EGUS vs. QQMG

Last updated Apr 2, 2026

Compare and contrast key facts about Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Invesco ESG NASDAQ 100 ETF (QQMG).

EGUS and QQMG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EGUS is a passively managed fund by iShares that tracks the performance of the MSCI USA Growth Extended ESG Focus Index. It was launched on Jan 31, 2023. QQMG is a passively managed fund by Invesco that tracks the performance of the Nasdaq-100 ESG Total Return Index. It was launched on Oct 27, 2021. Both EGUS and QQMG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EGUS vs. QQMG - Performance Comparison

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

EGUS vs. QQMG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	-8.81%	19.02%	32.85%	27.00%
QQMG Invesco ESG NASDAQ 100 ETF	-5.30%	22.16%	25.66%	33.61%

Returns By Period

In the year-to-date period, EGUS achieves a -8.81% return, which is significantly lower than QQMG's -5.30% return.

EGUS

• 1D: 1.05%
• 1M: -3.88%
• YTD: -8.81%
• 6M: -6.88%
• 1Y: 21.37%
• 3Y*: 21.89%
• 5Y*: —
• 10Y*: —

QQMG

• 1D: 1.35%
• 1M: -3.32%
• YTD: -5.30%
• 6M: -3.34%
• 1Y: 25.67%
• 3Y*: 23.19%
• 5Y*: —
• 10Y*: —

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

EGUS vs. QQMG - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than QQMG's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

QQMG

Invesco ESG NASDAQ 100 ETF

EGUS

Ishares ESG Aware MSCI USA Growth ETF

Return for Risk

EGUS vs. QQMG — Risk / Return Rank

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

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 52
EGUS Sortino Ratio Rank: 53
EGUS Omega Ratio Rank: 52
EGUS Calmar Ratio Rank: 51
EGUS Martin Ratio Rank: 46

QQMG

QQMG Risk / Return Rank: 66
QQMG Sharpe Ratio Rank: 60
QQMG Sortino Ratio Rank: 65
QQMG Omega Ratio Rank: 62
QQMG Calmar Ratio Rank: 76
QQMG Martin Ratio Rank: 68

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.

EGUS vs. QQMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

	EGUS	QQMG	Difference
Sharpe ratio Return per unit of total volatility	0.98	1.11	-0.12
Sortino ratio Return per unit of downside risk	1.48	1.70	-0.22
Omega ratio Gain probability vs. loss probability	1.21	1.24	-0.03
Calmar ratio Return relative to maximum drawdown	1.44	2.11	-0.67
Martin ratio Return relative to average drawdown	4.82	7.27	-2.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGUS vs. QQMG - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 0.98, which is comparable to the QQMG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of EGUS and QQMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EGUS	QQMG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	1.11	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.49	+0.61

Correlation

The correlation between EGUS and QQMG is 0.97, 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.

Dividends

EGUS vs. QQMG - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.24%, less than QQMG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.24%	0.22%	0.25%	0.36%	0.00%	0.00%
QQMG Invesco ESG NASDAQ 100 ETF	0.43%	0.41%	0.50%	0.60%	0.82%	0.08%

Drawdowns

EGUS vs. QQMG - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum QQMG drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for EGUS and QQMG.

Drawdown Indicators

	EGUS	QQMG	Difference
Max Drawdown Largest peak-to-trough decline	-24.87%	-35.43%	+10.56%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-12.67%	-2.99%
Current Drawdown Current decline from peak	-11.63%	-8.38%	-3.25%
Average Drawdown Average peak-to-trough decline	-3.42%	-9.94%	+6.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	3.67%	+1.01%

Volatility

EGUS vs. QQMG - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Invesco ESG NASDAQ 100 ETF (QQMG) have volatilities of 6.98% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGUS	QQMG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	6.91%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	13.29%	13.56%	-0.27%
Volatility (1Y) Calculated over the trailing 1-year period	21.84%	23.27%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.31%	23.80%	-4.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	23.80%	-4.49%