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

Correlation

The correlation between XSD and QQQ is 0.80, 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.


-0.50.00.51.00.8

Performance

XSD vs. QQQ - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
935.87%
1,372.69%
XSD
QQQ

Key characteristics

Sharpe Ratio

XSD:

0.42

QQQ:

1.64

Sortino Ratio

XSD:

0.79

QQQ:

2.19

Omega Ratio

XSD:

1.10

QQQ:

1.30

Calmar Ratio

XSD:

0.55

QQQ:

2.16

Martin Ratio

XSD:

1.44

QQQ:

7.79

Ulcer Index

XSD:

10.10%

QQQ:

3.76%

Daily Std Dev

XSD:

34.43%

QQQ:

17.85%

Max Drawdown

XSD:

-64.56%

QQQ:

-82.98%

Current Drawdown

XSD:

-9.25%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, XSD achieves a 10.71% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, XSD has outperformed QQQ with an annualized return of 20.61%, while QQQ has yielded a comparatively lower 18.36% annualized return.


XSD

YTD

10.71%

1M

4.65%

6M

0.27%

1Y

10.29%

5Y*

18.90%

10Y*

20.61%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

Compare stocks, funds, or ETFs

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


XSD vs. QQQ - Expense Ratio Comparison

XSD has a 0.35% expense ratio, which is higher than QQQ's 0.20% expense ratio.


XSD
SPDR S&P Semiconductor ETF
Expense ratio chart for XSD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

XSD vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) 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.


Sharpe ratio
The chart of Sharpe ratio for XSD, currently valued at 0.42, compared to the broader market0.002.004.000.421.64
The chart of Sortino ratio for XSD, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.792.19
The chart of Omega ratio for XSD, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.30
The chart of Calmar ratio for XSD, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.552.16
The chart of Martin ratio for XSD, currently valued at 1.44, compared to the broader market0.0020.0040.0060.0080.00100.001.447.79
XSD
QQQ

The current XSD Sharpe Ratio is 0.42, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XSD 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.42
1.64
XSD
QQQ

Dividends

XSD vs. QQQ - Dividend Comparison

XSD's dividend yield for the trailing twelve months is around 0.15%, less than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
XSD
SPDR S&P Semiconductor ETF
0.15%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%0.52%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

XSD vs. QQQ - Drawdown Comparison

The maximum XSD drawdown since its inception was -64.56%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for XSD and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.25%
-3.63%
XSD
QQQ

Volatility

XSD vs. QQQ - Volatility Comparison

SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 9.60% compared to Invesco QQQ (QQQ) at 5.29%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.60%
5.29%
XSD
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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