USRT vs. QQQM

Last updated Jun 13, 2026

USRT (iShares Core U.S. REIT ETF) and QQQM (Invesco NASDAQ 100 ETF) are both exchange-traded funds - USRT is a REIT fund tracking the FTSE NAREIT Equity REITs Index, while QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, USRT returned 5.06%/yr vs 16.94%/yr for QQQM. At a 0.44 correlation, their price movements are largely independent. USRT charges 0.08%/yr vs 0.15%/yr for QQQM.

Performance

USRT vs. QQQM - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with USRT having a 17.79% return and QQQM slightly lower at 17.59%.

USRT

• 1D: 0.94%
• 1M: 3.13%
• YTD: 17.79%
• 6M: 17.95%
• 1Y: 19.33%
• 3Y*: 12.69%
• 5Y*: 5.06%
• 10Y*: 6.67%

QQQM

• 1D: 0.67%
• 1M: 0.97%
• YTD: 17.59%
• 6M: 17.91%
• 1Y: 35.90%
• 3Y*: 26.52%
• 5Y*: 16.94%
• 10Y*: —

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

USRT vs. QQQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
USRT iShares Core U.S. REIT ETF	17.79%	2.44%	8.58%	13.64%	-24.43%	43.26%	4.58%
QQQM Invesco NASDAQ 100 ETF	17.59%	20.85%	25.68%	55.01%	-32.52%	27.45%	6.64%

Correlation

The correlation between USRT and QQQM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.44

Over the past year, the correlation between USRT and QQQM has dropped to 0.13 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

USRT vs. QQQM - Sectors Allocation Comparison

Sectors	USRT	QQQM
Real Estate	99.4%	0.1%
Financial Services	0.1%	0.2%
Basic Materials	-	1.1%
Communication Services	-	15.8%
Consumer Cyclical	-	12.3%
Consumer Defensive	-	7.7%
Energy	-	0.6%
Healthcare	-	4.2%
Industrials	-	2.8%
Technology	-	53.8%
Utilities	-	1.4%

Return for Risk

USRT vs. QQQM — Risk / Return Rank

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

USRT

USRT Risk / Return Rank: 48
USRT Sharpe Ratio Rank: 47
USRT Sortino Ratio Rank: 44
USRT Omega Ratio Rank: 44
USRT Calmar Ratio Rank: 55
USRT Martin Ratio Rank: 52

QQQM

QQQM Risk / Return Rank: 72
QQQM Sharpe Ratio Rank: 76
QQQM Sortino Ratio Rank: 71
QQQM Omega Ratio Rank: 73
QQQM Calmar Ratio Rank: 69
QQQM Martin Ratio Rank: 70

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.

USRT vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	USRT	QQQM	Difference
Sharpe ratio: Return per unit of total volatility	1.43	2.11	-0.68
Sortino ratio: Return per unit of downside risk	2.00	2.74	-0.74
Omega ratio: Gain probability vs. loss probability	1.25	1.37	-0.12
Calmar ratio: Return relative to maximum drawdown	2.42	3.02	-0.60
Martin ratio: Return relative to average drawdown	7.79	11.23	-3.44

USRT vs. QQQM - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 1.43, which is lower than the QQQM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of USRT and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USRT vs. QQQM - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.92%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for USRT and QQQM.

Drawdown Indicators

	USRT	QQQM	Difference
Max Drawdown Largest peak-to-trough decline	-69.92%	-35.04%	-34.88%
Max Drawdown (1Y) Largest decline over 1 year	-8.04%	-11.96%	+3.92%
Max Drawdown (3Y) Largest decline over 3 years	-18.70%	-22.70%	+4.00%
Max Drawdown (5Y) Largest decline over 5 years	-31.03%	-35.04%	+4.01%
Max Drawdown (10Y) Largest decline over 10 years	-44.38%	—	—
Current Drawdown Current decline from peak	0.00%	-3.33%	+3.33%
Average Drawdown Average peak-to-trough decline	-12.96%	-8.23%	-4.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	3.21%	-0.72%

Volatility

USRT vs. QQQM - Volatility Comparison

The current volatility for iShares Core U.S. REIT ETF (USRT) is 4.71%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 7.45%. This indicates that USRT experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USRT	QQQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	7.45%	-2.74%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	13.71%	-4.07%
Volatility (1Y) Calculated over the trailing 1-year period	13.57%	17.11%	-3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	22.40%	-3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	22.22%	-0.92%

USRT vs. QQQM - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is lower than QQQM's 0.15% 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%.

Dividends

USRT vs. QQQM - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.56%, more than QQQM's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
USRT iShares Core U.S. REIT ETF	2.56%	3.07%	2.85%	3.18%	3.46%	2.27%	3.12%	3.34%	5.66%	3.44%	3.98%	3.59%

Frequently Asked Questions

Can I hold both USRT and QQQM in my portfolio?

USRT and QQQM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USRT or QQQM?

QQQM has higher volatility (7.45%) compared to USRT (4.71%). In terms of maximum drawdown, USRT dropped -69.92% vs QQQM's -35.04%.

Which ETF is better, USRT or QQQM?

On 5-year performance, QQQM leads with 16.94% vs 5.06% for USRT. On fees, USRT is cheaper at 0.08% per year. On volatility, USRT has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USRT or QQQM?

Over the 5-year period, QQQM has performed better with a 16.94% return vs 5.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USRT or QQQM?

USRT is cheaper with a 0.08% expense ratio, compared with 0.15% for QQQM.

Which ETF pays a higher dividend yield, USRT or QQQM?

USRT has the higher dividend yield at 2.56%, compared with 0.43% for QQQM.

What is the main difference between USRT and QQQM?

USRT is categorized as REIT, while QQQM is Nasdaq-100. USRT tracks FTSE NAREIT Equity REITs Index, while QQQM tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.08% for USRT and 0.15% for QQQM.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (2.11 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.