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IBBQ vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBBQ vs. QQQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). The values are adjusted to include any dividend payments, if applicable.

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IBBQ vs. QQQX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
3.00%33.32%-0.63%4.73%-10.41%-6.72%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%8.43%

Returns By Period

In the year-to-date period, IBBQ achieves a 3.00% return, which is significantly higher than QQQX's -0.51% return.


IBBQ

1D
0.76%
1M
-2.17%
YTD
3.00%
6M
17.61%
1Y
43.26%
3Y*
13.27%
5Y*
10Y*

QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBBQ vs. QQQX - Expense Ratio Comparison

IBBQ has a 0.00% expense ratio, which is lower than QQQX's 0.92% expense ratio.


Return for Risk

IBBQ vs. QQQX — Risk / Return Rank

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

IBBQ
IBBQ Risk / Return Rank: 8888
Overall Rank
IBBQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 8888
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 8181
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 9292
Martin Ratio Rank

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
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.

IBBQ vs. QQQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). 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.


IBBQQQQXDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.26

+0.61

Sortino ratio

Return per unit of downside risk

2.51

1.87

+0.64

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

3.57

2.10

+1.48

Martin ratio

Return relative to average drawdown

13.25

10.38

+2.87

IBBQ vs. QQQX - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 1.88, which is higher than the QQQX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IBBQ and QQQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBBQQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.26

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.46

-0.28

Correlation

The correlation between IBBQ and QQQX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBBQ vs. QQQX - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 0.86%, less than QQQX's 8.27% yield.


TTM20252024202320222021202020192018201720162015
IBBQ
Invesco Nasdaq Biotechnology ETF
0.86%0.90%1.14%0.81%0.76%0.63%0.00%0.00%0.00%0.00%0.00%0.00%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

IBBQ vs. QQQX - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for IBBQ and QQQX.


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Drawdown Indicators


IBBQQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-57.25%

+19.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-12.93%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

Current Drawdown

Current decline from peak

-2.96%

-0.86%

-2.10%

Average Drawdown

Average peak-to-trough decline

-17.31%

-8.09%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.61%

+0.35%

Volatility

IBBQ vs. QQQX - Volatility Comparison

Invesco Nasdaq Biotechnology ETF (IBBQ) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) have volatilities of 8.26% and 8.15%, 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.


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Volatility by Period


IBBQQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

8.15%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

11.99%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

21.13%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

19.80%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

21.05%

+0.83%