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Inception Date
Jun 13, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$50M

Share Price Chart


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Performance

QXQ Performance Chart

SGI Enhanced Nasdaq-100 ETF (QXQ) is up 19.7% since the beginning of the year. QXQ is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

SGI Enhanced Nasdaq-100 ETF (QXQ) has returned 19.69% so far this year and 42.59% over the past 12 months.


SGI Enhanced Nasdaq-100 ETF

1D
-0.36%
1M
2.66%
YTD
19.69%
6M
19.23%
1Y
42.59%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QXQ Monthly Returns History

Based on dividend-adjusted daily data since Jun 14, 2024, QXQ's average daily return is +0.10%, while the average monthly return is +1.95%. At this rate, an investment would double in approximately 3.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +16.1%, while the worst month was Mar 2025 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QXQ closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Apr 4, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.97%-2.12%-5.30%16.08%10.53%-0.32%19.69%
20252.11%-2.52%-7.42%-1.57%9.50%6.18%2.77%1.03%5.67%5.15%-1.40%-0.15%19.78%
20240.28%0.04%0.55%2.92%-0.11%5.27%0.49%9.70%

Benchmark Metrics

SGI Enhanced Nasdaq-100 ETF has an annualized alpha of 4.00%, beta of 1.22, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since June 14, 2024.

  • This ETF captured 134.06% of S&P 500 Index gains and 101.38% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 4.00% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.00%
Beta
1.22
0.84
Upside Capture
134.06%
Downside Capture
101.38%

Expense Ratio

QXQ has a high expense ratio of 0.98%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

QXQ ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QXQ Risk / Return Rank: 7575
Overall Rank
QXQ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QXQ Sortino Ratio Rank: 7474
Sortino Ratio Rank
QXQ Omega Ratio Rank: 7474
Omega Ratio Rank
QXQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
QXQ Martin Ratio Rank: 7474
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 SGI Enhanced Nasdaq-100 ETF (QXQ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QXQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

3.51

2.78

+0.72

Martin ratioReturn relative to average drawdown

13.55

12.44

+1.12

Dividends

Dividend History

SGI Enhanced Nasdaq-100 ETF provided a 14.96% dividend yield over the last twelve months, with an annual payout of $4.91 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$4.91$5.00$0.53

Dividend yield

14.96%18.21%1.97%

Monthly Dividends

The table displays the monthly dividend distributions for SGI Enhanced Nasdaq-100 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.15$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$4.65$5.00
2024$0.05$0.00$0.48$0.53

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 SGI Enhanced 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 SGI Enhanced Nasdaq-100 ETF was 22.53%, occurring on Apr 8, 2025. Recovery took 56 trading sessions.

The current SGI Enhanced Nasdaq-100 ETF drawdown is 1.27%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-22.53%Apr 2025
1mo 17d2mo 23d
4mo 10dFeb 2025 - Jun 2025
2026 correction2026
-12.20%Mar 2026
2mo16d
2mo 16dJan 2026 - Apr 2026
2024 correction2024
-11.54%Aug 2024
27d2mo 8d
3mo 5dJul 2024 - Oct 2024
2025 pullback2025
-7.52%Nov 2025
21d2mo 8d
2mo 29dOct 2025 - Jan 2026
2026 pullback2026
-6.78%Jun 2026
7d
20d 7hJun 2026 - now

Drawdown Indicators


QXQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.53%

-56.78%

+34.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-9.10%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.27%

-1.80%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.61%

-10.71%

+7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.03%

+1.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QXQ

Add SGI Enhanced Nasdaq-100 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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