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Invesco NASDAQ Next Gen 100 ETF (QQQJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46138G6310

CUSIP

46138G631

Issuer

Invesco

Inception Date

Oct 13, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NASDAQ Next Generation 100 Index

Asset Class

Equity

Asset Class Size

Large-Cap

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.


Popular comparisons:
QQQJ vs. QQQM QQQJ vs. QQQ QQQJ vs. VOT QQQJ vs. QQQN QQQJ vs. DOW QQQJ vs. VOO QQQJ vs. SPY QQQJ vs. VTI QQQJ vs. QLD QQQJ vs. SPLG
Popular comparisons:
QQQJ vs. QQQM QQQJ vs. QQQ QQQJ vs. VOT QQQJ vs. QQQN QQQJ vs. DOW QQQJ vs. VOO QQQJ vs. SPY QQQJ vs. VTI QQQJ vs. QLD QQQJ vs. SPLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco NASDAQ Next Gen 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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.99%
11.50%
QQQJ (Invesco NASDAQ Next Gen 100 ETF)
Benchmark (^GSPC)

Returns By Period

Invesco NASDAQ Next Gen 100 ETF had a return of 15.41% year-to-date (YTD) and 26.02% in the last 12 months.


QQQJ

YTD

15.41%

1M

1.64%

6M

10.00%

1Y

26.02%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.96%6.58%2.77%-5.98%1.84%1.00%2.33%1.96%4.60%-3.00%15.41%
20239.66%-4.00%1.52%-2.59%-0.85%6.34%3.02%-2.78%-5.74%-6.74%9.31%7.62%13.69%
2022-11.86%-1.45%-0.31%-10.81%-1.39%-8.70%10.27%-3.54%-10.40%6.09%7.66%-5.19%-28.25%
20211.52%5.49%-3.61%3.67%-0.52%4.86%-1.54%2.69%-4.93%5.78%-2.95%-0.37%9.76%
2020-6.97%16.56%6.29%15.25%

Expense Ratio

QQQJ has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for QQQJ: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QQQJ is 52, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of QQQJ is 5252
Combined Rank
The Sharpe Ratio Rank of QQQJ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQJ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQJ is 5353
Omega Ratio Rank
The Calmar Ratio Rank of QQQJ is 3636
Calmar Ratio Rank
The Martin Ratio Rank of QQQJ is 5757
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 NASDAQ Next Gen 100 ETF (QQQJ) 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 QQQJ, currently valued at 1.64, compared to the broader market0.002.004.006.001.642.46
The chart of Sortino ratio for QQQJ, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.0012.002.333.31
The chart of Omega ratio for QQQJ, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.46
The chart of Calmar ratio for QQQJ, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.843.55
The chart of Martin ratio for QQQJ, currently valued at 8.46, compared to the broader market0.0020.0040.0060.0080.00100.008.4615.76
QQQJ
^GSPC

The current Invesco NASDAQ Next Gen 100 ETF Sharpe ratio is 1.64. 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 NASDAQ Next Gen 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.64
2.46
QQQJ (Invesco NASDAQ Next Gen 100 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco NASDAQ Next Gen 100 ETF provided a 0.79% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.25$0.18$0.18$0.31$0.03

Dividend yield

0.79%0.67%0.75%0.91%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco NASDAQ Next Gen 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$0.07$0.00$0.00$0.09$0.00$0.00$0.05$0.00$0.00$0.20
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.18
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.08$0.18
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.23$0.31
2020$0.03$0.03

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.16%
-1.40%
QQQJ (Invesco NASDAQ Next Gen 100 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco NASDAQ Next Gen 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 NASDAQ Next Gen 100 ETF was 39.58%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Invesco NASDAQ Next Gen 100 ETF drawdown is 12.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.58%Nov 17, 2021229Oct 14, 2022
-12.87%Feb 16, 202161May 12, 202176Aug 30, 2021137
-7.78%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-6.97%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-5.15%Jan 25, 20215Jan 29, 20214Feb 4, 20219

Volatility

Volatility Chart

The current Invesco NASDAQ Next Gen 100 ETF volatility is 5.18%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.18%
4.07%
QQQJ (Invesco NASDAQ Next Gen 100 ETF)
Benchmark (^GSPC)