SCHB vs. QQQ
Schwab U.S. Broad Market ETF
Invesco QQQ Trust, Series 1
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Nov 3, 2009 to Dec 4, 2025
1M Trailing Return:
3M Trailing Return:
1.6%
5.5%
0.6%
8.4%
+1%
-2.9%
1M Trailing Return:
3M Trailing Return:
1.6%
5.5%
0.6%
8.4%
+1%
-2.9%
Max Drawdown:
Standard Deviation:
-35.3%
17.6%
-35.1%
20.6%
-0.2%
-3%
Max Drawdown:
Standard Deviation:
-35.3%
17.6%
-35.1%
20.6%
-0.2%
-3%
Sharpe Ratio:
Calmar Ratio:
0.85
0.40
0.97
0.55
-0.12
-0.15
Sharpe Ratio:
Calmar Ratio:
0.85
0.40
0.97
0.55
-0.12
-0.15
What is SCHB?
The fund offers diversified exposure across large- and small-cap U.S. stocks. It seeks investment results that track performance before fees and expenses of the approximately 2500-stock Dow Jones U.S. Broad Stock Market Index?.
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.
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 toSCHB
Baller Basket
Category
Tactical, trend-following, leveraged ETFs, sector rotation (semis/tech), treasuries, volatility hedge, risk-on/off, macro overlay
OOS Cumulative Return
120.94%
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
Tactical allocation, trend-following, mean reversion, leveraged ETFs, volatility hedging, macro regime rotation, risk management
OOS Cumulative Return
918.99%
Create your own algorithmic
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.