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QQQ vs. XUHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. XUHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQQ is traded in USD, while XUHY.DE is traded in EUR. To make them comparable, the XUHY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than XUHY.DE's 1.48% 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%

XUHY.DE

1D
-0.47%
1M
0.15%
YTD
1.48%
6M
2.00%
1Y
7.28%
3Y*
8.59%
5Y*
3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. XUHY.DE - 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%-1.62%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
1.48%9.79%6.26%12.89%-11.60%3.57%6.19%16.20%-20.53%

Correlation

The correlation between QQQ and XUHY.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.30

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

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2018

0.40

The correlation between QQQ and XUHY.DE shifts across timeframes, from 0.30 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ vs. XUHY.DE — 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

XUHY.DE
XUHY.DE Risk / Return Rank: 4343
Overall Rank
XUHY.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 4949
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. XUHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). 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.


QQQXUHY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

3.01

2.52

+0.49

Martin ratioReturn relative to average drawdown

11.22

10.71

+0.52

QQQ vs. XUHY.DE - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the XUHY.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of QQQ and XUHY.DE, 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. XUHY.DE - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than XUHY.DE's maximum drawdown of -27.71%. Use the drawdown chart below to compare losses from any high point for QQQ and XUHY.DE.


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Drawdown Indicators


QQQXUHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-27.71%

-55.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-2.88%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-7.18%

-15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-16.48%

-18.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-3.33%

-0.47%

-2.86%

Average Drawdown

Average peak-to-trough decline

-32.75%

-6.91%

-25.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

0.68%

+2.52%

Volatility

QQQ vs. XUHY.DE - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) at 1.54%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXUHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

1.54%

+6.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

4.08%

+9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

5.60%

+11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

8.18%

+14.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

12.48%

+9.90%

QQQ vs. XUHY.DE - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than XUHY.DE's 0.20% 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. XUHY.DE - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than XUHY.DE's 6.60% 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%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.60%6.60%7.39%6.02%6.13%9.09%5.94%4.80%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQ and XUHY.DE have a correlation of 0.40, 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 0.20% for XUHY.DE.

QQQ is categorized as Nasdaq-100, while XUHY.DE is High Yield Bonds. QQQ tracks NASDAQ-100 Index, while XUHY.DE tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.18% for QQQ and 0.20% for XUHY.DE.

Portfolio Optimizer

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