Data as of Oct 28, 2026.
QMAR vs QQQM: Differences, Returns & Fees
Over the year to Oct 28, 2026, QMAR returned +18.1% to QQQM's +15.2%, and QQQM charges 0.15% to QMAR's 0.90%.
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Net assets on Oct 27, 2026: $623m for FT Vest Nasdaq-100 Buffer ETF - March and $110.4bn for Invesco NASDAQ 100 ETF.
Pair scorecard
QQQM costs 0.75 points a year less; their one-year returns differ by 2.9 points; QQQM is far larger, $110.4bn against $623m.
| Measure | QMAR | QQQM |
|---|---|---|
| Return | ||
| Total return, 1 year | +18.1% | +15.2% |
| Drawdown | ||
| Below its high | 4.5%, high on Oct 6, 2026 | |
| Index fall to the buffer | 19.8% | |
| Fund price fall to the buffer | 13.3% | |
| Benchmark | ||
| What it tracks | QQQ | Nasdaq-100 Index |
| The outcome period | ||
| Buffer left, in index points | 10.0% of 10.0% | |
| Days left in the period | 142 | |
| Period ends | Mar 19, 2027 | |
| Cost and size | ||
| Expense ratio | 0.90% | 0.15% |
| Net assets, as of Oct 27, 2026 | $623m | $110.4bn |
| Holdings | ||
| Holdings in common | not published | |
| In the S&P 500, by weight | 96% | |
| Top ten holdings, share of the fund | 46.7% | |
Risk and return
Apr 1, 2021 to Oct 23, 2026 · 290 weekly returns · each against QQQQQQM returned more: +124.9% to +85.7%. QMAR swung less: 12.4% to 20.8%. QMAR fell less at its worst: −19.0% to −35.0%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | QMAR | QQQM | QQQ | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +85.7% | +124.9% | QQQM | Price change plus distributions, reinvested. | |
| Annualized | +11.7% | +15.6% | QQQM | Total return as a yearly rate. | |
| Price return | +85.7% | +117.5% | QQQM | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 12.4% | 20.8% | QMAR | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 8.0% | 13.7% | QMAR | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −19.0% | −35.0% | QMAR | Deepest fall from a high to the low after it. | |
| Upside capture | 39.6% | 99.7% | 100.0% | QQQM | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 62.3% | 99.8% | 100.0% | QMAR | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 0.56 | 1.00 | 1.00 | QMAR lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.87 | 1.00 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | 0.67 | 0.63 | QMAR (slight) | Return above Treasury bills per unit of volatility. | |
| Sortino | 1.04 | 0.96 | QMAR (slight) | Return above Treasury bills per unit of downside deviation. | |
| Treynor | 0.150 | 0.132 | 0.131 | QMAR | Return above Treasury bills per unit of beta. |
| Calmar | 0.62 | 0.45 | QMAR | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | QQQ | QQQ | QQQ | The ETF each fund is measured against. | |
| Alpha | +1.1% a year | +0.1% a year | 0.0% | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 0.57 | 0.68 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | −2.6% to +4.7% | −0.2% to +0.4% | Both include zero | The 95% range for the yearly alpha. | |
| Information ratio | −0.47 | 0.18 | QQQM | Return against its benchmark per unit of tracking error. | |
| Tracking error | 10.3% | 0.3% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 290 weekly returns. Cash rate: the 13-week Treasury bill.
Side by side
QMAR and QQQM on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
QMAR and QQQM do different jobs. What does each one do in a portfolio?
- What each follows. QMAR follows QQQ and QQQM follows Nasdaq-100 Index.
- One-year total return. Over 1 year to Oct 28, 2026 QMAR returned +18.1% and QQQM +15.2% with distributions reinvested, a gap of 2.9 points.
- Cost. QMAR charges 0.90% of assets a year and QQQM 0.15%, a gap of 0.75 points.
Data as of Oct 28, 2026.
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QQQ had already risen past this fund's cap of +20.9% for the period on Oct 28, 2026, so in index terms there is no more upside to collect. The fund's own price can still drift up to about 5.0% as the period runs out.
The fund's price can fall 13.3% from here before the buffer starts absorbing losses, by the issuer's number. In index terms, QQQ can fall 19.8% from today's level to the point where the buffer begins. Protection left, in index points: 10.0% of the 10.0% buffer still sits below today's QQQ level. 142 days remained on Oct 28, 2026. On Mar 19, 2027 the period ends and a new cap is set.
QQQM
QQQM tracks the Nasdaq-100. Over the year to Oct 28, 2026 it returned +15.2% with distributions reinvested, against +15.2% for its benchmark, the Nasdaq-100 Index. The prospectus expense ratio is 0.15% a year. By its holdings published by its issuer for Oct 27, 2026, 96% of the fund by weight is stocks the S&P 500 also holds, across 105 positions, with the top ten at 46.7%. It sat 4.5% below its high of Oct 6, 2026 on Oct 28, 2026.
Questions people ask
- Are QMAR and QQQM in the same category?
- QMAR is a buffer ETF and QQQM is a stock ETF, so they do different jobs. The table compares what both publish: return, cost and holdings.
- Which returned more over the last year, QMAR or QQQM?
- In the year to Oct 28, 2026, with distributions reinvested, QMAR returned +18.1% and QQQM +15.2%.
- Which is cheaper, QMAR or QQQM?
- QQQM is cheaper, by 0.75 percentage points a year. That is about $75 on $10,000 held for a year. Fees come from each fund's prospectus.
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ETFIQ, QMAR against QQQM, data as of Oct 28, 2026. https://etfiq.com/compare/any/qmar-vs-qqqm
ETFIQ. (Oct 28, 2026). QMAR against QQQM. Retrieved from https://etfiq.com/compare/any/qmar-vs-qqqm
[QMAR against QQQM (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/qmar-vs-qqqm)
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