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REM vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REM and QQQ is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

REM vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage Real Estate ETF (REM) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
-32.42%
1,060.88%
REM
QQQ

Key characteristics

Sharpe Ratio

REM:

0.12

QQQ:

0.49

Sortino Ratio

REM:

0.30

QQQ:

0.85

Omega Ratio

REM:

1.04

QQQ:

1.12

Calmar Ratio

REM:

0.07

QQQ:

0.54

Martin Ratio

REM:

0.45

QQQ:

1.86

Ulcer Index

REM:

5.64%

QQQ:

6.59%

Daily Std Dev

REM:

20.89%

QQQ:

25.26%

Max Drawdown

REM:

-74.72%

QQQ:

-82.98%

Current Drawdown

REM:

-33.43%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, REM achieves a -3.05% return, which is significantly higher than QQQ's -8.45% return. Over the past 10 years, REM has underperformed QQQ with an annualized return of 0.93%, while QQQ has yielded a comparatively higher 16.49% annualized return.


REM

YTD

-3.05%

1M

-9.49%

6M

-6.40%

1Y

1.65%

5Y*

9.19%

10Y*

0.93%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*Annualized

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REM vs. QQQ - Expense Ratio Comparison

REM has a 0.48% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for REM: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REM: 0.48%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

REM vs. QQQ — Risk-Adjusted Performance Rank

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

REM
The Risk-Adjusted Performance Rank of REM is 3131
Overall Rank
The Sharpe Ratio Rank of REM is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of REM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of REM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of REM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of REM is 3333
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REM vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and Invesco QQQ (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.


The chart of Sharpe ratio for REM, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.00
REM: 0.12
QQQ: 0.49
The chart of Sortino ratio for REM, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.00
REM: 0.30
QQQ: 0.85
The chart of Omega ratio for REM, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
REM: 1.04
QQQ: 1.12
The chart of Calmar ratio for REM, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.00
REM: 0.07
QQQ: 0.54
The chart of Martin ratio for REM, currently valued at 0.45, compared to the broader market0.0020.0040.0060.00
REM: 0.45
QQQ: 1.86

The current REM Sharpe Ratio is 0.12, which is lower than the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of REM and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.12
0.49
REM
QQQ

Dividends

REM vs. QQQ - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.94%, more than QQQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014
REM
iShares Mortgage Real Estate ETF
9.94%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%14.53%
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

REM vs. QQQ - Drawdown Comparison

The maximum REM drawdown since its inception was -74.72%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for REM and QQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.43%
-13.25%
REM
QQQ

Volatility

REM vs. QQQ - Volatility Comparison

The current volatility for iShares Mortgage Real Estate ETF (REM) is 13.14%, while Invesco QQQ (QQQ) has a volatility of 16.89%. This indicates that REM 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.14%
16.89%
REM
QQQ