BGCG.L vs. QQQ
Compare and contrast key facts about Baillie Gifford China Growth Trust plc (BGCG.L) and Invesco QQQ ETF (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
BGCG.L vs. QQQ - Performance Comparison
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BGCG.L vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGCG.L Baillie Gifford China Growth Trust plc | -2.11% | 39.75% | 13.68% | -26.27% | -25.62% | -28.59% | 56.04% | 20.35% | -11.07% | 20.34% |
QQQ Invesco QQQ ETF | -3.19% | 12.17% | 27.77% | 47.12% | -24.56% | 28.63% | 44.26% | 33.67% | 5.80% | 21.19% |
Different Trading Currencies
BGCG.L is traded in GBp, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BGCG.L achieves a -2.11% return, which is significantly higher than QQQ's -4.14% return. Over the past 10 years, BGCG.L has underperformed QQQ with an annualized return of 4.37%, while QQQ has yielded a comparatively higher 19.72% annualized return.
BGCG.L
- 1D
- 2.38%
- 1M
- -1.63%
- YTD
- -2.11%
- 6M
- -5.35%
- 1Y
- 14.76%
- 3Y*
- 5.84%
- 5Y*
- -7.59%
- 10Y*
- 4.37%
QQQ
- 1D
- 0.00%
- 1M
- -3.65%
- YTD
- -4.14%
- 6M
- -2.22%
- 1Y
- 19.91%
- 3Y*
- 19.52%
- 5Y*
- 13.90%
- 10Y*
- 19.72%
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Return for Risk
BGCG.L vs. QQQ — Risk / Return Rank
BGCG.L
QQQ
BGCG.L vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford China Growth Trust plc (BGCG.L) and Invesco QQQ ETF (QQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BGCG.L | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.87 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.38 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.75 | -0.73 |
Martin ratioReturn relative to average drawdown | 3.03 | 4.91 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGCG.L | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.87 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.66 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.89 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.81 | -0.63 |
Correlation
The correlation between BGCG.L and QQQ is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BGCG.L vs. QQQ - Dividend Comparison
BGCG.L's dividend yield for the trailing twelve months is around 1.46%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGCG.L Baillie Gifford China Growth Trust plc | 1.46% | 1.43% | 0.89% | 0.85% | 1.69% | 1.93% | 1.35% | 2.04% | 1.96% | 1.43% | 1.66% | 2.01% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
BGCG.L vs. QQQ - Drawdown Comparison
The maximum BGCG.L drawdown since its inception was -71.43%, which is greater than QQQ's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for BGCG.L and QQQ.
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Drawdown Indicators
| BGCG.L | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.43% | -82.97% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.79% | -12.62% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -64.14% | -35.12% | -29.02% |
Max Drawdown (10Y)Largest decline over 10 years | -71.43% | -35.12% | -36.31% |
Current DrawdownCurrent decline from peak | -49.76% | -7.86% | -41.90% |
Average DrawdownAverage peak-to-trough decline | -25.65% | -32.99% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 3.44% | +1.29% |
Volatility
BGCG.L vs. QQQ - Volatility Comparison
Baillie Gifford China Growth Trust plc (BGCG.L) has a higher volatility of 6.90% compared to Invesco QQQ ETF (QQQ) at 5.64%. This indicates that BGCG.L's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGCG.L | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.64% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.80% | 12.47% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 22.92% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.72% | 21.17% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.69% | 22.22% | +4.47% |