SGRT vs. QQQA

Last updated Apr 3, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA).

SGRT and QQQA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQA is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross. It was launched on May 18, 2021.

Performance

SGRT vs. QQQA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). The values are adjusted to include any dividend payments, if applicable.

SGRT vs. QQQA - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	10.60%	25.25%
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	4.54%	12.64%

Returns By Period

In the year-to-date period, SGRT achieves a 10.60% return, which is significantly higher than QQQA's 4.54% return.

SGRT

• 1D: 0.95%
• 1M: -1.67%
• YTD: 10.60%
• 6M: 16.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQA

• 1D: -0.28%
• 1M: 2.01%
• YTD: 4.54%
• 6M: 9.85%
• 1Y: 24.06%
• 3Y*: 17.53%
• 5Y*: —
• 10Y*: —

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

SGRT vs. QQQA - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than QQQA's 0.58% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

QQQA

ProShares Nasdaq-100 Dorsey Wright Momentum ETF

Return for Risk

SGRT vs. QQQA — Risk / Return Rank

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

QQQA

QQQA Risk / Return Rank: 49
QQQA Sharpe Ratio Rank: 41
QQQA Sortino Ratio Rank: 44
QQQA Omega Ratio Rank: 45
QQQA Calmar Ratio Rank: 61
QQQA Martin Ratio Rank: 54

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.

SGRT vs. QQQA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SGRT	QQQA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.16	0.21	+1.95

Correlation

The correlation between SGRT and QQQA is 0.84, 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

SGRT vs. QQQA - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.14%, more than QQQA's 0.10% yield.

	TTM	2025	2024	2023	2022	2021
SGRT SMART Earnings Growth 30 ETF	0.14%	0.16%	0.00%	0.00%	0.00%	0.00%
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	0.10%	0.10%	0.09%	0.34%	0.28%	0.10%

Drawdowns

SGRT vs. QQQA - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum QQQA drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for SGRT and QQQA.

Drawdown Indicators

	SGRT	QQQA	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-38.44%	+20.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.54%	—
Current Drawdown Current decline from peak	-6.21%	-7.53%	+1.32%
Average Drawdown Average peak-to-trough decline	-3.54%	-16.18%	+12.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.24%	—

Volatility

Volatility by Period

	SGRT	QQQA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.51%	28.90%	+3.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.51%	25.39%	+7.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.51%	25.39%	+7.12%