Fund index
QQQM
62 articles on this site analyse QQQM — 10 of them head-on.
Measured concentration
as of 2026-05-31QQQM reports 105 positions, but the weights make it behave like about 32.2 equally weighted ones. Computed by this site from the fund's SEC Form N-PORT filing — see what this measure does not tell you and the full table.
The same filing says what kind of price those positions carry: 99.68% of QQQM is held at a quoted market price, across 7 issuer countries , with 6.75% in restricted securities. Comparisons across every fund are in the valuation table, and what a low share does and does not mean is worth reading before drawing a conclusion from it.
Every filing since 2020
23Between 2020-11-30 and 2026-05-31, QQQM went from behaving like 20.7 equally weighted positions to 32.2 — 56% more, while its top ten went from 55.39% to 47.31% of net assets. Read across the funds on the concentration-over-time table.
| Period | Holdings | Effective | Top 10 | Largest |
|---|---|---|---|---|
| 2026-05-31 | 105 | 32.2 | 47.31% | 8.13% |
| 2026-02-28 | 104 | 32.6 | 46.69% | 8.37% |
| 2025-11-30 | 105 | 25.9 | 53.81% | 9.11% |
| 2025-08-31 | 105 | 26.5 | 51.96% | 9.72% |
| 2025-05-31 | 105 | 29 | 50.09% | 8.63% |
| 2025-02-28 | 104 | 28.4 | 49.8% | 9.52% |
| 2024-11-30 | 103 | 28.3 | 51% | 8.75% |
| 2024-08-31 | 104 | 28.6 | 49.79% | 9.15% |
| 2024-05-31 | 104 | 30.2 | 48.21% | 8.43% |
| 2024-02-29 | 103 | 31.1 | 47.07% | 8.82% |
| 2023-11-30 | 103 | 26.1 | 49.18% | 11.06% |
| 2023-08-31 | 104 | 27 | 48.78% | 11.3% |
| 2023-05-31 | 103 | 19.4 | 58.68% | 13.24% |
| 2023-02-28 | 103 | 22.2 | 53.51% | 12.13% |
| 2022-11-30 | 104 | 24.5 | 48.55% | 12.95% |
| 2022-08-31 | 105 | 22.2 | 52.44% | 13.54% |
| 2022-05-31 | 105 | 23.7 | 51.38% | 12.5% |
| 2022-02-28 | 104 | 23.3 | 52.2% | 12.35% |
| 2021-11-30 | 105 | 22 | 56.15% | 11.7% |
| 2021-08-31 | 104 | 24 | 53.37% | 11.27% |
| 2021-05-31 | 105 | 25.2 | 51.64% | 10.69% |
| 2021-02-28 | 105 | 24.9 | 51.08% | 11.18% |
| 2020-11-30 | 106 | 20.7 | 55.39% | 12.8% |
One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.
Most often compared against
6Measures applied to it
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ARKK vs QQQ: Disruptive Innovation vs the Nasdaq-100 — What a Full Cycle Revealed
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How Much ETF Overlap Is Too Much? Measuring Redundancy in a Long-Term Core
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Spot Bitcoin ETFs and the Long-Term Core: An Honest Assessment of Role and Risk
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QRFT vs AMOM: AI-Driven Quality vs AI-Driven Momentum — A Head-to-Head Read
QRFT and AMOM share an issuer, an inception date, and an identical 0.75% expense ratio — so this is a clean test of factor tilt, not cost or structure. Over...
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Why 'VOO vs VTI' Is Usually the Wrong Question: A Framework for Measuring ETF Overlap
VOO and VTI share the same large-cap core, the same 0.03% fee, and a return history that has tracked within roughly a percentage point a year — so "which is...
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VGT vs QQQ: Tech Sector vs Nasdaq-100 — How Different Are They Really?
