SPYG vs. QQQM
SPDR Portfolio S&P 500 Growth ETF
Invesco Exchange-Traded Fund Trust II Invesco NASDAQ 100 ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Sep 29, 2000 to Sep 22, 2026
1M Trailing Return:
3M Trailing Return:
4.2%
4.9%
5.9%
1.4%
-1.7%
+3.5%
1M Trailing Return:
3M Trailing Return:
4.2%
4.9%
5.9%
1.4%
-1.7%
+3.5%
Max Drawdown:
Standard Deviation:
-69.2%
21.6%
-35.0%
22.2%
-34.2%
-0.6%
Max Drawdown:
Standard Deviation:
-69.2%
21.6%
-35.0%
22.2%
-34.2%
-0.6%
Sharpe Ratio:
Calmar Ratio:
0.44
0.11
0.85
0.51
-0.41
-0.4
Sharpe Ratio:
Calmar Ratio:
0.44
0.11
0.85
0.51
-0.41
-0.4
What is SPYG?
The SPDR Portfolio S&P 500 Growth ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Growth Index (the "Index"). The S&P 500 Growth Index measures the performance of the large-capitalization growth sector in the U.S. equity market. The selection universe for the S&P 500 Index includes all U.S. common equities listed on the NYSE, NASDAQ Global Select Market, NASDAQ Select Market and NASDAQ Capital Market with market capitalizations of $5.3 billion or more. The Index is market capitalization weighted.
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**
Trading Strategies
Related toSPYG
slowloss5
Category
Trend following, tactical rotation, leveraged ETFs, inverse ETFs, momentum, mean reversion, risk-on/risk-off
OOS Cumulative Return
375.99%
Trading Strategies
Related toQQQM
CF_ "Buy the Dips: Nasdaq 100" (Stable CR: ~1.35)
Category
Tactical allocation, Dip-buying, Nasdaq-100, Leveraged ETFs, Bonds, Risk-on/risk-off
OOS Cumulative Return
39.46%
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.