RTH vs. QQQ
Compare and contrast key facts about VanEck Vectors Retail ETF (RTH) and Invesco QQQ (QQQ).
RTH and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Retail 25 Index. It was launched on Dec 20, 2011. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both RTH and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTH or QQQ.
Key characteristics
| RTH | QQQ | |
|---|---|---|
| YTD Return | 20.63% | 26.02% |
| 1Y Return | 31.79% | 36.73% |
| 3Y Return (Ann) | 6.68% | 9.97% |
| 5Y Return (Ann) | 14.82% | 21.44% |
| 10Y Return (Ann) | 14.29% | 18.42% |
| Sharpe Ratio | 2.79 | 2.28 |
| Sortino Ratio | 3.83 | 2.98 |
| Omega Ratio | 1.49 | 1.41 |
| Calmar Ratio | 3.11 | 2.94 |
| Martin Ratio | 11.52 | 10.71 |
| Ulcer Index | 2.93% | 3.72% |
| Daily Std Dev | 12.03% | 17.35% |
| Max Drawdown | -41.80% | -82.98% |
| Current Drawdown | -0.01% | -0.06% |
Correlation
The correlation between RTH and QQQ is 0.71, 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.
Performance
RTH vs. QQQ - Performance Comparison
In the year-to-date period, RTH achieves a 20.63% return, which is significantly lower than QQQ's 26.02% return. Over the past 10 years, RTH has underperformed QQQ with an annualized return of 14.29%, while QQQ has yielded a comparatively higher 18.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RTH vs. QQQ - Expense Ratio Comparison
RTH has a 0.35% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
RTH vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) 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.
Dividends
RTH vs. QQQ - Dividend Comparison
RTH's dividend yield for the trailing twelve months is around 0.88%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 0.88% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% | 1.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
RTH vs. QQQ - Drawdown Comparison
The maximum RTH drawdown since its inception was -41.80%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RTH and QQQ. For additional features, visit the drawdowns tool.
Volatility
RTH vs. QQQ - Volatility Comparison
The current volatility for VanEck Vectors Retail ETF (RTH) is 3.59%, while Invesco QQQ (QQQ) has a volatility of 5.18%. This indicates that RTH 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.