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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 compared to other funds.


Expense ratio chart for QQMG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
QQMG vs. QQQY QQMG vs. BBLU QQMG vs. 500G.L QQMG vs. QQQ QQMG vs. QQQM QQMG vs. BRK-A QQMG vs. SPLG QQMG vs. IYW QQMG vs. QQEW QQMG vs. SPY
Popular comparisons:
QQMG vs. QQQY QQMG vs. BBLU QQMG vs. 500G.L QQMG vs. QQQ QQMG vs. QQQM QQMG vs. BRK-A QQMG vs. SPLG QQMG vs. IYW QQMG vs. QQEW QQMG vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco ESG NASDAQ 100 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.38%
9.66%
QQMG (Invesco ESG NASDAQ 100 ETF)
Benchmark (^GSPC)

Returns By Period

Invesco ESG NASDAQ 100 ETF had a return of 28.60% year-to-date (YTD) and 28.71% in the last 12 months.


QQMG

YTD

28.60%

1M

3.03%

6M

9.38%

1Y

28.71%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

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
20242.77%5.02%1.47%-4.79%6.71%7.02%-1.99%1.23%1.95%-0.91%5.13%28.60%
202310.01%-0.06%9.65%0.26%8.07%6.30%4.19%-0.80%-5.89%-1.89%11.01%5.38%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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QQMG is 67, 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 6767
Overall Rank
The Sharpe Ratio Rank of QQMG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of QQMG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QQMG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of QQMG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of QQMG is 6363
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.


Sharpe ratio
The chart of Sharpe ratio for QQMG, currently valued at 1.53, compared to the broader market0.002.004.001.532.07
The chart of Sortino ratio for QQMG, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.062.76
The chart of Omega ratio for QQMG, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.39
The chart of Calmar ratio for QQMG, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.043.05
The chart of Martin ratio for QQMG, currently valued at 6.99, compared to the broader market0.0020.0040.0060.0080.00100.006.9913.27
QQMG
^GSPC

The current Invesco ESG NASDAQ 100 ETF Sharpe ratio is 1.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco ESG NASDAQ 100 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.53
2.07
QQMG (Invesco ESG NASDAQ 100 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco ESG NASDAQ 100 ETF provided a 0.36% dividend yield over the last twelve months, with an annual payout of $0.13 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.13$0.17$0.15$0.02

Dividend yield

0.36%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
2024$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.00$0.13
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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-1.91%
QQMG (Invesco ESG NASDAQ 100 ETF)
Benchmark (^GSPC)

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 35.44%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.

The current Invesco ESG NASDAQ 100 ETF drawdown is 2.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.44%Dec 28, 2021202Oct 14, 2022289Dec 8, 2023491
-14.16%Jul 11, 202418Aug 5, 202467Nov 7, 202485
-7.95%Mar 25, 202419Apr 19, 202418May 15, 202437
-5.2%Nov 22, 202120Dec 20, 20214Dec 27, 202124
-4.13%Dec 17, 20243Dec 19, 2024

Volatility

Volatility Chart

The current Invesco ESG NASDAQ 100 ETF volatility is 5.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
3.82%
QQMG (Invesco ESG NASDAQ 100 ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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