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DIA vs QQQ: Performance & Backtest Comparison

QQQ delivered the higher return - 15.89% CAGR vs 10.23% - over 2005-03-31 → 2026-06-30.

Growth comparison

Drawdown

Annual returns

DIAQQQ
NameState Street SPDR Dow Jones Industrial Average ETF TrustInvesco QQQ Trust, Series 1
CAGR10.23%15.89%
Total return698.81%2222.50%
Volatility14.36%18.39%
Max drawdown-46.71%Feb 2009-49.74%Feb 2009
Sharpe0.630.81
Sortino0.901.22
Best year29.64%54.86%
Worst year-31.86%-41.73%
Final balance$79,881$232,250

Correlation of monthly returns: 0.81. Wondering if you need both? Check their fund overlap →

All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.

Which has performed better, DIA or QQQ?

Over 2005-03-31 to 2026-06-30, QQQ performed better: 15.89% annualized versus 10.23% for DIA, with dividends reinvested. Past performance does not guarantee future results.

How similar are DIA and QQQ?

Their monthly returns have a correlation of 0.81 over the common period. DIA is State Street SPDR Dow Jones Industrial Average ETF Trust; QQQ is Invesco QQQ Trust, Series 1.

Which is riskier, DIA or QQQ?

Over the common period DIA had 14.36% annualized volatility and a -46.71% max drawdown, versus 18.39% and -49.74% for QQQ.