Invesco QQQ Trust (QQQ) to EUR: Historical Returns

Data Source: from January 1971 to June 2024 (~54 years)
Consolidated Returns as of 30 June 2024
This asset allocation page includes ETFs that are not available in our database in EUR or are not yet mapped to the specific ones. We kept the original tickers and calculated returns using historical exchange rates or, if applicable, interest rate differentials for currency hedging.

You need to choose EUR-based ETFs that follow the same benchmarks. Actual returns should be comparable, but they may vary due to differences in sampling methods, annual fees, and the exchange rates used for month-end calculations. Similar EUR ETFs (hedged or not) may not always be available.
Category: Stocks
Invesco QQQ Trust (QQQ) to EUR ETF
Currency: EUR

As of June 2024, in the previous 30 Years, the Invesco QQQ Trust (QQQ) to EUR ETF obtained a 15.30% compound annual return, with a 24.71% standard deviation. It suffered a maximum drawdown of -81.66% that required 188 months to be recovered.

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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 Currency
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Investment Returns as of Jun 30, 2024

The Invesco QQQ Trust (QQQ) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
INVESCO QQQ TRUST (QQQ) TO EUR ETF
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Invesco QQQ Trust (QQQ) to EUR ETF n.a. n.a. 7.73 20.72 33.50 23.05 21.65 15.30 12.61
Euro Inflation Adjusted return 7.50 18.30 30.21 18.63 18.86 12.96 9.51
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Jun 2024. Inflation (annualized) is 1Y: 2.53% , 5Y: 3.73% , 10Y: 2.35% , 30Y: 2.07%
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Capital Growth as of Jun 30, 2024

An investment of 1€, from July 1994 to June 2024, would be worth 71.58€, with a total return of 7057.62% (15.30% annualized).

The Inflation Adjusted Capital would be 38.73€, with a net total return of 3772.69% (12.96% annualized).

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An investment of 1€, from January 1971 to June 2024, would be worth 575.71€, with a total return of 57470.74% (12.61% annualized).

The Inflation Adjusted Capital would be 128.85€, with a net total return of 12784.60% (9.51% annualized).

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Investment Metrics as of Jun 30, 2024

Metrics of Invesco QQQ Trust (QQQ) to EUR ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
INVESCO QQQ TRUST (QQQ) TO EUR ETF
Advanced Metrics
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) 7.73 8.43 20.72 33.50 15.26 23.05 21.65 15.23 15.30 12.61
Infl. Adjusted Return (%)
7.50 7.34 18.30 30.21 9.22 18.63 18.86 12.84 12.96 9.51
Euro Inflation (%) 0.21 1.01 2.05 2.53 5.53 3.73 2.35 2.11 2.07 2.84
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -4.81 -28.38 -28.38 -28.38 -43.76 -81.66 -81.66
Start to Recovery (# months)
4 19 19 19 36 188 188
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 12 12 12 14 30 30
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2008 12 2002 09 2002 09
Bottom to End (# months) 1 7 7 7 22 158 158
End (yyyy mm) 2023 11 2023 07 2023 07 2023 07 2010 10 2015 11 2015 11
Longest Drawdown Depth (%)
same

same

same

same

same

same

same
Start to Recovery (# months)
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 12 12 12 14 30 30
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2008 12 2002 09 2002 09
Bottom to End (# months) 1 7 7 7 22 158 158
End (yyyy mm) 2023 11 2023 07 2023 07 2023 07 2010 10 2015 11 2015 11
Longest negative period (# months)
4 23 24 24 65 196 196
Period Start (yyyy mm) 2023 07 2021 12 2021 01 2021 01 2004 07 2000 03 2000 03
Period End (yyyy mm) 2023 10 2023 10 2022 12 2022 12 2009 11 2016 06 2016 06
Annualized Return (%) -5.53 -1.71 -0.99 -0.99 -0.71 -0.19 -0.19
Deepest Drawdown Depth (%) 0.00 -5.71 -34.41 -34.41 -34.41 -45.16 -84.29 -84.29
Start to Recovery (# months)
4 25 25 25 37 218 218
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 12 12 12 14 105 105
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2008 12 2008 12 2008 12
Bottom to End (# months) 1 13 13 13 23 113 113
End (yyyy mm) 2023 11 2024 01 2024 01 2024 01 2010 11 2018 05 2018 05
Longest Drawdown Depth (%)
same

