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

Correlation

The correlation between SLYV and QQQ is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SLYV vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Value ETF (SLYV) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
778.87%
520.85%
SLYV
QQQ

Key characteristics

Sharpe Ratio

SLYV:

-0.14

QQQ:

0.49

Sortino Ratio

SLYV:

-0.03

QQQ:

0.85

Omega Ratio

SLYV:

1.00

QQQ:

1.12

Calmar Ratio

SLYV:

-0.11

QQQ:

0.54

Martin Ratio

SLYV:

-0.37

QQQ:

1.86

Ulcer Index

SLYV:

8.77%

QQQ:

6.59%

Daily Std Dev

SLYV:

23.93%

QQQ:

25.26%

Max Drawdown

SLYV:

-61.32%

QQQ:

-82.98%

Current Drawdown

SLYV:

-21.82%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, SLYV achieves a -15.40% return, which is significantly lower than QQQ's -8.45% return. Over the past 10 years, SLYV has underperformed QQQ with an annualized return of 6.17%, while QQQ has yielded a comparatively higher 16.49% annualized return.


SLYV

YTD

-15.40%

1M

-8.45%

6M

-13.17%

1Y

-4.61%

5Y*

13.80%

10Y*

6.17%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*Annualized

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SLYV vs. QQQ - Expense Ratio Comparison

SLYV has a 0.15% expense ratio, which is lower than QQQ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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%
Expense ratio chart for SLYV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SLYV: 0.15%

Risk-Adjusted Performance

SLYV vs. QQQ — Risk-Adjusted Performance Rank

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

SLYV
The Risk-Adjusted Performance Rank of SLYV is 1515
Overall Rank
The Sharpe Ratio Rank of SLYV is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SLYV is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SLYV is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SLYV is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SLYV is 1515
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.

SLYV vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) 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 SLYV, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.00
SLYV: -0.14
QQQ: 0.49
The chart of Sortino ratio for SLYV, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.00
SLYV: -0.03
QQQ: 0.85
The chart of Omega ratio for SLYV, currently valued at 1.00, compared to the broader market0.501.001.502.00
SLYV: 1.00
QQQ: 1.12
The chart of Calmar ratio for SLYV, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
SLYV: -0.11
QQQ: 0.54
The chart of Martin ratio for SLYV, currently valued at -0.37, compared to the broader market0.0020.0040.0060.00
SLYV: -0.37
QQQ: 1.86

The current SLYV Sharpe Ratio is -0.14, which is lower than the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SLYV 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
-0.14
0.49
SLYV
QQQ

Dividends

SLYV vs. QQQ - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.74%, more than QQQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014
SLYV
SPDR S&P 600 Small Cap Value ETF
2.74%2.30%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%
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

SLYV vs. QQQ - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.32%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SLYV and QQQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.82%
-13.25%
SLYV
QQQ

Volatility

SLYV vs. QQQ - Volatility Comparison

The current volatility for SPDR S&P 600 Small Cap Value ETF (SLYV) is 14.66%, while Invesco QQQ (QQQ) has a volatility of 16.89%. This indicates that SLYV 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.66%
16.89%
SLYV
QQQ