PortfoliosLab logo
TOPT vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOPT and QQQM is 0.94, 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

TOPT vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Top 20 U.S. Stocks ETF (TOPT) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

TOPT:

27.54%

QQQM:

25.30%

Max Drawdown

TOPT:

-21.21%

QQQM:

-35.05%

Current Drawdown

TOPT:

-4.49%

QQQM:

-3.65%

Returns By Period

In the year-to-date period, TOPT achieves a -1.05% return, which is significantly lower than QQQM's 1.69% return.


TOPT

YTD

-1.05%

1M

7.87%

6M

1.72%

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQQM

YTD

1.69%

1M

9.85%

6M

3.04%

1Y

13.64%

3Y*

19.74%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


iShares Top 20 U.S. Stocks ETF

Invesco NASDAQ 100 ETF

TOPT vs. QQQM - Expense Ratio Comparison

TOPT has a 0.20% expense ratio, which is higher than QQQM's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TOPT vs. QQQM — Risk-Adjusted Performance Rank

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

TOPT

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5858
Overall Rank
The Sharpe Ratio Rank of QQQM is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5757
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.

TOPT vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Top 20 U.S. Stocks ETF (TOPT) 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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TOPT vs. QQQM - Dividend Comparison

TOPT's dividend yield for the trailing twelve months is around 0.17%, less than QQQM's 0.58% yield.


TTM20242023202220212020
TOPT
iShares Top 20 U.S. Stocks ETF
0.17%0.08%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.58%0.61%0.65%0.83%0.40%0.16%

Drawdowns

TOPT vs. QQQM - Drawdown Comparison

The maximum TOPT drawdown since its inception was -21.21%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for TOPT and QQQM.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TOPT vs. QQQM - Volatility Comparison


Loading data...