CQTM vs. GGTL

Last updated Jun 19, 2026

CQTM (Corgi Quantum Computing ETF) and GGTL (Gabelli Global Technology Leaders ETF) are both Technology Equities funds. Both are actively managed. A 0.69 correlation means they provide meaningful diversification when combined. CQTM charges 0.35%/yr vs 0.90%/yr for GGTL.

Performance

CQTM vs. GGTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corgi Quantum Computing ETF (CQTM) and Gabelli Global Technology Leaders ETF (GGTL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CQTM

• 1D: 6.57%
• 1M: 36.12%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GGTL

• 1D: 3.11%
• 1M: 12.93%
• YTD: 28.39%
• 6M: 30.26%
• 1Y: 46.54%
• 3Y*: 22.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CQTM vs. GGTL - Yearly Performance Comparison

	2026 (YTD)
CQTM Corgi Quantum Computing ETF	19.15%
GGTL Gabelli Global Technology Leaders ETF	14.45%

Correlation

The correlation between CQTM and GGTL is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 6, 2026	0.69

Return for Risk

CQTM vs. GGTL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CQTM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GGTL

GGTL Risk / Return Rank: 84
GGTL Sharpe Ratio Rank: 82
GGTL Sortino Ratio Rank: 79
GGTL Omega Ratio Rank: 81
GGTL Calmar Ratio Rank: 89
GGTL Martin Ratio Rank: 87

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.

CQTM vs. GGTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corgi Quantum Computing ETF (CQTM) and Gabelli Global Technology Leaders ETF (GGTL). 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.

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.

	CQTM	GGTL	Difference
Sharpe ratio: Return per unit of total volatility	—	2.48	—
Sortino ratio: Return per unit of downside risk	—	3.27	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	5.08	—
Martin ratio: Return relative to average drawdown	—	17.43	—

Drawdowns

CQTM vs. GGTL - Drawdown Comparison

The maximum CQTM drawdown since its inception was -20.27%, smaller than the maximum GGTL drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for CQTM and GGTL.

Drawdown Indicators

	CQTM	GGTL	Difference
Max Drawdown Largest peak-to-trough decline	-20.27%	-23.65%	+3.38%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-21.46%	—
Current Drawdown Current decline from peak	-5.04%	-0.46%	-4.58%
Average Drawdown Average peak-to-trough decline	-7.32%	-7.41%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.68%	—

Volatility

Volatility by Period

	CQTM	GGTL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	96.76%	18.85%	+77.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	96.76%	18.06%	+78.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	96.76%	18.06%	+78.70%

CQTM vs. GGTL - Expense Ratio Comparison

CQTM has a 0.35% expense ratio, which is lower than GGTL's 0.90% expense ratio.

Dividends

CQTM vs. GGTL - Dividend Comparison

CQTM has not paid dividends to shareholders, while GGTL's dividend yield for the trailing twelve months is around 0.81%.

Position	TTM	2025	2024	2023	2022
CQTM Corgi Quantum Computing ETF	0.00%	0.00%	0.00%	0.00%	0.00%
GGTL Gabelli Global Technology Leaders ETF	0.81%	1.04%	0.75%	0.84%	0.78%

Frequently Asked Questions

Can I hold both CQTM and GGTL in my portfolio?

CQTM and GGTL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CQTM or GGTL?

On fees, CQTM is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CQTM or GGTL?

CQTM is cheaper with a 0.35% expense ratio, compared with 0.90% for GGTL.

Which ETF pays a higher dividend yield, CQTM or GGTL?

GGTL has the higher dividend yield at 0.81%, compared with 0.00% for CQTM.

What is the main difference between CQTM and GGTL?

They also come from different issuers: Corgi Funds and Gabelli. Their fees differ too: 0.35% for CQTM and 0.90% for GGTL.