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^DWCF vs. QQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWCF and QQQ is 0.90, 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

^DWCF vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Total Stock Market Index (^DWCF) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
339.06%
854.91%
^DWCF
QQQ

Key characteristics

Sharpe Ratio

^DWCF:

0.37

QQQ:

0.47

Sortino Ratio

^DWCF:

0.66

QQQ:

0.82

Omega Ratio

^DWCF:

1.10

QQQ:

1.11

Calmar Ratio

^DWCF:

0.38

QQQ:

0.52

Martin Ratio

^DWCF:

1.53

QQQ:

1.79

Ulcer Index

^DWCF:

4.81%

QQQ:

6.64%

Daily Std Dev

^DWCF:

19.77%

QQQ:

25.28%

Max Drawdown

^DWCF:

-35.14%

QQQ:

-82.98%

Current Drawdown

^DWCF:

-11.24%

QQQ:

-12.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with ^DWCF having a -7.25% return and QQQ slightly lower at -7.43%. Over the past 10 years, ^DWCF has underperformed QQQ with an annualized return of 9.41%, while QQQ has yielded a comparatively higher 16.64% annualized return.


^DWCF

YTD

-7.25%

1M

-4.12%

6M

-5.78%

1Y

7.87%

5Y*

13.76%

10Y*

9.41%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

^DWCF vs. QQQ — Risk-Adjusted Performance Rank

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

^DWCF
The Risk-Adjusted Performance Rank of ^DWCF is 5858
Overall Rank
The Sharpe Ratio Rank of ^DWCF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWCF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^DWCF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^DWCF is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^DWCF is 6363
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

^DWCF vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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 ^DWCF, currently valued at 0.37, compared to the broader market-0.500.000.501.001.50
^DWCF: 0.37
QQQ: 0.45
The chart of Sortino ratio for ^DWCF, currently valued at 0.66, compared to the broader market-1.00-0.500.000.501.001.502.00
^DWCF: 0.66
QQQ: 0.80
The chart of Omega ratio for ^DWCF, currently valued at 1.10, compared to the broader market0.901.001.101.201.30
^DWCF: 1.10
QQQ: 1.11
The chart of Calmar ratio for ^DWCF, currently valued at 0.38, compared to the broader market-0.500.000.501.00
^DWCF: 0.38
QQQ: 0.50
The chart of Martin ratio for ^DWCF, currently valued at 1.52, compared to the broader market0.002.004.006.00
^DWCF: 1.52
QQQ: 1.73

The current ^DWCF Sharpe Ratio is 0.37, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ^DWCF 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
0.45
^DWCF
QQQ

Drawdowns

^DWCF vs. QQQ - Drawdown Comparison

The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ^DWCF and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.24%
-12.28%
^DWCF
QQQ

Volatility

^DWCF vs. QQQ - Volatility Comparison

The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 14.35%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that ^DWCF 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.35%
16.86%
^DWCF
QQQ