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QNDX vs. QDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QNDX vs. QDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Nasdaq 100 ETF (QNDX) and Global X S&P 500 Quality Dividend ETF (QDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QNDX

1D
-0.86%
1M
-0.69%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

QDIV

1D
-0.45%
1M
5.69%
6M
6.42%
YTD
17.33%
1Y
21.32%
3Y*
10.80%
5Y*
8.50%
10Y*
ALL TIME*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$42.16K$79.98K$129.60K
$14.09M$14.07M$12.53M

QNDX vs. QDIV - Yearly Performance Comparison


Correlation

The correlation between QNDX and QDIV is -0.44, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2026

-0.44

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Return for Risk

QNDX vs. QDIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QNDX

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


QDIV
QDIV Risk / Return Rank: 6464
Overall Rank
QDIV Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 7373
Sortino Ratio Rank
QDIV Omega Ratio Rank: 6363
Omega Ratio Rank
QDIV Calmar Ratio Rank: 6868
Calmar Ratio Rank
QDIV Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QNDX vs. QDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Nasdaq 100 ETF (QNDX) and Global X S&P 500 Quality Dividend ETF (QDIV). 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.


QNDXQDIVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.69

Martin ratioReturn relative to average drawdown

6.85

QNDX vs. QDIV - Sharpe Ratio Comparison


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Drawdowns

QNDX vs. QDIV - Drawdown Comparison

The maximum QNDX drawdown since its inception was -10.10%, smaller than the maximum QDIV drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for QNDX and QDIV.


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Drawdown Indicators


QNDXQDIVDifference

Max Drawdown

Largest peak-to-trough decline

-10.10%

-41.20%

+31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

Current Drawdown

Current decline from peak

-2.57%

-0.45%

-2.12%

Average Drawdown

Average peak-to-trough decline

-3.71%

-5.47%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

Volatility

QNDX vs. QDIV - Volatility Comparison


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Volatility by Period


QNDXQDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

12.32%

+12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

15.31%

+9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

19.34%

+5.64%

QNDX vs. QDIV - Expense Ratio Comparison

QNDX has a 0.10% expense ratio, which is lower than QDIV'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%.


Dividends

QNDX vs. QDIV - Dividend Comparison

QNDX has not paid dividends to shareholders, while QDIV's dividend yield for the trailing twelve months is around 2.77%.


PositionTTM20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF
2.77%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%
QNDX
SPDR Portfolio Nasdaq 100 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QNDX and QDIV have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QNDX is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QNDX is cheaper with a 0.10% expense ratio, compared with 0.20% for QDIV.

QDIV has the higher dividend yield at 2.77%, compared with 0.00% for QNDX.

QNDX is categorized as Nasdaq-100, while QDIV is Quality Factor. QNDX tracks Nasdaq-100 Index, while QDIV tracks S&P 500 Quality High Dividend Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.10% for QNDX and 0.20% for QDIV.

Portfolio Optimizer

Find the right allocation for QNDX and QDIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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