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QQQ vs QQQM: Same Index, Different Wrapper — When the Cheaper Twin Actually Wins
QQQ and QQQM track the identical index (the Nasdaq-100), so their return difference over five years is a rounding error — 17.2% vs 17.3% CAGR. The real...
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The Mulden Hybrid Portfolio Framework: Quarterly Review (Q2 2026)
Across the 5-year window ending Q2 2026, the framework's diversifiers (gold) and growth tilt (QQQM) carried the return, while the bond sleeve (BND)...
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BOTZ vs. ROBO vs. AIQ: Three AI & Robotics ETFs Compared
The three funds share a marketing category but not a portfolio: AIQ's 5-year CAGR of 17.2% comes mostly from mega-cap semiconductors and hyperscalers, not...
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QRFT Explained: AI-Driven Multi-Factor — Holdings, Fees, and Live Track Record
Over the past five years, the rules-based iShares U.S. Equity Factor ETF (LRGF) returned 13.5% annualized; the AI-enhanced QRAFT U.S. Large Cap ETF (QRFT)...
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NOBL vs. DGRW: Dividend Aristocrats vs. AI-Filtered Quality Dividend Growth
Over the past five years, DGRW returned 11.8% annualized versus NOBL's 5.7% — a 6.1-point gap, with DGRW showing slightly lower volatility and drawdown....
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VUG vs. TTAI: Large-Cap Growth vs. AI-Based Tactical Theme Rotation
VUG and TTAI are not the matchup the legacy title suggests. TTAI today is the Abacus FCF International Leaders ETF — a free-cash-flow-weighted international...
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VNQ vs. PPTY: REITs Index vs. AI-Powered Real Estate Value Analysis
VNQ is the cheap, deep, market-cap-weighted way to own U.S. listed real estate; PPTY is a fundamentals-tilted alternative that markets itself as smarter...
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VXUS vs. IQIN: International Stocks vs. AI-Driven Global Multi-Factor Asset Allocation
Over the past five years, the "AI-driven" IQIN underperformed plain market-cap VXUS on every dimension we measured — lower CAGR, higher volatility, deeper...
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QQQM vs. QRFT: Nasdaq 100 vs. AI-Driven Quality Factor Investing
QQQM and QRFT both invest in U.S. large caps, but the construction logic — index-mechanical versus model-driven multi-factor — produces very different fee,...
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SCHD vs. DIVZ: Traditional Dividend Growth vs. AI-Enhanced Yield Strategy
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Why "Factor Investing" Still Works: Applying Fama-French Models in the AI Era
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Renaissance Technologies vs. Berkshire Hathaway: Two Different Paths to Infinite Wealth
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XLE vs VDE: Which Energy ETF Benefits Most from Oil Shocks?
XLE and VDE deliver nearly identical 5-year results (CAGR 22.7% vs 23.2%) with nearly identical realized risk (max drawdown −26.0% vs −26.6%) — the...
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Roles Before Tickers: A Framework for Long-Horizon ETF Allocation
A durable long-horizon portfolio is a system of roles — broad equity, factor tilt, income/quality, defensive cash — not a list of favorite tickers. The five...
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The Honest Math of Daily-Reset Leverage: What QLD, SSO, and TQQQ Actually Cost in a 4% Rate Regime
A 2x daily-reset ETF such as QLD does not deliver 2x the annual return of the Nasdaq-100. It delivers roughly 2x of each daily return, compounded — a...
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The Arithmetic of a -30% Drawdown: Recovery Math, Allocation, and What the Data Actually Says
A -30% drawdown requires a +43% return to break even; -50% requires +100%. The asymmetry is the whole story. Across the 2021–2026 window, realized maximum...
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Asset Allocation in Practice: How 10% Weight Shifts Reshape Long-Term Outcomes
Across the trailing five years (2021-2026), a defensive blend (VOO 50 / SCHD 30 / SGOV 20) produced a roughly 10.1% blended CAGR, while a growth-tilted...
