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TDAX vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. QQQM - Performance Comparison

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

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TDAX vs. QQQM - Yearly Performance Comparison


2026 (YTD)
TDAX
TDAQ Lift ETF
-8.66%
QQQM
Invesco NASDAQ 100 ETF
-6.24%

Returns By Period


TDAX

1D
2.51%
1M
-5.10%
YTD
6M
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)

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TDAX vs. QQQM - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Return for Risk

TDAX vs. QQQM — Risk / Return Rank

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

TDAX

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.

TDAX vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) 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.

TDAX vs. QQQM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXQQQMDifference

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

-1.34

0.64

-1.97

Correlation

The correlation between TDAX and QQQM is 0.97, 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

TDAX vs. QQQM - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.53%, more than QQQM's 0.53% yield.


TTM202520242023202220212020
TDAX
TDAQ Lift ETF
5.53%0.00%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

TDAX vs. QQQM - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for TDAX and QQQM.


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Drawdown Indicators


TDAXQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-35.04%

+20.35%

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

-9.43%

-7.86%

-1.57%

Average Drawdown

Average peak-to-trough decline

-5.19%

-8.47%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

Volatility

TDAX vs. QQQM - Volatility Comparison


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Volatility by Period


TDAXQQQMDifference

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

24.58%

22.45%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

22.24%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

22.26%

+2.32%