Data Source: from November 1985 to December 2022 (~37 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
Category: Stocks
ETF: Invesco QQQ Trust (QQQ)
ETF • LIVE PERFORMANCE (USD currency)
1.00%
1 Day
Jan 27 2023
11.26%
Current Month
January 2023

In the last 30 Years, the Invesco QQQ Trust (QQQ) ETF obtained a 12.57% compound annual return, with a 23.87% standard deviation.

In 2022, the ETF granted a 0.54% dividend yield. If you are interested in getting periodic income, please refer to the Invesco QQQ Trust (QQQ) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.
  • Sector: Technology
  • Industry: Broad Technology

The Invesco QQQ Trust (QQQ) ETF is part of the following Lazy Portfolios:

Portfolio Name Author QQQ Weight
Technology 100.00%

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of Invesco QQQ Trust (QQQ) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends

ETF Returns, up to December 1999, are retrieved using the historical series of equivalent ETFs / Assets.
INVESCO QQQ TRUST (QQQ) ETF
Portfolio Metrics
Data Source: 1 November 1985 - 31 December 2022 (~37 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~37Y)
Portfolio
Return (%)
-9.01 -0.12 -4.59 -32.58 8.43 12.09 16.18 13.55 12.57 13.45
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.51 2.49 2.74
Infl. Adjusted
Return (%)
-8.73 -0.12 -4.75 -36.67 3.35 8.01 13.24 10.78 9.84 10.42
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 26.54 24.18 21.66 17.52 18.11 23.87 23.87
Sharpe Ratio -1.28 0.33 0.51 0.89 0.69 0.44 0.40
Sortino Ratio -2.01 0.45 0.68 1.19 0.92 0.59 0.54
MAXIMUM DRAWDOWN
Drawdown Depth (%) -32.58 -32.58 -32.58 -32.58 -49.74 -81.08 -81.08
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Bottom (yyyy mm) 2022 12 2022 12 2022 12 2022 12 2009 02 2002 09 2002 09
Start to Bottom (# months) 12 12 12 12 16 30 30
Start to Recovery (# months) in progress
> 12
> 12
> 12
> 12
38
175
175
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 124.99 77.31 58.54 35.78 14.67 15.38
Worst Return (%) -67.35 -38.68 -19.54 -8.06 3.50 11.97
% Positive Periods 82% 86% 87% 91% 100% 100%
MONTHS
Positive 0 2 3 4 21 37 77 148 215 271
Negative 1 1 3 8 15 23 43 92 145 175
% Positive 0% 67% 50% 33% 58% 62% 64% 62% 60% 61%
WITHDRAWAL RATES (WR)
Safe WR (%) 46.87 30.01 23.26 12.55 12.10 11.25
Perpetual WR (%) 3.24 7.41 11.69 9.73 8.95 9.44
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Dec 31, 2022

Monthly correlations of Invesco QQQ Trust (QQQ) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

INVESCO QQQ TRUST (QQQ) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs QQQ
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.97
0.94
0.92
0.85
0.85
US Large Cap
SPY
0.97
0.94
0.92
0.83
0.82
US Small Cap
IJR
0.89
0.79
0.73
0.73
0.73
US REITs
VNQ
0.90
0.72
0.61
0.38
0.38
Preferred Stocks
PFF
0.86
0.75
0.68
0.30
0.30
EAFE Stocks
EFA
0.82
0.78
0.78
0.63
0.62
World All Countries
VT
0.94
0.90
0.89
0.77
0.76
Emerging Markets
EEM
0.53
0.64
0.62
0.61
0.60
Europe
VGK
0.79
0.76
0.76
0.65
0.64
Pacific
VPL
0.81
0.76
0.73
0.54
0.52
Latin America
FLLA
0.61
0.44
0.41
0.52
0.52
US Total Bond Market
BND
0.71
0.48
0.37
0.07
0.07
Long Term Treasuries
TLT
0.59
0.16
0.07
-0.12
-0.11
US Cash
BIL
0.02
-0.22
-0.17
-0.02
-0.02
TIPS
TIP
0.77
0.61
0.46
0.11
0.11
Invest. Grade Bonds
LQD
0.79
0.63
0.52
0.20
0.20
High Yield Bonds
HYG
0.86
0.75
0.69
0.51
0.51
International Bonds
BNDX
0.81
0.49
0.40
0.09
0.09
Emerg. Market Bonds
EMB
0.77
0.64
0.57
0.43
0.43
Gold
GLD
0.20
0.18
0.06
0.00
0.01
Commodities
DBC
0.19
0.38
0.29
0.24
0.23

Capital Growth as of Dec 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Invesco QQQ Trust (QQQ) ETF: Dividend Yield page.

