QRFT vs. QQQ

Last updated Jun 4, 2026

QRFT (QRAFT AI Enhanced U.S. Large Cap ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - QRFT is a Large Cap Growth Equities fund actively managed by Exchange Traded Concepts, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. QRFT is actively managed, while QQQ is passively managed. Over the past 5 years, QRFT returned 12.39%/yr vs 17.97%/yr for QQQ. Their correlation of 0.89 suggests significant overlap in exposure. QRFT charges 0.75%/yr vs 0.18%/yr for QQQ.

Performance

QRFT vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QRFT achieves a 12.60% return, which is significantly lower than QQQ's 21.30% return.

QRFT

• 1D: -0.34%
• 1M: 6.39%
• YTD: 12.60%
• 6M: 12.89%
• 1Y: 28.98%
• 3Y*: 21.65%
• 5Y*: 12.39%
• 10Y*: —

QQQ

• 1D: -0.26%
• 1M: 10.60%
• YTD: 21.30%
• 6M: 19.66%
• 1Y: 41.82%
• 3Y*: 28.78%
• 5Y*: 17.97%
• 10Y*: 21.94%

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

QRFT vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	12.60%	17.95%	21.36%	24.16%	-22.69%	22.74%	40.05%	14.90%
QQQ Invesco QQQ ETF	21.30%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	17.68%

Correlation

The correlation between QRFT and QQQ is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since May 22, 2019	0.89

The correlation between QRFT and QQQ has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

QRFT vs. QQQ - Sectors Allocation Comparison

Sectors	QRFT	QQQ
Technology	35.4%	53.8%
Financial Services	10.7%	0.2%
Communication Services	10.2%	15.8%
Consumer Cyclical	10.1%	12.3%
Industrials	9.7%	2.8%
Healthcare	8.8%	4.2%
Consumer Defensive	6.7%	7.7%
Energy	4.2%	0.6%
Basic Materials	2.0%	1.1%
Utilities	1.4%	1.4%
Real Estate	1.0%	0.1%

Return for Risk

QRFT vs. QQQ — Risk / Return Rank

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

QRFT

QRFT Risk / Return Rank: 67
QRFT Sharpe Ratio Rank: 67
QRFT Sortino Ratio Rank: 65
QRFT Omega Ratio Rank: 65
QRFT Calmar Ratio Rank: 64
QRFT Martin Ratio Rank: 74

QQQ

QQQ Risk / Return Rank: 73
QQQ Sharpe Ratio Rank: 79
QQQ Sortino Ratio Rank: 75
QQQ Omega Ratio Rank: 74
QQQ Calmar Ratio Rank: 69
QQQ Martin Ratio Rank: 71

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.

QRFT vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Invesco QQQ ETF (QQQ). 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.

	QRFT	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.64	-0.41
Sortino ratio: Return per unit of downside risk	3.05	3.45	-0.40
Omega ratio: Gain probability vs. loss probability	1.40	1.45	-0.06
Calmar ratio: Return relative to maximum drawdown	3.19	3.51	-0.32
Martin ratio: Return relative to average drawdown	14.12	13.49	+0.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QRFT vs. QQQ - Sharpe Ratio Comparison

The current QRFT Sharpe Ratio is 2.23, which is comparable to the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of QRFT and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QRFT	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.64	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.81	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.41	+0.45

Drawdowns

QRFT vs. QQQ - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for QRFT and QQQ.

Drawdown Indicators

	QRFT	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-30.19%	-82.97%	+52.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	-11.96%	+2.84%
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	-22.77%	+2.78%
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	-35.12%	+6.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-0.34%	-0.26%	-0.08%
Average Drawdown Average peak-to-trough decline	-6.79%	-32.79%	+26.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	3.11%	-1.05%

Volatility

QRFT vs. QQQ - Volatility Comparison

The current volatility for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) is 3.45%, while Invesco QQQ ETF (QQQ) has a volatility of 4.49%. This indicates that QRFT experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QRFT	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	4.49%	-1.04%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	12.10%	-2.13%
Volatility (1Y) Calculated over the trailing 1-year period	13.08%	15.94%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	22.38%	-5.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	22.29%	-2.19%

QRFT vs. QQQ - Expense Ratio Comparison

QRFT has a 0.75% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

QRFT vs. QQQ - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.25%, less than QQQ's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.25%	0.27%	0.52%	0.77%	0.83%	0.05%	1.81%	4.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QRFT and QQQ in my portfolio?

With a correlation of 0.93, QRFT and QQQ 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, QRFT or QQQ?

QQQ has higher volatility (4.49%) compared to QRFT (3.45%). In terms of maximum drawdown, QRFT dropped -30.19% vs QQQ's -82.97%.

Which ETF is better, QRFT or QQQ?

On 5-year performance, QQQ leads with 17.97% vs 12.39% for QRFT. On fees, QQQ is cheaper at 0.18% per year. On volatility, QRFT has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QRFT or QQQ?

Over the 5-year period, QQQ has performed better with a 17.97% return vs 12.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QRFT or QQQ?

QQQ is cheaper with a 0.18% expense ratio, compared with 0.75% for QRFT.

Which ETF pays a higher dividend yield, QRFT or QQQ?

QQQ has the higher dividend yield at 0.38%, compared with 0.25% for QRFT.

What is the main difference between QRFT and QQQ?

QRFT is categorized as Large Cap Growth Equities, while QQQ is Nasdaq-100. They also come from different issuers: Exchange Traded Concepts and Invesco. Their fees differ too: 0.75% for QRFT and 0.18% for QQQ.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (2.64 vs 2.23), 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.