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The Rule of 72 in Practice: What Realized ETF Returns Say About Doubling Time
Applied to realized 5-year CAGRs, the Rule of 72 gives doubling estimates ranging from 4.1 years (QQQM) to 20.6 years (SGOV) — but that range collapses...
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The Rationale Behind a Five-ETF Long-Term Core: VOO, QQQM, SCHD, VXUS, AVUV
Five funds with non-overlapping roles — broad US beta (VOO), large-cap growth tilt (QQQM), dividend-quality (SCHD), ex-US developed and emerging (VXUS), and...
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The Final-Decade Asymmetry: How Long-Horizon ETF Compounding Actually Distributes
The arithmetic of a 30-year, $500/month plan at a 9% nominal CAGR has roughly 80% of the terminal balance coming from compounded returns, not from...
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Why Capital Preservation Is the Secret to Winning with Leveraged Assets
The case for capital preservation in a leveraged portfolio is not a temperament argument — it is an arithmetic one. Drawdown recovery is non-linear: a 50%...
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Hedging a Leveraged Sleeve: A Framework Built Before the Volatility Arrives
Hedging a leveraged equity sleeve is not the same problem as hedging an unleveraged one. Daily-reset products are path-dependent, so the shape of a drawdown...
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What Rising Interest Rates Mean for Leveraged ETF Borrowing Costs
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TQQQ Analysis: Is a 3x Nasdaq-100 Strategy Viable for a 30-Year Horizon?
TQQQ's 10-year 44.9% CAGR was earned in a specific regime — near-zero financing costs, persistent Nasdaq-100 leadership, manageable realized volatility. The...
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The Honest Math of Leveraged ETFs - Path Dependency, Volatility Decay, and the Behavioral Gap
Over the last five years, TQQQ delivered a 27.0% CAGR while QQQM delivered 17.6% — a ratio of 1.53x, not the 3x the leverage label implies. Realized...
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The Math of Leveraged ETF Decay: Myth vs. Reality in Trending Markets
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Leveraged ETF Satellites in a Long-Term Core: The Drawdown Math Most Plans Skip
Over the last five years, TQQQ (3x QQQ) realized a 27.0% CAGR — roughly 1.5x QQQM's 17.6%, not 3x — while drawing down 81.7% peak-to-trough. QLD (2x QQQ)...
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QLD vs SSO: What 2x Leveraged ETFs Actually Cost a Long-Term Holder
Over the last five years QLD compounded at 24.9% versus QQQ's 17.6% — meaningful, but well short of the naive "2x" expectation of roughly 35% once...
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TQQQ vs QQQM: What Live Returns Reveal About 3x Leverage Over a Full Cycle
Over the trailing five years, TQQQ realized only ~1.53× the CAGR of QQQM (27.0% vs 17.6%), not 3×. Daily resets, financing costs, and the 2022 drawdown...
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VOO vs QQQM vs TQQQ: What 5-Year Volatility and Drawdown Tell Us About Leverage in a Long-Term Core
Over the trailing five years, TQQQ delivered ~27.0% annualized but with 66.6% realized volatility and an 81.7% peak-to-trough drawdown — a hole that...
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The Honest Math of Leveraged ETFs: A 5-Year Data Read on TQQQ, SSO, and UPRO
Over the trailing five years, TQQQ delivered roughly 1.5x the realized CAGR of QQQM — not 3x — while taking on roughly 3x the drawdown and 3x the...
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The 90/10 Allocation Framework: Pairing Broad Equity, AI Infrastructure, and a Cash Sleeve
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BOTZ vs IRBO: Finding the Most Cost-Effective Entry into Automation
Over the trailing five years, IRBO's equal-weighted approach delivered an 11.1% CAGR versus BOTZ's 4.3% — a 6.8-point gap that dwarfs the 21 bp fee...
