Performance
SPY vs. QQQ - Performance Comparison
In the year-to-date period, SPY achieves a 18.37% return, which is significantly higher than QQQ's 16.41% return. Over the past 10 years, SPY has underperformed QQQ with an annualized return of 12.90%, while QQQ has yielded a comparatively higher 17.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
SPY
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SPY vs. QQQ - Expense Ratio Comparison
SPY has a 0.09% expense ratio, which is lower than QQQ's 0.20% 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%.
Risk-Adjusted Performance
SPY vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) 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.
SPY vs. QQQ - Sharpe Ratio Comparison
The current SPY Sharpe Ratio is 2.14, which is higher than the QQQ Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of SPY and QQQ.
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Dividends
SPY vs. QQQ - Dividend Comparison
SPY's dividend yield for the trailing twelve months is around 1.22%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
SPY vs. QQQ - Drawdown Comparison
The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SPY and QQQ. For additional features, visit the drawdowns tool.
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Volatility
SPY vs. QQQ - Volatility Comparison
The current volatility for SPDR S&P 500 ETF (SPY) is 4.24%, while Invesco QQQ (QQQ) has a volatility of 6.53%. This indicates that SPY 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.
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