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QNXT vs. GARP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QNXT vs. GARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq-100 ex Top 30 ETF (QNXT) and iShares MSCI USA Quality GARP ETF (GARP). The values are adjusted to include any dividend payments, if applicable.

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QNXT vs. GARP - Yearly Performance Comparison


2026 (YTD)20252024
QNXT
iShares Nasdaq-100 ex Top 30 ETF
-4.65%14.97%-2.52%
GARP
iShares MSCI USA Quality GARP ETF
-6.01%21.49%5.91%

Returns By Period

In the year-to-date period, QNXT achieves a -4.65% return, which is significantly higher than GARP's -6.01% return.


QNXT

1D
2.43%
1M
-5.95%
YTD
-4.65%
6M
-5.48%
1Y
12.57%
3Y*
5Y*
10Y*

GARP

1D
3.86%
1M
-5.81%
YTD
-6.01%
6M
-2.39%
1Y
25.79%
3Y*
25.22%
5Y*
15.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNXT vs. GARP - Expense Ratio Comparison

QNXT has a 0.20% expense ratio, which is higher than GARP's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

QNXT vs. GARP — Risk / Return Rank

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

QNXT
QNXT Risk / Return Rank: 3535
Overall Rank
QNXT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QNXT Sortino Ratio Rank: 3434
Sortino Ratio Rank
QNXT Omega Ratio Rank: 3333
Omega Ratio Rank
QNXT Calmar Ratio Rank: 3737
Calmar Ratio Rank
QNXT Martin Ratio Rank: 3838
Martin Ratio Rank

GARP
GARP Risk / Return Rank: 6969
Overall Rank
GARP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6767
Sortino Ratio Rank
GARP Omega Ratio Rank: 6666
Omega Ratio Rank
GARP Calmar Ratio Rank: 7676
Calmar Ratio Rank
GARP Martin Ratio Rank: 7272
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.

QNXT vs. GARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq-100 ex Top 30 ETF (QNXT) and iShares MSCI USA Quality GARP ETF (GARP). 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.


QNXTGARPDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.06

-0.46

Sortino ratio

Return per unit of downside risk

1.01

1.62

-0.61

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.96

1.87

-0.92

Martin ratio

Return relative to average drawdown

3.57

6.91

-3.34

QNXT vs. GARP - Sharpe Ratio Comparison

The current QNXT Sharpe Ratio is 0.60, which is lower than the GARP Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of QNXT and GARP, 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


QNXTGARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.06

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.71

-0.48

Correlation

The correlation between QNXT and GARP 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.


Dividends

QNXT vs. GARP - Dividend Comparison

QNXT's dividend yield for the trailing twelve months is around 0.72%, more than GARP's 0.32% yield.


TTM202520242023202220212020
QNXT
iShares Nasdaq-100 ex Top 30 ETF
0.72%0.64%0.22%0.00%0.00%0.00%0.00%
GARP
iShares MSCI USA Quality GARP ETF
0.32%0.31%0.38%0.75%1.85%0.67%0.75%

Drawdowns

QNXT vs. GARP - Drawdown Comparison

The maximum QNXT drawdown since its inception was -22.25%, smaller than the maximum GARP drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QNXT and GARP.


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Drawdown Indicators


QNXTGARPDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-31.34%

+9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-13.69%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

Current Drawdown

Current decline from peak

-7.96%

-10.35%

+2.39%

Average Drawdown

Average peak-to-trough decline

-4.07%

-7.53%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.71%

-0.30%

Volatility

QNXT vs. GARP - Volatility Comparison

The current volatility for iShares Nasdaq-100 ex Top 30 ETF (QNXT) is 5.71%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 7.52%. This indicates that QNXT experiences smaller price fluctuations and is considered to be less risky than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QNXTGARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

7.52%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

14.44%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

24.39%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

21.86%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

24.02%

-3.72%