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QQQM vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQM vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 ETF (QQQM) and iShares Nasdaq Premium Income Active ETF (BALQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQM achieves a 21.39% return, which is significantly lower than BALQ's 22.89% return.


QQQM

1D
-0.20%
1M
10.67%
YTD
21.39%
6M
19.75%
1Y
41.98%
3Y*
28.89%
5Y*
18.07%
10Y*

BALQ

1D
-0.21%
1M
11.15%
YTD
22.89%
6M
22.29%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQM vs. BALQ - Yearly Performance Comparison


2026 (YTD)2025
QQQM
Invesco NASDAQ 100 ETF
21.39%-1.35%
BALQ
iShares Nasdaq Premium Income Active ETF
22.89%-0.49%

Correlation

The correlation between QQQM and BALQ is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.99

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Return for Risk

QQQM vs. BALQ — Risk / Return Rank

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

QQQM
QQQM Risk / Return Rank: 7474
Overall Rank
QQQM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7575
Omega Ratio Rank
QQQM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7171
Martin Ratio Rank

BALQ
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.

QQQM vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


QQQMBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.53

Martin ratioReturn relative to average drawdown

13.52

QQQM vs. BALQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQMBALQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

2.81

-1.97

Drawdowns

QQQM vs. BALQ - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.04%, which is greater than BALQ's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for QQQM and BALQ.


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Drawdown Indicators


QQQMBALQDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-11.79%

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

Current Drawdown

Current decline from peak

-0.20%

-0.21%

+0.01%

Average Drawdown

Average peak-to-trough decline

-8.25%

-2.37%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

QQQM vs. BALQ - Volatility Comparison


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Volatility by Period


QQQMBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

18.03%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

18.03%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

18.03%

+4.09%

QQQM vs. BALQ - Expense Ratio Comparison

QQQM has a 0.15% expense ratio, which is lower than BALQ's 0.35% expense ratio.


Dividends

QQQM vs. BALQ - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.41%, less than BALQ's 4.59% yield.


PositionTTM202520242023202220212020
BALQ
iShares Nasdaq Premium Income Active ETF
4.59%0.95%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.41%0.50%0.61%0.65%0.83%0.40%0.16%

Frequently Asked Questions


With a correlation of 0.99, QQQM and BALQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QQQM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQM is cheaper with a 0.15% expense ratio, compared with 0.35% for BALQ.

BALQ has the higher dividend yield at 4.59%, compared with 0.41% for QQQM.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for QQQM and 0.35% for BALQ.

Portfolio Optimizer

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