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QQQM vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQM vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 ETF (QQQM) and iShares U.S. Technology ETF (IYW). 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 17.59% return, which is significantly lower than IYW's 22.66% return.


QQQM

1D
0.67%
1M
0.97%
YTD
17.59%
6M
17.91%
1Y
35.90%
3Y*
26.52%
5Y*
16.94%
10Y*

IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQM vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QQQM
Invesco NASDAQ 100 ETF
17.59%20.85%25.68%55.01%-32.52%27.45%6.64%
IYW
iShares U.S. Technology ETF
22.66%25.38%30.25%65.44%-34.83%35.44%6.17%

Correlation

The correlation between QQQM and IYW is 0.95 - 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 (1Y)
Calculated over the trailing 1-year period

0.95

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2020

0.98

The correlation between QQQM and IYW has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

QQQM vs. IYW — Risk / Return Rank

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

QQQM
QQQM Risk / Return Rank: 7272
Overall Rank
QQQM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7171
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7373
Omega Ratio Rank
QQQM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7070
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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.

QQQM vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and iShares U.S. Technology ETF (IYW). 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.


QQQMIYWDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

3.02

2.70

+0.31

Martin ratioReturn relative to average drawdown

11.23

8.68

+2.55

QQQM vs. IYW - Sharpe Ratio Comparison

The current QQQM Sharpe Ratio is 2.11, which is comparable to the IYW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of QQQM and IYW, 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

QQQM vs. IYW - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for QQQM and IYW.


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Drawdown Indicators


QQQMIYWDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-81.90%

+46.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-17.81%

+5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-26.47%

+3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

-39.44%

+4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

Current Drawdown

Current decline from peak

-3.33%

-5.81%

+2.48%

Average Drawdown

Average peak-to-trough decline

-8.23%

-34.62%

+26.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

5.54%

-2.33%

Volatility

QQQM vs. IYW - Volatility Comparison

The current volatility for Invesco NASDAQ 100 ETF (QQQM) is 7.45%, while iShares U.S. Technology ETF (IYW) has a volatility of 9.41%. This indicates that QQQM experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQMIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

9.41%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

17.67%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

21.47%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.40%

26.07%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

25.20%

-2.98%

QQQM vs. IYW - Expense Ratio Comparison

QQQM has a 0.15% expense ratio, which is lower than IYW's 0.38% expense ratio.


Dividends

QQQM vs. IYW - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.43%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
QQQM
Invesco NASDAQ 100 ETF
0.43%0.50%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, QQQM and IYW 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.

IYW has higher volatility (9.41%) compared to QQQM (7.45%). In terms of maximum drawdown, QQQM dropped -35.04% vs IYW's -81.90%.

On 5-year performance, IYW leads with 21.19% vs 16.94% for QQQM. On fees, QQQM is cheaper at 0.15% per year. On volatility, QQQM has been the lower-risk option at 7.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IYW has performed better with a 21.19% return vs 16.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQM is cheaper with a 0.15% expense ratio, compared with 0.38% for IYW.

QQQM has the higher dividend yield at 0.43%, compared with 0.11% for IYW.

QQQM is categorized as Nasdaq-100, while IYW is Technology Equities. QQQM tracks NASDAQ-100 Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for QQQM and 0.38% for IYW.

IYW currently has the higher Sharpe Ratio (2.24 vs 2.11), 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 QQQM and IYW

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