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QQQ + SCHD Portfolio Mix Backtest: 50/50 vs 70/30 Compounding & MDD

Last Updated: Nov 13, 2026

Analyze the classic barbell portfolio combining high-growth QQQ with cash-flowing SCHD across different allocation ratios and annual rebalancing.

Portfolio Mix

QQQ (QQQ) + SCHD (SCHD)

Optimal Asset Allocation: 2011-11 ~ 2026-11 (15.1years)
QQQ 0.45% 5-Yr Div Growth (CAGR): 16.55%
SCHD 2.94% 5-Yr Div Growth (CAGR): 13.56%
Return Correlation 0.62 Moderate Corr · Balanced
Best Sharpe Allocation 50 : 50 Highest risk-adjusted return (0.9)

⚖️ QQQ + SCHD Golden Ratio Rebalancing

Drag the slider to test expected returns, combined dividend yields, and portfolio max drawdowns (MDD) across custom allocation weights.

Rebalancing:
Quick Presets:
Backtest Period:
QQQ : SCHD Weight 50 : 50
Historical 5-Year CAGR
16.63%
$10,000 → $101,830 (+918.3%)
🛡️ Expected Maximum Drawdown (MDD)
-24.0%
QQQ 100% 대비 -9.1%p 방어
Sharpe Ratio (Volatility)
0.9
연율화 변동성 14.6%
Combined Portfolio Dividend Yield
1.7%
예상 연 배당 $1,726

📈 Mixed Portfolio vs Single Asset Growth

50:50 Mix QQQ 100% SCHD 100% 2012 2014 2016 2018 2020 2022 2024 2026 2026

⚖️ Allocation Performance Matrix (Annual)

Weight (A:B) Final Value (CAGR) Yield Max Drawdown Sharpe
100 : 0 $135,466 CAGR 18.86% 0.45% -33.1% 0.83
80 : 20 $122,582 CAGR 18.08% 0.95% -29.1% 0.87
70 : 30 $115,780 CAGR 17.63% 1.2% -27.4% 0.89
50 : 50 🏆 Best $101,830 CAGR 16.63% 1.7% -24.0% 0.9
30 : 70 $87,853 CAGR 15.5% 2.19% -20.7% 0.87
20 : 80 $80,998 CAGR 14.88% 2.44% -20.7% 0.83
0 : 100 $67,793 CAGR 13.53% 2.94% -22.4% 0.73

📅 Annual Returns: Mix vs Single Asset

Year-end value · Year-over-Year (YoY) return

Year Mixed Portfolio QQQ SCHD vs 50/50 Avg
2012 $11,397 YoY +14.0% $11,398 YoY +14.0% $11,396 YoY +14.0% +$0
2013 $14,645 YoY +28.5% $14,687 YoY +28.9% $14,604 YoY +28.1% -$0
2014 $17,462 YoY +19.2% $18,248 YoY +24.2% $16,679 YoY +14.2% -$2
2015 $18,802 YoY +7.7% $20,616 YoY +13.0% $17,075 YoY +2.4% -$44
2016 $19,662 YoY +4.6% $20,907 YoY +1.4% $18,396 YoY +7.7% +$10
2017 $25,469 YoY +29.5% $28,476 YoY +36.2% $22,604 YoY +22.9% -$71
2018 $27,671 YoY +8.6% $31,711 YoY +11.4% $23,943 YoY +5.9% -$156
2019 $32,318 YoY +16.8% $37,565 YoY +18.5% $27,566 YoY +15.1% -$247
2020 $38,612 YoY +19.5% $51,193 YoY +36.3% $28,302 YoY +2.7% -$1,136
2021 $55,633 YoY +44.1% $73,768 YoY +44.1% $40,774 YoY +44.1% -$1,638
2022 $46,450 YoY -16.5% $50,884 YoY -31.0% $39,962 YoY -2.0% +$1,027
2023 $55,502 YoY +19.5% $71,171 YoY +39.9% $39,604 YoY -0.9% +$114
2024 $71,611 YoY +29.0% $94,990 YoY +33.5% $49,340 YoY +24.6% -$554
2025 $81,840 YoY +14.3% $123,254 YoY +29.8% $48,755 YoY -1.2% -$4,164
2026 $101,787 YoY +24.4% $135,923 YoY +10.3% $67,510 YoY +38.5% +$71
2026 $101,830 YoY +0.0% $135,466 YoY -0.3% $67,793 YoY +0.4% +$200

💡 Key Analysis Summary

QQQ: Tracks the Nasdaq-100 Index of the 100 largest non-financial companies listed on the Nasdaq, offering concentrated exposure to global AI and technology leaders.

SCHD: Tracks the Dow Jones U.S. Dividend 100 Index, focusing on high-quality U.S. companies with at least 10 consecutive years of dividend payments and strong fundamental metrics.

🔍 QQQ + SCHD 포트폴리오 시너지 진단

  • 바벨(Barbell) 전략 시너지: 두 종목의 배당수익률 격차가 커서, 한쪽이 성장 엔진 역할을 하고 다른 한쪽이 현금흐름·방어막 역할을 수행합니다.
  • 실측 분산 효과: 2011-11~2026-11 기간 두 종목의 상관계수는 0.62이며, 50:50 혼합 시 QQQ 단독 투자 대비 최대 낙폭(MDD)을 9.1%p 방어했습니다.
  • 최적 위험 대비 수익: 과거 데이터 기준 가장 효율이 좋았던 비중은 50 : 50 (샤프 지수 0.9)입니다.

❓ Frequently Asked Questions (FAQ)

Q. How did a 50:50 mix of QQQ and SCHD perform over 15.1 years?

With annual rebalancing, the 50:50 portfolio delivered a 16.63% CAGR, -24.0% max drawdown, and a 0.9 Sharpe ratio.

Q. Which allocation achieved the highest Sharpe ratio for QQQ + SCHD?

Across 7 allocation presets, 50 : 50 delivered the best risk-adjusted return with a Sharpe ratio of 0.9.

Q. What does the 0.62 correlation mean for diversification?

The 0.62 monthly return correlation helped reduce maximum drawdown by 9.1 percentage points compared to single-asset concentration.

Q. Is annual rebalancing better than Buy & Hold?

Annual rebalancing systematically trims outperforming assets and adds to lagging ones, smoothing volatility and drawdowns over market cycles.

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