QQQM vs. QGRW

Last updated Jun 14, 2026

QQQM (Invesco NASDAQ 100 ETF) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, QQQM returned 26.52%/yr vs 26.27%/yr for QGRW. With a 0.98 correlation, they move nearly in lockstep. QQQM charges 0.15%/yr vs 0.28%/yr for QGRW.

Performance

QQQM vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 ETF (QQQM) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQM achieves a 17.59% return, which is significantly higher than QGRW's 10.35% return.

QQQM

• 1D: 0.67%
• 1M: 0.22%
• YTD: 17.59%
• 6M: 17.91%
• 1Y: 37.64%
• 3Y*: 26.52%
• 5Y*: 16.94%
• 10Y*: —

QGRW

• 1D: 0.15%
• 1M: -2.31%
• YTD: 10.35%
• 6M: 11.58%
• 1Y: 29.61%
• 3Y*: 26.27%
• 5Y*: —
• 10Y*: —

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

QQQM vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QQQM Invesco NASDAQ 100 ETF	17.59%	20.85%	25.68%	55.01%	-6.77%
QGRW WisdomTree U.S. Quality Growth Fund	10.35%	19.20%	34.85%	56.05%	-3.07%

Correlation

The correlation between QQQM and QGRW is 0.96 - 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.98

The correlation between QQQM and QGRW has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

QQQM vs. QGRW - Sectors Allocation Comparison

Sectors	QQQM	QGRW
Technology	58.7%	55.0%
Communication Services	14.3%	16.4%
Consumer Cyclical	11.4%	11.6%
Consumer Defensive	6.4%	0.5%
Healthcare	3.7%	4.4%
Industrials	2.6%	7.6%
Utilities	1.2%	0.3%
Basic Materials	1.0%	-
Energy	0.5%	0.5%
Financial Services	0.2%	3.7%
Real Estate	0.1%	-

Return for Risk

QQQM vs. QGRW — Risk / Return Rank

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

QQQM

QQQM Risk / Return Rank: 72
QQQM Sharpe Ratio Rank: 76
QQQM Sortino Ratio Rank: 71
QQQM Omega Ratio Rank: 73
QQQM Calmar Ratio Rank: 69
QQQM Martin Ratio Rank: 70

QGRW

QGRW Risk / Return Rank: 47
QGRW Sharpe Ratio Rank: 50
QGRW Sortino Ratio Rank: 46
QGRW Omega Ratio Rank: 48
QGRW Calmar Ratio Rank: 41
QGRW Martin Ratio Rank: 47

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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.

	QQQM	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.52	+0.58
Sortino ratio: Return per unit of downside risk	2.74	2.06	+0.68
Omega ratio: Gain probability vs. loss probability	1.37	1.27	+0.10
Calmar ratio: Return relative to maximum drawdown	3.02	1.80	+1.21
Martin ratio: Return relative to average drawdown	11.23	6.86	+4.37

QQQM vs. QGRW - Sharpe Ratio Comparison

The current QQQM Sharpe Ratio is 2.11, which is higher than the QGRW Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of QQQM and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QQQM vs. QGRW - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.04%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for QQQM and QGRW.

Drawdown Indicators

	QQQM	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-35.04%	-24.40%	-10.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-15.44%	+3.48%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-24.40%	+1.70%
Max Drawdown (5Y) Largest decline over 5 years	-35.04%	—	—
Current Drawdown Current decline from peak	-3.33%	-5.67%	+2.34%
Average Drawdown Average peak-to-trough decline	-8.23%	-3.27%	-4.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	4.04%	-0.83%

Volatility

QQQM vs. QGRW - Volatility Comparison

Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 7.45% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 7.09%. This indicates that QQQM's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQM	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.45%	7.09%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	13.71%	14.83%	-1.12%
Volatility (1Y) Calculated over the trailing 1-year period	17.11%	18.25%	-1.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.40%	21.20%	+1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.22%	21.20%	+1.02%

QQQM vs. QGRW - Expense Ratio Comparison

QQQM has a 0.15% expense ratio, which is lower than QGRW's 0.28% expense ratio.

Dividends

QQQM vs. QGRW - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.43%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%

Frequently Asked Questions

Can I hold both QQQM and QGRW in my portfolio?

With a correlation of 0.96, QQQM and QGRW 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.

Which is riskier, QQQM or QGRW?

QQQM has higher volatility (7.45%) compared to QGRW (7.09%). In terms of maximum drawdown, QQQM dropped -35.04% vs QGRW's -24.40%.

Which ETF is better, QQQM or QGRW?

On 3-year performance, QQQM leads with 26.52% vs 26.27% for QGRW. On fees, QQQM is cheaper at 0.15% per year. On volatility, QGRW has been the lower-risk option at 7.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQM or QGRW?

Over the 3-year period, QQQM has performed better with a 26.52% return vs 26.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQM or QGRW?

QQQM is cheaper with a 0.15% expense ratio, compared with 0.28% for QGRW.

Which ETF pays a higher dividend yield, QQQM or QGRW?

QQQM has the higher dividend yield at 0.43%, compared with 0.08% for QGRW.

What is the main difference between QQQM and QGRW?

QQQM is categorized as Nasdaq-100, while QGRW is Large Cap Growth Equities. QQQM tracks NASDAQ-100 Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.15% for QQQM and 0.28% for QGRW.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (2.11 vs 1.52), 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.