An investment of 1000$, since January 1993, now would be worth 34893.03$, with a total return of 3389.30% (12.57% annualized).

The Inflation Adjusted Capital now would be 16682.51$, with a net total return of 1568.25% (9.84% annualized).
An investment of 1000$, since November 1985, now would be worth 108832.28$, with a total return of 10783.23% (13.45% annualized).

The Inflation Adjusted Capital now would be 39859.12$, with a net total return of 3885.91% (10.42% annualized).

Drawdowns

Worst drawdowns since January 1993.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-81.08% Apr 2000 Sep 2002 30 Oct 2014 145 175
-32.58% Jan 2022 Dec 2022 12 in progress 12
-17.20% Aug 1998 Aug 1998 1 Oct 1998 2 3
-16.96% Sep 2018 Dec 2018 4 Apr 2019 4 8
-13.51% Feb 1997 Mar 1997 2 May 1997 2 4
-12.97% Feb 1994 Jun 1994 5 Feb 1995 8 13
-12.90% Feb 2020 Mar 2020 2 Apr 2020 1 3
-10.50% Aug 1997 Dec 1997 5 Feb 1998 2 7
-9.82% Dec 2015 Feb 2016 3 Jul 2016 5 8
-9.49% Feb 1999 Feb 1999 1 Apr 1999 2 3
-8.88% Aug 2015 Sep 2015 2 Oct 2015 1 3
-8.65% Sep 2020 Oct 2020 2 Nov 2020 1 3
-8.26% Feb 1993 Apr 1993 3 Aug 1993 4 7
-8.23% May 2019 May 2019 1 Jul 2019 2 3
-8.14% Jun 1996 Jul 1996 2 Sep 1996 2 4
-5.68% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.32% Feb 2018 Mar 2018 2 May 2018 2 4
-4.49% May 1998 May 1998 1 Jun 1998 1 2
-4.28% Dec 2014 Jan 2015 2 Feb 2015 1 3
-3.77% Nov 1995 Dec 1995 2 Feb 1996 2 4

Worst drawdowns since November 1985.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-81.08% Apr 2000 Sep 2002 30 Oct 2014 145 175
-34.57% Sep 1987 Nov 1987 3 May 1989 18 21
-32.58% Jan 2022 Dec 2022 12 in progress 12
-27.64% Jul 1990 Oct 1990 4 Feb 1991 4 8
-17.20% Aug 1998 Aug 1998 1 Oct 1998 2 3
-16.96% Sep 2018 Dec 2018 4 Apr 2019 4 8
-15.73% Jun 1986 Sep 1986 4 Jan 1987 4 8
-13.51% Feb 1997 Mar 1997 2 May 1997 2 4
-13.48% Mar 1992 Aug 1992 6 Nov 1992 3 9
-12.97% Feb 1994 Jun 1994 5 Feb 1995 8 13
-12.90% Feb 2020 Mar 2020 2 Apr 2020 1 3
-10.80% Oct 1989 Jan 1990 4 May 1990 4 8
-10.50% Aug 1997 Dec 1997 5 Feb 1998 2 7
-9.82% Dec 2015 Feb 2016 3 Jul 2016 5 8
-9.49% Feb 1999 Feb 1999 1 Apr 1999 2 3
-8.89% Jun 1991 Jun 1991 1 Aug 1991 2 3
-8.88% Aug 2015 Sep 2015 2 Oct 2015 1 3
-8.65% Sep 2020 Oct 2020 2 Nov 2020 1 3
-8.26% Feb 1993 Apr 1993 3 Aug 1993 4 7
-8.23% May 2019 May 2019 1 Jul 2019 2 3

Rolling Returns ( more details)

Invesco QQQ Trust (QQQ) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
17.36 124.99
Mar 1999 - Feb 2000
-67.35
Oct 2000 - Sep 2001
17.93%
2 Years
15.93 93.45
Jan 1998 - Dec 1999
-51.92
Sep 2000 - Aug 2002
14.18%
3 Years
15.25 77.31
Apr 1997 - Mar 2000
-38.68
Apr 2000 - Mar 2003
13.87%
5 Years
14.50 58.54
Mar 1995 - Feb 2000
-19.54
Apr 2000 - Mar 2005
13.44%
7 Years
13.96 43.22
Apr 1993 - Mar 2000
-12.13
Apr 2000 - Mar 2007
9.09%
10 Years
13.50 35.78
Sep 1990 - Aug 2000
-8.06
Mar 2000 - Feb 2010
8.56%
15 Years
11.35 25.08
Nov 1985 - Oct 2000
0.35
Apr 2000 - Mar 2015
0.00%
20 Years
11.04 14.67
Dec 1987 - Nov 2007
3.50
Apr 2000 - Mar 2020
0.00%
30 Years
13.48 15.38
Oct 1990 - Sep 2020
11.97
Jul 1986 - Jun 2016
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Invesco QQQ Trust (QQQ) ETF: Rolling Returns page.

