QQQ vs. VTV
Invesco QQQ Trust, Series 1
Vanguard Value ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Apr 1, 1999 to Dec 17, 2025
1M Trailing Return:
3M Trailing Return:
-0.5%
1.9%
3.2%
3.7%
-3.7%
-1.8%
1M Trailing Return:
3M Trailing Return:
-0.5%
1.9%
3.2%
3.7%
-3.7%
-1.8%
Max Drawdown:
Standard Deviation:
-83.0%
27.1%
-59.3%
18.7%
-23.7%
+8.4%
Max Drawdown:
Standard Deviation:
-83.0%
27.1%
-59.3%
18.7%
-23.7%
+8.4%
Sharpe Ratio:
Calmar Ratio:
0.49
0.12
0.56
0.15
-0.07
-0.03
Sharpe Ratio:
Calmar Ratio:
0.49
0.12
0.56
0.15
-0.07
-0.03
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 VTV?
Seeks to track the performance of the CRSP U.S. Large Cap Value Index which measures the investment return of large-capitalization value stocks. Provides a convenient way to match the performance of many of the nation s largest value stocks. Follows a passively managed full-replication approach.
Snapshot**
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
911.87%
Trading Strategies
Related toVTV
Simons KMLM switcher (single pops)| BT 4/13/22 = A.R. 466% / D.D. 22% V2
Category
Tactical, leveraged ETFs, volatility, mean reversion, trend following, regime switching, risk-on/risk-off
OOS Cumulative Return
623.07%
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.