QMOM vs SPY
Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed QMOM, delivering a return of +13.3% compared to +10.3%
QMOM vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QMOM
$519M
Winner
SPY
$735B
Expense Ratio
QMOM
0.28%
Winner
SPY
0.09%
Max Drawdown
Winner
QMOM
39.92%
SPY
56.47%
Sharpe Ratio
QMOM
0.84
Winner
SPY
1.62
5Y Beta
QMOM
1.20
Winner
SPY
1.00
P/E Ratio
QMOM
53.14
Winner
SPY
28.99
Forward P/E
Winner
QMOM
19.91
SPY
22.37
5Y Dividends CAGR
Winner
QMOM
95.10%
SPY
5.43%
5Y EPS CAGR
QMOM
15.66%
Winner
SPY
26.05%
Debt to Equity
Winner
QMOM
9.76%
SPY
32.40%
P/S Ratio
Winner
QMOM
2.34
SPY
3.74
P/B Ratio
QMOM
5.88
Winner
SPY
5.61
QMOM vs SPY - Holdings Comparison
QMOM and SPY have 20 common holdings. Overlap is 2.21%
QMOM's top 25 holdings weight is 54.41%. SPY's top 25 holdings weight is 52.37%.
| Rank | QMOM | SPY |
|---|---|---|
| #1 | FLEX LTD (FLEX) - 2.98% | NVIDIA CORP (NVDA) - 8.10% |
| #2 | DELL TECHNOLOGIES INC ORDINARY SHARES CLASS C (DELL) - 2.83% | APPLE INC (AAPL) - 7.02% |
| #3 | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC (MTSI) - 2.81% | MICROSOFT CORP (MSFT) - 4.79% |
| #4 | PLANET LABS PBC CLASS A (PL) - 2.53% | AMAZON.COM INC (AMZN) - 4.02% |
| #5 | CORNING INC (GLW) - 2.31% | ALPHABET INC CLASS A (GOOGL) - 3.51% |
| #6 | NVENT ELECTRIC PLC (NVT) - 2.28% | BROADCOM INC (AVGO) - 3.10% |
| #7 | BORGWARNER INC (BWA) - 2.28% | ALPHABET INC CLASS C (GOOG) - 2.79% |
| #8 | APPLIED MATERIALS INC (AMAT) - 2.21% | META PLATFORMS INC CLASS A (META) - 2.08% |
| #9 | SOUTHERN COPPER CORP (SCCO) - 2.16% | TESLA INC (TSLA) - 1.89% |
| #10 | JABIL INC (JBL) - 2.14% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | ATI INC (ATI) - 2.10% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #12 | ARROWHEAD PHARMACEUTICALS INC (ARWR) - 2.07% | ELI LILLY AND CO (LLY) - 1.31% |
| #13 | REVOLUTION MEDICINES INC ORDINARY SHARES (RVMD) - 2.07% | JPMORGAN CHASE & CO (JPM) - 1.28% |
| #14 | CARPENTER TECHNOLOGY CORP (CRS) - 2.05% | ADVANCED MICRO DEVICES INC (AMD) - 1.27% |
| #15 | ANGLOGOLD ASHANTI PLC (AU) - 2.00% | EXXON MOBIL CORP (XOM) - 0.97% |
| #16 | CURTISS-WRIGHT CORP (CW) - 1.99% | INTEL CORP (INTC) - 0.90% |
| #17 | QUANTA SERVICES INC (PWR) - 1.98% | JOHNSON & JOHNSON (JNJ) - 0.86% |
| #18 | COEUR MINING INC (CDE) - 1.97% | VISA INC CLASS A (V) - 0.85% |
| #19 | MP MATERIALS CORP ORDINARY SHARES CLASS A (MP) - 1.96% | WALMART INC (WMT) - 0.81% |
| #20 | KEYSIGHT TECHNOLOGIES INC (KEYS) - 1.95% | CISCO SYSTEMS INC (CSCO) - 0.72% |
| #21 | CATERPILLAR INC (CAT) - 1.95% | COSTCO WHOLESALE CORP (COST) - 0.69% |
| #22 | IONIS PHARMACEUTICALS INC (IONS) - 1.95% | CATERPILLAR INC (CAT) - 0.66% |
| #23 | FORMFACTOR INC (FORM) - 1.95% | MASTERCARD INC CLASS A (MA) - 0.62% |
| #24 | VIAVI SOLUTIONS INC (VIAV) - 1.95% | LAM RESEARCH CORP (LRCX) - 0.62% |
| #25 | DYCOM INDUSTRIES INC (DY) - 1.94% | ABBVIE INC (ABBV) - 0.58% |
| Total Holdings | 53 | 505 |
QMOM vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
QMOM
-1.14%
Winner
SPY
+1.90%
3M
Winner
QMOM
+10.65%
SPY
+8.55%
6M
Winner
QMOM
+18.03%
SPY
+8.18%
1Y
QMOM
+22.33%
Winner
SPY
+25.79%
5Y(CAGR)
QMOM
+10.27%
Winner
SPY
+13.32%
10Y(CAGR)
QMOM
+13.17%
Winner
SPY
+15.19%
Max(CAGR)
Winner
QMOM
+12.89%
SPY
+8.47%
QMOM vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | QMOM | SPY |
|---|---|---|
| 2026 | +15.58% | +8.26% |
| 2025 | +1.42% | +18.00% |
| 2024 | +32.17% | +25.59% |
| 2023 | +13.84% | +26.72% |
| 2022 | -6.63% | -18.64% |
| 2021 | -2.71% | +30.52% |
| 2020 | +59.91% | +17.28% |
| 2019 | +29.03% | +31.09% |
| 2018 | -11.66% | -5.24% |
| 2017 | +16.06% | +20.78% |
| 2016 | +8.32% | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
QMOM vs SPY Drawdown Comparison
The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current QMOM drawdown is -5.93%. The current SPY drawdown is -2.90%.
| Rank | QMOM | SPY |
|---|---|---|
| #1 | -39.11% Feb 19, 2020 - Jul 6, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -38.89% Feb 12, 2021 - Oct 11, 2024 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -31.88% Sep 13, 2018 - Jan 13, 2020 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -26.48% Nov 26, 2024 - Jan 15, 2026 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -15.68% Jan 5, 2016 - Apr 14, 2016 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -12.65% Mar 2, 2026 - Apr 13, 2026 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -11.75% Oct 13, 2020 - Nov 6, 2020 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -11.65% Sep 1, 2020 - Oct 5, 2020 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -10.90% Jan 26, 2018 - Mar 12, 2018 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -8.59% Nov 6, 2020 - Nov 20, 2020 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -8.25% Jun 20, 2018 - Aug 27, 2018 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -8.17% Mar 12, 2018 - May 18, 2018 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -8.08% Feb 21, 2017 - Sep 20, 2017 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -7.88% Dec 22, 2020 - Jan 7, 2021 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -7.28% Jan 27, 2026 - Feb 19, 2026 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between QMOM and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Dividend Comparison (1999 - 2026)
QMOM vs SPY dividend yield comparison.
| Year | QMOM | SPY |
|---|---|---|
| 2026 | 0.00% | 0.24% |
| 2025 | 0.54% | 1.07% |
| 2024 | 1.40% | 1.21% |
| 2023 | 0.87% | 1.40% |
| 2022 | 1.59% | 1.65% |
| 2021 | 0.12% | 1.20% |
| 2020 | 0.08% | 1.52% |
| 2019 | 0.01% | 1.75% |
| 2018 | 0.05% | 2.04% |
| 2017 | 0.13% | 1.80% |
| 2016 | 0.34% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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