QRMI vs SPY

QRMI vs SPY
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Quick Verdict

SPY has a lower expense ratio. SPY delivered stronger 1-year returns. SPY offers more diversification with 505 holdings.

Lower Fees: SPYHigher Returns: SPYMore Diversified: SPY

Side-by-Side Comparison

MetricQRMISPYWinner
Expense Ratio0.60%0.09%
AUM$15M$821.1B
Dividend Yield12.58%1.01%
Holdings109505
YTD Return+2.50%+12.68%
1Y Return+9.38%+21.82%
3Y Return (annualized)+7.66%+21.98%
5Y Return (annualized)+1.72%+12.89%
Volatility (annualized)7.7%15.3%
Max Drawdown-20.9%-56.5%
Fund FamilyGLOBALXETFSState Street Investment Management
CategoryEquityEquity
InceptionAug 25, 2021Jan 22, 1993

QRMI vs SPY Performance

Global X NASDAQ 100 Risk Managed Income ETF (QRMI) is a ETF from GLOBALXETFS and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year QRMI returned +9.38% while SPY returned +21.82%. Year to date, QRMI is up 2.50% versus a gain of 12.68% for SPY.

Over three years, QRMI compounded at +7.66% per year against +21.98% for SPY; over five years the annualized figures are +1.72% and +12.89% respectively. Across the full 5-year window we track, SPY has the edge at +8.81% annualized vs +1.72%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 7.7% for QRMI. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -20.9% for QRMI and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.78. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

QRMI charges 0.60% per year while SPY charges 0.09%. On a $10,000 position that is $60 vs $9 annually, a gap of $51 per year that compounds over a long holding period. On income, QRMI currently yields 12.58% against 1.01% for SPY.

Holdings Overlap

53.8%overlap

QRMI and SPY share 87 holdings out of 520 unique holdings combined, representing a 53.8% weight overlap.

High overlap means holding both may not provide much additional diversification.

Top Shared Holdings

StockWeight in QRMIWeight in SPYDifference
NVDA8.04%7.71%0.33%
AAPL8.42%6.83%1.59%
MSFT4.93%5.50%0.57%
AMZNProProPro
GOOGLProProPro
AVGOProProPro
MUProProPro
GOOGProProPro
METAProProPro
AMDProProPro
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Frequently Asked Questions

Which is cheaper, QRMI or SPY?

QRMI has an expense ratio of 0.60% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $51 per year of difference.

Which performed better, QRMI or SPY?

Over the past year QRMI returned +9.38% vs +21.82% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (5 years), QRMI annualized +1.72% vs +8.81% for SPY. Past performance does not guarantee future results.

Which is riskier, QRMI or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 7.7% for QRMI. Worst drawdown: QRMI -20.9% vs SPY -56.5%.

Should I hold both QRMI and SPY?

QRMI and SPY have a monthly-return correlation of 0.78, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between QRMI and SPY?

QRMI and SPY share 87 common holdings with a 53.8% weight overlap. Combined, they hold 520 unique securities.

Which pays a higher dividend, QRMI or SPY?

QRMI yields 12.58% while SPY yields 1.01%, so QRMI currently pays the higher dividend yield.

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