Invesco Exchange-Traded Fund Trust II Invesco NASDAQ 100 ETF
Snapshot*
Top 10 Holdings
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.
QQQMPerformance Measures**
for the time period Oct 13, 2020 to Dec 5, 2025
1M Trailing Return: 0.4%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 8.7%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -35.0%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 22.5%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.79
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.47
The annualized return divided by the max drawdown for the selected time period.
ETFs related toQQQM
ETFs correlated to QQQM include QLD, QQQ, TQQQ
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toQQQM
FTL's 🌟 Starburst GEN-II v1.c w/ BWC Ultimate FR [Removed BB] Added Walter's Champagne and Cocaine Strats and NOVA | (multiple TQQQ, one crypto) KMLM Switcher MonkeyBusiness WM74 + Wash
Category
Tactical multi-asset, leveraged ETFs, volatility hedging, managed futures, mean reversion, momentum, regime switching, daily rebalancing
OOS Cumulative Return
209.62%
Wash Sale 3 Sorted by 5 day Max DD WM 74
Category
Tactical allocation, trend timing, RSI/mean reversion, leveraged ETFs, managed futures, volatility filter, tax-loss rotation
OOS Cumulative Return
146.72%
Create your own algorithmic trading strategy with QQQM using Composer
FAQ
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.