QQQS vs. VTWO
Compare and contrast key facts about Invesco NASDAQ Future Gen 200 ETF (QQQS) and Vanguard Russell 2000 ETF (VTWO).
QQQS and VTWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQS is a passively managed fund by Invesco that tracks the performance of the Nasdaq Innovators Completion Cap Total Return Index. It was launched on Oct 13, 2022. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010. Both QQQS and VTWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QQQS vs. VTWO - Performance Comparison
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QQQS vs. VTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QQQS Invesco NASDAQ Future Gen 200 ETF | 0.79% | 23.03% | 10.20% | -1.94% | 6.56% |
VTWO Vanguard Russell 2000 ETF | 1.54% | 12.90% | 11.55% | 17.08% | 2.24% |
Returns By Period
In the year-to-date period, QQQS achieves a 0.79% return, which is significantly lower than VTWO's 1.54% return.
QQQS
- 1D
- 1.77%
- 1M
- -5.87%
- YTD
- 0.79%
- 6M
- 3.60%
- 1Y
- 53.03%
- 3Y*
- 8.90%
- 5Y*
- —
- 10Y*
- —
VTWO
- 1D
- 0.62%
- 1M
- -5.23%
- YTD
- 1.54%
- 6M
- 3.49%
- 1Y
- 26.61%
- 3Y*
- 13.37%
- 5Y*
- 3.63%
- 10Y*
- 9.96%
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QQQS vs. VTWO - Expense Ratio Comparison
QQQS has a 0.20% expense ratio, which is higher than VTWO's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QQQS vs. VTWO — Risk / Return Rank
QQQS
VTWO
QQQS vs. VTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Future Gen 200 ETF (QQQS) and Vanguard Russell 2000 ETF (VTWO). 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.
| QQQS | VTWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 1.15 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.70 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 1.91 | +1.22 |
Martin ratioReturn relative to average drawdown | 10.80 | 7.12 | +3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQQS | VTWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 1.15 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.16 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Correlation
The correlation between QQQS and VTWO is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QQQS vs. VTWO - Dividend Comparison
QQQS's dividend yield for the trailing twelve months is around 3.45%, more than VTWO's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQS Invesco NASDAQ Future Gen 200 ETF | 3.45% | 3.48% | 0.80% | 0.68% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWO Vanguard Russell 2000 ETF | 1.25% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Drawdowns
QQQS vs. VTWO - Drawdown Comparison
The maximum QQQS drawdown since its inception was -38.06%, smaller than the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for QQQS and VTWO.
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Drawdown Indicators
| QQQS | VTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.06% | -41.19% | +3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -13.90% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.88% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.19% | — |
Current DrawdownCurrent decline from peak | -7.82% | -7.29% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -8.47% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 3.74% | +1.06% |
Volatility
QQQS vs. VTWO - Volatility Comparison
Invesco NASDAQ Future Gen 200 ETF (QQQS) has a higher volatility of 10.13% compared to Vanguard Russell 2000 ETF (VTWO) at 7.38%. This indicates that QQQS's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQS | VTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 7.38% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 19.99% | 14.44% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 23.29% | +7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.42% | 22.49% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.42% | 23.04% | +5.38% |