QQQ vs. QQQM
Invesco QQQ Trust, Series 1
Invesco Exchange-Traded Fund Trust II Invesco NASDAQ 100 ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Apr 1, 1999 to Jul 21, 2026
1M Trailing Return:
3M Trailing Return:
-3.9%
10.2%
-3.9%
10.1%
—
+0.1%
1M Trailing Return:
3M Trailing Return:
-3.9%
10.2%
-3.9%
10.1%
—
+0.1%
Max Drawdown:
Standard Deviation:
-83.0%
27.0%
-35.0%
22.3%
-48%
+4.7%
Max Drawdown:
Standard Deviation:
-83.0%
27.0%
-35.0%
22.3%
-48%
+4.7%
Sharpe Ratio:
Calmar Ratio:
0.51
0.13
0.83
0.49
-0.32
-0.36
Sharpe Ratio:
Calmar Ratio:
0.51
0.13
0.83
0.49
-0.32
-0.36
What is QQQ?
Invesco QQQ is an exchange-traded fund based on the Nasdaq-100 Index. The Fund will, under most circumstances, consist of all of stocks in the Index. The Index includes 100 of the largest domestic and international nonfinancial companies listed on the Nasdaq Stock Market based on market capitalization. The Fund and the Index are rebalanced quarterly and reconstituted annually.
What is QQQM?
The Invesco NASDAQ 100 ETF (Fund) is based on the NASDAQ-100 Index (Index). The Fund will invest at least 90% of its total assets in the securities that comprise the Index. The Index includes securities of 100 of the largest domestic and international nonfinancial companies listed on Nasdaq. The Fund and Index are rebalanced quarterly and reconstituted annually.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toQQQ
E$[NO K-1 50/50] ☢️ Mod of V1.11 The Manhattan Project | 50% TQQQ Minimal | 50% Beta Baller + TCCC
Category
Leveraged ETFs, trend-following, mean reversion, volatility hedging, tactical allocation, bond-regime, tech/semis focus
OOS Cumulative Return
779.75%
Trading Strategies
Related toQQQM
Wash Sale 3 Sorted by 5 day Max DD WM 74
Category
Tactical allocation, trend following, risk-on/risk-off, managed futures switch, leveraged ETFs, volatility filter, wash-sale rotation
OOS Cumulative Return
336.49%
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trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.