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CACG vs. QQMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CACG and QQMG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

CACG vs. QQMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge All Cap Growth ESG ETF (CACG) and Invesco ESG NASDAQ 100 ETF (QQMG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
15.44%
41.65%
CACG
QQMG

Key characteristics

Returns By Period


CACG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQMG

YTD

27.16%

1M

2.65%

6M

6.61%

1Y

27.42%

5Y*

N/A

10Y*

N/A

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CACG vs. QQMG - Expense Ratio Comparison

CACG has a 0.53% expense ratio, which is higher than QQMG's 0.20% expense ratio.


CACG
ClearBridge All Cap Growth ESG ETF
Expense ratio chart for CACG: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
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%

Risk-Adjusted Performance

CACG vs. QQMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge All Cap Growth ESG ETF (CACG) and Invesco ESG NASDAQ 100 ETF (QQMG). 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.


Sharpe ratio
The chart of Sharpe ratio for CACG, currently valued at 1.43, compared to the broader market0.002.004.001.431.53
The chart of Sortino ratio for CACG, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.002.202.06
The chart of Omega ratio for CACG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.27
The chart of Calmar ratio for CACG, currently valued at 2.05, compared to the broader market0.005.0010.0015.002.052.04
The chart of Martin ratio for CACG, currently valued at 9.20, compared to the broader market0.0020.0040.0060.0080.00100.009.206.98
CACG
QQMG


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.43
1.53
CACG
QQMG

Dividends

CACG vs. QQMG - Dividend Comparison

CACG has not paid dividends to shareholders, while QQMG's dividend yield for the trailing twelve months is around 0.37%.


TTM2023202220212020201920182017
CACG
ClearBridge All Cap Growth ESG ETF
0.34%0.34%0.34%2.92%0.47%0.64%0.68%0.24%
QQMG
Invesco ESG NASDAQ 100 ETF
0.37%0.60%0.83%0.08%0.00%0.00%0.00%0.00%

Drawdowns

CACG vs. QQMG - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-3.31%
CACG
QQMG

Volatility

CACG vs. QQMG - Volatility Comparison

The current volatility for ClearBridge All Cap Growth ESG ETF (CACG) is 0.00%, while Invesco ESG NASDAQ 100 ETF (QQMG) has a volatility of 5.36%. This indicates that CACG experiences smaller price fluctuations and is considered to be less risky than QQMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
5.36%
CACG
QQMG
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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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