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Sizing an AI-Infrastructure Sleeve: VOO, QQQM, XLU, IFRA, and SGOV Through a Long-Horizon Lens
The "AI infrastructure" label sits across three different ETF wrappers — utilities (XLU), industrial buildout (IFRA), and the consuming software layer...
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The Yield-vs-Growth Question in 2026: Reading SCHD Against VOO, QQQM, AVUV, and ROE
With the 10-year Treasury at 4.5% and CPI still running near 3.9% YoY, the opportunity cost of holding a US dividend tilt is no longer zero — but the...
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"The Curse of Sequence Risk" – Protecting Your 30-Year Plan from a Pre-Retirement Crash
Sequence-of-returns risk is path-dependent: identical 30-year averages produce wildly different outcomes once withdrawals start, because losses early in...
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The Boredom Plateau: Why Year 10 Tests More Portfolios Than the First Crash
The greatest risk to a 30-year portfolio isn't a crash; it's the quiet stretch around years five to ten when nothing dramatic happens and the holder reaches...
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Re-evaluating the 4% Rule: Sequence Risk, Yield, and Dynamic Withdrawal in 2026
The 4% rule was calibrated by Bengen (1994) on 1926-1976 US data. It never promised safety — only a ~95% historical success rate over a 30-year horizon,...
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Buy and Hold in 2026: What Rebalancing Discipline Actually Adds to Long-Term ETF Returns
Buy-and-hold is still the right base case for long-horizon ETF investors, but pure drift quietly converts a balanced portfolio into something the investor...
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Tax-Loss Harvesting and the After-Tax Compounding Gap: What the Math Actually Shows
Over a 30-year horizon, a 1-percentage-point reduction in annual tax drag compounds into roughly a one-third increase in terminal wealth — not because of...
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SGOV and Gold in a 4.5% World: Rethinking the Defensive Sleeve for 2026
With SGOV's distribution yield at 3.9% and the 10-year Treasury at 4.47% (FRED, asof 2026-05-14), the opportunity cost of holding non-yielding gold is...
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VOO, QQQM, and SCHD: What Five-Year Risk and Return Actually Say About a Long-Term Core
QQQM produced the highest five-year CAGR (17.6%), but at 22.3% realized volatility and a −35.0% drawdown — a single-regime number, not a permanent ranking....
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XLE in a Long-Term Core: The Rebalancing Math Behind Cyclical Sector Sleeves
XLE's trailing 5-year CAGR of 22.3% sits roughly 840 basis points above VOO, but the same fund's 10-year CAGR is 10.7% — a regime readout, not a structural...
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SGOV, VOO, and QQQM Under Geopolitical Stress: What Oil, Yields, and Volatility Reveal
SGOV's effective duration near zero made it behave as designed during the recent oil-driven inflation scare — essentially flat while the equity sleeves...
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If the Nasdaq 100 Corrects 20%, Will Long-Term Investors Lose Money? (10+ Year Analysis)
A 20% Nasdaq-100 drawdown is the index's textbook resting state, not its tail event — the real long-term risk lives in the 50% and 80% drawdowns sitting in...
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Tesla Inside Your Index ETF: How Market-Cap Weighting Translates a Single Stock Into Portfolio Exposure
Anyone holding VOO or QQQM already owns Tesla — the relevant question is how much, not whether. Tesla's weight inside QQQM runs roughly 2-2.5x its weight...
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The Tesla Ecosystem Through an ETF Lens: How Long-Horizon Investors Should Think About Concentrated Innovation Bets
The Tesla ecosystem bundles electrification, energy storage, AI, and robotics into a single corporate balance sheet — which compresses both upside and...
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Single-Country ETFs vs Global Diversification: A Structural Long-Horizon Comparison
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SCHD and the Power of Dividend Discipline
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How Today’s Inflation Slowdown Is Reshaping Long-Term ETF Strategy in 2026
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VOO vs QQQM: Which ETF Is Better for Long-Term Investing in 2026?
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