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Invesco ESG NASDAQ 100 ETF (QQMG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46138G5403

CUSIP

46138G540

Issuer

Invesco

Inception Date

Oct 27, 2021

Leveraged

1x

Index Tracked

Nasdaq-100 ESG Total Return Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

QQMG has an expense ratio of 0.20%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Invesco ESG NASDAQ 100 ETF (QQMG) returned 1.60% year-to-date (YTD) and 14.51% over the past 12 months.


QQMG

YTD

1.60%

1M

9.47%

6M

1.76%

1Y

14.51%

3Y*

20.53%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of QQMG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.98%-2.05%-7.68%1.64%9.47%1.60%
20242.77%5.02%1.47%-4.79%6.71%7.02%-1.99%1.23%1.95%-0.91%5.13%0.16%25.67%
202310.01%-0.07%9.65%0.26%8.07%6.30%4.19%-0.80%-5.89%-1.89%11.01%5.37%55.00%
2022-8.61%-4.54%4.01%-13.64%-1.30%-9.01%12.57%-5.51%-10.68%5.53%6.09%-8.57%-31.56%
20210.67%5.12%-0.77%5.01%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QQMG is 48, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QQMG is 4848
Overall Rank
The Sharpe Ratio Rank of QQMG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QQMG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of QQMG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of QQMG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of QQMG is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco ESG NASDAQ 100 ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco ESG NASDAQ 100 ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Invesco ESG NASDAQ 100 ETF provided a 0.50% dividend yield over the last twelve months, with an annual payout of $0.18 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.152021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.18$0.17$0.17$0.15$0.02

Dividend yield

0.50%0.50%0.60%0.83%0.08%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco ESG NASDAQ 100 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.04$0.00$0.00$0.04
2024$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.17
2023$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.17
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.15
2021$0.02$0.02

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 ESG NASDAQ 100 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 ESG NASDAQ 100 ETF was 35.43%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.

The current Invesco ESG NASDAQ 100 ETF drawdown is 3.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.43%Dec 28, 2021202Oct 14, 2022289Dec 8, 2023491
-22.79%Feb 20, 202534Apr 8, 2025
-14.16%Jul 11, 202418Aug 5, 202467Nov 7, 202485
-7.95%Mar 25, 202419Apr 19, 202418May 15, 202437
-6.04%Dec 17, 202418Jan 14, 202523Feb 18, 202541
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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