Seasonality

Invesco QQQ Trust (QQQ) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.46
80%
-1.79
20%
-0.21
60%
2.66
80%
0.25
40%
2.47
80%
5.58
100%
2.78
60%
-4.27
20%
0.92
60%
4.51
80%
-1.54
60%
 Capital Growth on monthly avg returns
100
102.46
100.63
100.41
103.08
103.34
105.90
111.81
114.92
110.01
111.02
116.03
114.24
Best 9.0
2019
3.0
2019
4.7
2022
15.0
2020
6.6
2020
7.6
2019
12.6
2022
10.9
2020
0.9
2019
7.9
2021
11.2
2020
4.9
2020
Worst -8.7
2022
-6.1
2020
-7.3
2020
-13.6
2022
-8.2
2019
-8.9
2022
2.3
2019
-5.1
2022
-10.5
2022
-8.6
2018
-0.3
2018
-9.0
2022
Monthly Seasonality over the period Jan 2018 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.92
60%
0.66
50%
0.58
60%
1.70
70%
1.98
70%
0.60
50%
5.12
100%
1.48
60%
-1.76
30%
2.67
70%
3.37
90%
-0.69
60%
 Capital Growth on monthly avg returns
100
100.92
101.58
102.17
103.90
105.96
106.60
112.06
113.72
111.72
114.70
118.57
117.75
Best 9.0
2019
7.2
2015
6.9
2016
15.0
2020
6.6
2020
7.6
2019
12.6
2022
10.9
2020
4.8
2013
11.4
2015
11.2
2020
4.9
2020
Worst -8.7
2022
-6.1
2020
-7.3
2020
-13.6
2022
-8.2
2019
-8.9
2022
1.2
2014
-6.8
2015
-10.5
2022
-8.6
2018
-0.3
2018
-9.0
2022
Monthly Seasonality over the period Jan 2013 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.39
70%
0.65
51%
0.93
68%
1.76
59%
1.83
65%
0.37
49%
1.73
68%
0.63
59%
-0.68
54%
1.81
65%
2.45
68%
1.66
53%
 Capital Growth on monthly avg returns
100
102.39
103.06
104.01
105.85
107.78
108.18
110.05
110.75
110.00
111.99
114.74
116.64
Best 17.9
1987
19.0
2000
10.3
2009
17.9
2001
14.7
1990
12.4
2000
15.6
1997
13.6
2000
18.0
1998
18.5
2002
17.0
2001
25.0
1999
Worst -11.9
2008
-26.2
2001
-17.5
2001
-13.6
2022
-12.3
2000
-13.1
2002
-11.0
1986
-17.2
1998
-20.9
2001
-27.0
1987
-22.9
2000
-12.1
2002
Monthly Seasonality over the period Nov 1985 - Dec 2022

