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Invesco QQQ Low Volatility ETF (QQLV)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46138G4257
CUSIP
46138G425
Issuer
Invesco
Inception Date
Dec 4, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Low Volatility Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco QQQ Low Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Invesco QQQ Low Volatility ETF (QQLV) has returned 0.31% so far this year and -1.73% over the past 12 months.


Invesco QQQ Low Volatility ETF

1D
0.64%
1M
-4.88%
YTD
0.31%
6M
-1.91%
1Y
-1.73%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 4, 2024, QQLV's average daily return is 0.00%, while the average monthly return is -0.04%.

Historically, 44% of months were positive and 56% were negative. The best month was Feb 2025 with a return of +4.4%, while the worst month was Dec 2024 at -5.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QQLV closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Apr 4, 2025 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.62%3.78%-4.88%0.31%
20252.65%4.44%-0.80%-1.07%2.85%-1.03%1.23%-0.74%-0.98%-2.66%2.36%-1.85%4.19%
2024-5.60%-5.60%

Benchmark Metrics

Invesco QQQ Low Volatility ETF has an annualized alpha of -3.21%, beta of 0.44, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since December 05, 2024.

  • This ETF participated in 40.05% of S&P 500 Index downside but only 18.06% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.44 may look defensive, but with R² of 0.37 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.37 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-3.21%
Beta
0.44
0.37
Upside Capture
18.06%
Downside Capture
40.05%

Expense Ratio

QQLV has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

QQLV ranks 9 for risk / return — in the bottom 9% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


QQLV Risk / Return Rank: 99
Overall Rank
QQLV Sharpe Ratio Rank: 99
Sharpe Ratio Rank
QQLV Sortino Ratio Rank: 88
Sortino Ratio Rank
QQLV Omega Ratio Rank: 88
Omega Ratio Rank
QQLV Calmar Ratio Rank: 1111
Calmar Ratio Rank
QQLV Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco QQQ Low Volatility ETF (QQLV) and compare them to a chosen benchmark (S&P 500 Index).


QQLVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.90

-1.03

Sortino ratio

Return per unit of downside risk

-0.09

1.39

-1.48

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.06

1.40

-1.46

Martin ratio

Return relative to average drawdown

-0.14

6.61

-6.75

Explore QQLV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Invesco QQQ Low Volatility ETF provided a 1.95% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


1.84%$0.00$0.10$0.20$0.30$0.402025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.47$0.44

Dividend yield

1.95%1.84%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco QQQ Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.09
2025$0.02$0.03$0.02$0.03$0.03$0.04$0.05$0.05$0.04$0.05$0.03$0.06$0.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco QQQ Low Volatility ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco QQQ Low Volatility ETF was 9.54%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current Invesco QQQ Low Volatility ETF drawdown is 5.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.54%Feb 26, 202530Apr 8, 202527May 16, 202557
-7.4%Dec 5, 202424Jan 10, 202526Feb 19, 202550
-7.35%Jul 28, 202573Nov 6, 2025
-3.12%Jun 9, 202512Jun 25, 202518Jul 22, 202530
-1.81%May 20, 20254May 23, 20259Jun 6, 202513

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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