QQQA vs. SGRT

Last updated Jun 26, 2026

QQQA (ProShares Nasdaq-100 Dorsey Wright Momentum ETF) and SGRT (SMART Earnings Growth 30 ETF) are both exchange-traded funds - QQQA is a Nasdaq-100 fund tracking the NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross, while SGRT is a Large Cap Growth Equities fund. QQQA is passively managed, while SGRT is actively managed. Their correlation of 0.84 suggests significant overlap in exposure. QQQA charges 0.58%/yr vs 0.59%/yr for SGRT.

Performance

QQQA vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQA achieves a 65.39% return, which is significantly higher than SGRT's 49.54% return.

QQQA

• 1D: 1.95%
• 1M: 7.50%
• YTD: 65.39%
• 6M: 61.39%
• 1Y: 87.84%
• 3Y*: 34.29%
• 5Y*: 14.43%
• 10Y*: —

SGRT

• 1D: 3.17%
• 1M: 2.19%
• YTD: 49.54%
• 6M: 44.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQA vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	65.39%	12.41%
SGRT SMART Earnings Growth 30 ETF	49.54%	26.83%

Correlation

The correlation between QQQA and SGRT is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025	0.84

Return for Risk

QQQA vs. SGRT — Risk / Return Rank

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

QQQA

QQQA Risk / Return Rank: 91
QQQA Sharpe Ratio Rank: 93
QQQA Sortino Ratio Rank: 86
QQQA Omega Ratio Rank: 88
QQQA Calmar Ratio Rank: 94
QQQA Martin Ratio Rank: 93

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

QQQA vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) and SMART Earnings Growth 30 ETF (SGRT). 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.

	QQQA	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	2.92	—	—
Sortino ratio: Return per unit of downside risk	3.36	—	—
Omega ratio: Gain probability vs. loss probability	1.47	—	—
Calmar ratio: Return relative to maximum drawdown	6.07	—	—
Martin ratio: Return relative to average drawdown	21.55	—	—

Drawdowns

QQQA vs. SGRT - Drawdown Comparison

The maximum QQQA drawdown since its inception was -38.44%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for QQQA and SGRT.

Drawdown Indicators

	QQQA	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-38.44%	-17.87%	-20.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.54%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-30.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.44%	—	—
Current Drawdown Current decline from peak	-5.47%	-2.68%	-2.79%
Average Drawdown Average peak-to-trough decline	-15.53%	-3.23%	-12.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.09%	—	—

Volatility

Volatility by Period

	QQQA	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.28%	35.38%	-5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.74%	35.38%	-8.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.54%	35.38%	-8.84%

QQQA vs. SGRT - Expense Ratio Comparison

QQQA has a 0.58% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

QQQA vs. SGRT - Dividend Comparison

QQQA's dividend yield for the trailing twelve months is around 0.02%, less than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	0.02%	0.10%	0.09%	0.34%	0.28%	0.10%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QQQA and SGRT in my portfolio?

QQQA and SGRT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QQQA or SGRT?

On fees, QQQA is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QQQA or SGRT?

QQQA is cheaper with a 0.58% expense ratio, compared with 0.59% for SGRT.

Which ETF pays a higher dividend yield, QQQA or SGRT?

SGRT has the higher dividend yield at 0.11%, compared with 0.02% for QQQA.

What is the main difference between QQQA and SGRT?

QQQA is categorized as Nasdaq-100, while SGRT is Large Cap Growth Equities. Their fees differ too: 0.58% for QQQA and 0.59% for SGRT.