Monthly/Yearly Returns

Invesco QQQ Trust (QQQ) ETF data source starts from November 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Nov 1985 - Dec 2022
271 Positive Months (61%) - 175 Negative Months (39%)
MONTHLY RETURNS TABLE
Nov 1985 - Dec 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-32.58 -36.67 -8.7 -4.5 4.7 -13.6 -1.6 -8.9 12.6 -5.1 -10.5 4.0 5.5 -9.0
2021
+27.42 +19.04 0.3 -0.1 1.7 5.9 -1.2 6.3 2.9 4.2 -5.7 7.9 2.0 1.2
2020
+48.40 +46.41 3.0 -6.1 -7.3 15.0 6.6 6.3 7.3 10.9 -5.8 -3.0 11.2 4.9
2019
+38.96 +35.86 9.0 3.0 3.9 5.5 -8.2 7.6 2.3 -1.9 0.9 4.4 4.1 3.9
2018
-0.12 -1.99 8.8 -1.3 -4.1 0.5 5.7 1.1 2.8 5.8 -0.3 -8.6 -0.3 -8.7
2017
+32.66 +29.92 5.1 4.4 2.0 2.7 3.9 -2.3 4.1 2.1 -0.3 4.6 2.0 0.6
2016
+7.10 +4.93 -6.9 -1.6 6.9 -3.2 4.4 -2.3 7.2 1.1 2.2 -1.5 0.4 1.1
2015
+9.45 +8.65 -2.1 7.2 -2.4 1.9 2.2 -2.5 4.6 -6.8 -2.2 11.4 0.6 -1.6
2014
+19.18 +18.28 -1.9 5.1 -2.7 -0.3 4.5 3.1 1.2 5.0 -0.8 2.6 4.5 -2.2
2013
+36.63 +34.61 2.7 0.3 3.0 2.5 3.6 -2.4 6.3 -0.4 4.8 5.0 3.6 2.9
2012
+18.12 +16.10 8.4 6.4 5.1 -1.2 -7.0 3.6 1.0 5.2 0.9 -5.3 1.3 -0.5
2011
+3.47 +0.50 2.8 3.2 -0.4 2.9 -1.2 -2.0 1.7 -5.1 -4.5 10.4 -2.7 -0.6
2010
+20.14 +18.37 -6.5 4.6 7.7 2.2 -7.4 -6.0 7.3 -5.1 13.2 6.3 -0.2 4.8
2009
+54.68 +50.58 -2.3 -5.3 10.3 13.1 3.2 3.0 8.4 1.5 5.6 -3.1 6.3 5.2
2008
-41.73 -41.78 -11.9 -4.8 1.9 8.0 5.9 -9.6 0.6 1.5 -15.6 -15.5 -11.5 2.3
2007
+19.02 +14.36 2.1 -1.7 0.5 5.6 3.2 0.5 -0.1 2.8 5.3 7.0 -6.8 -0.1
2006
+7.14 +4.49 3.9 -2.1 2.1 -0.2 -7.2 -0.1 -4.3 4.8 4.6 4.7 3.4 -1.9
2005
+1.57 -1.79 -6.3 -0.5 -1.7 -4.3 8.9 -3.3 7.6 -1.5 1.2 -1.5 6.1 -1.8
2004
+10.54 +7.06 1.7 -1.3 -2.0 -3.0 5.1 3.3 -7.6 -2.5 3.3 5.0 6.0 3.0
2003
+49.67 +46.91 0.3 2.9 0.4 8.7 8.5 0.5 6.2 5.0 -2.9 8.5 0.6 3.1
2002
-37.37 -38.82 -1.0 -12.3 6.7 -12.0 -5.3 -13.1 -8.6 -1.5 -11.8 18.5 12.9 -12.1
2001
-33.34 -34.36 10.1 -26.2 -17.5 17.9 -3.1 2.2 -8.6 -12.3 -20.9 17.0 17.0 -1.9
2000
-36.11 -38.21 -1.8 19.0 2.6 -13.5 -12.3 12.4 -4.3 13.6 -12.7 -7.9 -22.9 -7.3
1999
+101.95 +96.67 15.9 -9.5 9.4 1.4 -2.2 9.9 -1.1 5.5 0.5 9.5 12.5 25.0
1998
+85.30 +82.36 8.1 11.5 2.2 2.2 -4.5 12.2 3.0 -17.2 18.0 4.1 11.2 17.8
1997
+20.63 +18.61 12.2 -7.7 -6.3 9.7 9.6 -0.2 15.6 -3.0 2.2 -7.1 3.0 -5.7
1996
+42.54 +37.96 2.7 5.2 -2.1 9.4 3.8 -2.2 -6.1 4.3 11.2 2.0 10.9 -1.5
1995
+42.54 +39.01 0.3 6.7 3.4 5.0 3.9 10.2 5.7 1.4 1.4 2.3 -0.8 -2.9
1994
+1.50 -1.14 3.9 -0.4 -7.1 -2.5 1.5 -4.9 2.7 7.5 -1.0 4.9 -2.0 -0.1
1993
+10.58 +7.62 2.9 -5.2 2.4 -5.4 8.3 -0.5 -3.6 5.6 2.7 2.2 -1.1 3.0
1992
+8.86 +5.80 2.3 2.2 -6.6 -4.7 2.4 -4.5 3.2 -3.7 4.7 5.1 6.6 2.6
1991
+64.99 +60.08 15.9 7.6 5.9 -0.5 5.8 -8.9 7.1 5.6 0.0 1.7 -2.6 16.2
1990
-10.41 -15.57 -9.8 3.0 2.5 -3.4 14.7 1.0 -6.3 -13.3 -8.6 -2.5 11.6 4.1
1989
+26.17 +20.57 5.1 -1.4 1.1 7.9 7.0 -4.6 4.7 3.6 2.0 -1.7 0.8 -0.3
1988
+13.54 +8.74 1.8 8.5 0.4 1.5 -1.5 9.0 -4.2 -5.6 4.9 -2.6 -3.2 4.9
1987
+10.50 +5.81 17.9 9.6 1.8 -0.7 2.1 0.2 3.8 6.7 -1.9 -27.0 -8.6 13.9
1986
+6.89 +5.73 0.5 5.6 6.0 4.1 5.3 -0.3 -11.0 4.8 -9.4 5.1 2.4 -4.4
1985
- - 9.2 4.9

ETF Returns, up to December 1999, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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