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

Correlation

The correlation between XT and QQQ is 0.89, 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

XT vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Exponential Technologies ETF (XT) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
148.41%
373.40%
XT
QQQ

Key characteristics

Sharpe Ratio

XT:

0.17

QQQ:

0.47

Sortino Ratio

XT:

0.39

QQQ:

0.82

Omega Ratio

XT:

1.05

QQQ:

1.11

Calmar Ratio

XT:

0.15

QQQ:

0.52

Martin Ratio

XT:

0.68

QQQ:

1.79

Ulcer Index

XT:

5.43%

QQQ:

6.64%

Daily Std Dev

XT:

22.09%

QQQ:

25.28%

Max Drawdown

XT:

-34.41%

QQQ:

-82.98%

Current Drawdown

XT:

-12.39%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, XT achieves a -3.37% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, XT has underperformed QQQ with an annualized return of 9.52%, while QQQ has yielded a comparatively higher 16.72% annualized return.


XT

YTD

-3.37%

1M

-2.50%

6M

-3.81%

1Y

2.79%

5Y*

8.47%

10Y*

9.52%

QQQ

YTD

-7.43%

1M

-1.88%

6M

-4.30%

1Y

10.31%

5Y*

17.80%

10Y*

16.72%

*Annualized

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XT vs. QQQ - Expense Ratio Comparison

XT has a 0.47% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for XT: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XT: 0.47%
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%

Risk-Adjusted Performance

XT vs. QQQ — Risk-Adjusted Performance Rank

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

XT
The Risk-Adjusted Performance Rank of XT is 3636
Overall Rank
The Sharpe Ratio Rank of XT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of XT is 3535
Omega Ratio Rank
The Calmar Ratio Rank of XT is 3636
Calmar Ratio Rank
The Martin Ratio Rank of XT is 3737
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ 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.

XT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Exponential Technologies ETF (XT) 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 XT, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
XT: 0.17
QQQ: 0.47
The chart of Sortino ratio for XT, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.00
XT: 0.39
QQQ: 0.82
The chart of Omega ratio for XT, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
XT: 1.05
QQQ: 1.11
The chart of Calmar ratio for XT, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
XT: 0.15
QQQ: 0.52
The chart of Martin ratio for XT, currently valued at 0.68, compared to the broader market0.0020.0040.0060.00
XT: 0.68
QQQ: 1.79

The current XT Sharpe Ratio is 0.17, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of XT 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
0.17
0.47
XT
QQQ

Dividends

XT vs. QQQ - Dividend Comparison

XT's dividend yield for the trailing twelve months is around 0.68%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
XT
iShares Exponential Technologies ETF
0.68%0.66%0.41%0.78%0.84%0.77%1.55%1.45%0.97%1.37%1.34%0.00%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

XT vs. QQQ - Drawdown Comparison

The maximum XT drawdown since its inception was -34.41%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for XT and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.39%
-12.28%
XT
QQQ

Volatility

XT vs. QQQ - Volatility Comparison

The current volatility for iShares Exponential Technologies ETF (XT) is 14.64%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that XT 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
14.64%
16.86%
XT
QQQ