLC
XLC Risk / Return Rank: 2222
Overall Rank
XLC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2222
Sortino Ratio Rank
XLC Omega Ratio Rank: 2020
Omega Ratio Rank
XLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
XLC Martin Ratio Rank: 2424
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. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Communication Services Select Sector SPDR Fund (XLC). 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.


QQQXLCDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.37

1.12

+0.25

Calmar ratioReturn relative to maximum drawdown

3.01

0.86

+2.15

Martin ratioReturn relative to average drawdown

11.22

2.73

+8.49

QQQ vs. XLC - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the XLC Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of QQQ and XLC, 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. XLC - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for QQQ and XLC.


Loading charts...

Drawdown Indicators


QQQXLCDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-46.65%

-36.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-10.57%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-17.97%

-4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-46.65%

+11.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-3.33%

-6.72%

+3.39%

Average Drawdown

Average peak-to-trough decline

-32.75%

-10.58%

-22.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.33%

-0.13%

Volatility

QQQ vs. XLC - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.57%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QQQXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.57%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

9.65%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

13.28%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

20.68%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

22.17%

+0.21%

QQQ vs. XLC - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is higher than XLC's 0.13% expense ratio. However, 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. XLC - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than XLC's 1.25% 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%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%

Frequently Asked Questions


QQQ and XLC have a correlation of 0.55, 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 XLC (3.57%). In terms of maximum drawdown, QQQ dropped -82.97% vs XLC's -46.65%.

On 5-year performance, QQQ leads with 16.85% vs 8.03% for XLC. On fees, XLC is cheaper at 0.13% per year. On volatility, XLC has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QQQ has performed better with a 16.85% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLC is cheaper with a 0.13% expense ratio, compared with 0.18% for QQQ.

XLC has the higher dividend yield at 1.25%, compared with 0.39% for QQQ.

QQQ is categorized as Nasdaq-100, while XLC is Communications Equities. QQQ tracks NASDAQ-100 Index, while XLC tracks S&P Communication Services Select Sector Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.18% for QQQ and 0.13% for XLC.

QQQ currently has the higher Sharpe Ratio (2.09 vs 0.69), 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 XLC

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