same

same

same

same

same

same
Start to Recovery (# months)
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 12 12 12 14 105 105
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2008 12 2008 12 2008 12
Bottom to End (# months) 1 13 13 13 23 113 113
End (yyyy mm) 2023 11 2024 01 2024 01 2024 01 2010 11 2018 05 2018 05
Longest negative period (# months)
4 28 30 30 68 226 226
Period Start (yyyy mm) 2023 07 2021 07 2020 09 2020 09 2004 07 2000 03 2000 03
Period End (yyyy mm) 2023 10 2023 10 2023 02 2023 02 2010 02 2018 12 2018 12
Annualized Return (%) -7.95 -1.16 -0.58 -0.58 -0.21 -0.02 -0.02
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.91 20.81 19.74 18.01 17.50 24.71 23.91
Sharpe Ratio 2.18 0.59 1.07 1.13 0.79 0.53 0.36
Sortino Ratio 2.91 0.81 1.47 1.55 1.08 0.73 0.50
Ulcer Index 1.85 11.77 9.39 7.56 11.22 45.71 37.44
Ratio: Return / Standard Deviation 2.59 0.73 1.17 1.20 0.87 0.62 0.53
Ratio: Return / Deepest Drawdown 6.97 0.54 0.81 0.76 0.35 0.19 0.15
Positive Months (%)
66.66 61.11 66.66 68.33 63.75 61.38 59.19
Positive Months 8 22 40 82 153 221 380
Negative Months 4 14 20 38 87 139 262
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 21.65 24.96 24.96 41.21
Worst 10 Years Return (%) - Annualized 9.14 -11.18 -11.18
Best 10 Years Return (%) - Annualized 18.86 23.46 23.46 37.79
Worst 10 Years Return (%) - Annualized 7.13 -12.92 -12.92
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 157.13 89.44 69.14 24.96 15.23 15.30
Worst Rolling Return (%) - Annualized -68.34 -41.34 -24.29 -11.18 2.77
Positive Periods (%) 76.5 80.9 79.0 84.2 100.0 100.0
Best Rolling Return (%) - Annualized 152.26 86.94 66.47 23.46 12.84 12.96
Worst Rolling Return (%) - Annualized -69.02 -42.69 -25.91 -12.92 1.09
Positive Periods (%) 75.0 77.5 75.4 80.9 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
10.28 15.97 20.04 39.19 93.68 83.97 117.49 0.00
95% CVaR - Conditional Value at Risk (%) 13.24 21.10 27.29 50.97 139.46 146.37 154.62 0.00
99% VaR - Value at Risk (%) - Cumulative
15.14 24.39 31.95 61.05 163.79 185.78 185.44 0.00
99% CVaR - Conditional Value at Risk (%) 18.24 29.75 39.52 66.62 179.87 193.77 188.68 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 53.30 9.85 5.37 2.49 1.69 14.16
Perpetual Withdrawal Rate (%) --- --- --- --- 0.33 13.80
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1971 - Jun 2024)
Best Rolling Return (%) - Annualized 157.13 89.44 69.14 41.21 27.15 15.98
Worst Rolling Return (%) - Annualized -68.34 -41.34 -24.29 -11.18 2.77 9.86
Positive Periods (%) 73.0 81.5 83.1 92.7 100.0 100.0
Best Rolling Return (%) - Annualized 152.26 86.94 66.47 37.79 23.92 13.86
Worst Rolling Return (%) - Annualized -69.02 -42.69 -25.91 -12.92 1.09 6.63
Positive Periods (%) 69.5 77.9 79.0 88.3 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
10.12 15.96 20.39 34.23 68.84 43.92 44.49 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 12.98 20.92 27.41 44.40 109.87 102.32 113.24 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
14.82 24.10 31.91 51.05 150.15 156.34 151.23 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 17.81 29.29 39.25 61.74 167.33 180.87 178.46 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 53.30 9.85 5.37 2.49 1.69 3.82
Perpetual Withdrawal Rate (%) --- --- --- --- 0.33 3.53
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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 portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio 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 portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Drawdowns

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.

INVESCO QQQ TRUST (QQQ) TO EUR ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Inflation Adjusted:

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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

INVESCO QQQ TRUST (QQQ) TO EUR ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Inflation Adjusted:

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

Seasonality

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

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from January 1971 to June 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Invesco QQQ Trust (QQQ) to EUR ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

INVESCO QQQ TRUST (QQQ) TO EUR ETF
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
221 Positive Months (61%) - 139 Negative Months (39%)
380 Positive Months (59%) - 262 Negative Months (41%)

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Investment Returns, up to December 1999, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

The first official book of
Build wealth
with Lazy Portfolios and Passive Investing