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QNXT vs. SGOV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QNXT vs. SGOV - 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 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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QNXT vs. SGOV - Yearly Performance Comparison


2026 (YTD)20252024
QNXT
iShares Nasdaq-100 ex Top 30 ETF
-4.65%14.97%-2.52%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.86%4.24%0.86%

Returns By Period

In the year-to-date period, QNXT achieves a -4.65% return, which is significantly lower than SGOV's 0.86% return.


QNXT

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

SGOV

1D
0.00%
1M
0.29%
YTD
0.86%
6M
1.88%
1Y
4.07%
3Y*
4.79%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNXT vs. SGOV - Expense Ratio Comparison

QNXT has a 0.20% expense ratio, which is higher than SGOV's 0.09% 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. SGOV — 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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - 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 0-3 Month Treasury Bond ETF (SGOV). 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.


QNXTSGOVDifference

Sharpe ratio

Return per unit of total volatility

0.60

20.61

-20.01

Sortino ratio

Return per unit of downside risk

1.01

284.11

-283.10

Omega ratio

Gain probability vs. loss probability

1.14

201.50

-200.36

Calmar ratio

Return relative to maximum drawdown

0.96

408.95

-407.99

Martin ratio

Return relative to average drawdown

3.57

4,591.55

-4,587.97

QNXT vs. SGOV - Sharpe Ratio Comparison

The current QNXT Sharpe Ratio is 0.60, which is lower than the SGOV Sharpe Ratio of 20.61. The chart below compares the historical Sharpe Ratios of QNXT and SGOV, 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


QNXTSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

20.61

-20.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

12.33

-12.10

Correlation

The correlation between QNXT and SGOV is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QNXT vs. SGOV - Dividend Comparison

QNXT's dividend yield for the trailing twelve months is around 0.72%, less than SGOV's 3.99% yield.


TTM202520242023202220212020
QNXT
iShares Nasdaq-100 ex Top 30 ETF
0.72%0.64%0.22%0.00%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.99%4.10%5.10%4.87%1.45%0.03%0.05%

Drawdowns

QNXT vs. SGOV - Drawdown Comparison

The maximum QNXT drawdown since its inception was -22.25%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for QNXT and SGOV.


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Drawdown Indicators


QNXTSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-0.03%

-22.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-0.01%

-12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

-7.96%

0.00%

-7.96%

Average Drawdown

Average peak-to-trough decline

-4.07%

0.00%

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

0.00%

+3.41%

Volatility

QNXT vs. SGOV - Volatility Comparison

iShares Nasdaq-100 ex Top 30 ETF (QNXT) has a higher volatility of 5.71% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that QNXT's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QNXTSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

0.06%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

0.13%

+11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

0.20%

+20.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

0.24%

+20.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

0.24%

+20.06%