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SGRT vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SGRT vs. QQQM

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and Invesco NASDAQ 100 ETF (QQQM).

SGRT and QQQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.

Performance

SGRT vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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SGRT vs. QQQM - Yearly Performance Comparison

2026 (YTD)2025
SGRT
SMART Earnings Growth 30 ETF		9.56%25.25%
QQQM
Invesco NASDAQ 100 ETF		-4.75%8.83%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than QQQM's -4.75% return.

SGRT

1D
2.70%
1M
-6.90%
YTD
9.56%
6M
15.63%
1Y
—
3Y*
—
5Y*
—
10Y*
—

QQQM

1D
1.24%
1M
-3.78%
YTD
-4.75%
6M
-2.87%
1Y
24.28%
3Y*
22.91%
5Y*
13.24%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SMART Earnings Growth 30 ETF

Invesco NASDAQ 100 ETF

Often compared with SGRT:
SGRT vs. KEATSGRT vs. CWSSGRT vs. MEMXSGRT vs. GDMASGRT vs. FMTMSGRT vs. QDSIXSGRT vs. VUG
Often compared with QQQM:
QQQM vs. QQQQQQM vs. SCHGQQQM vs. VOOQQQM vs. VGTQQQM vs. SCHDQQQM vs. JEPQQQQM vs. FTEC

SGRT vs. QQQM - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than QQQM's 0.15% expense ratio.

SGRT
SMART Earnings Growth 30 ETF
QQQM
Invesco NASDAQ 100 ETF

Return for Risk

SGRT vs. QQQM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGRT
QQQM
QQQM Risk / Return Rank: 6666
Overall Rank
QQQM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6969
Martin Ratio Rank
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. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Invesco NASDAQ 100 ETF (QQQM). 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.

SGRT vs. QQQM - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SGRTQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.09

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

0.64

+1.45

Correlation

The correlation between SGRT and QQQM is 0.79, 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. QQQM - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than QQQM's 0.53% yield.

TTM202520242023202220212020
SGRT
SMART Earnings Growth 30 ETF		0.15%0.16%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.53%0.50%0.61%0.65%0.83%0.40%0.16%

Drawdowns

SGRT vs. QQQM - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SGRT and QQQM.

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Drawdown Indicators

SGRTQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-35.04%

+17.17%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.55%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.04%

—

Current Drawdown

Current decline from peak

-7.09%

-7.86%

+0.77%

Average Drawdown

Average peak-to-trough decline

-3.52%

-8.47%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.44%

—

Volatility

SGRT vs. QQQM - Volatility Comparison

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Volatility by Period

SGRTQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

6.58%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

12.79%

—

Volatility (1Y)

Calculated over the trailing 1-year period

32.60%

22.45%

+10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

22.24%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.60%

22.26%

+10.34%