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QQA vs. TLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQA vs. TLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ Income Advantage ETF (QQA) and Global X Treasury Bond Enhanced Income ETF (TLTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQA achieves a 12.84% return, which is significantly higher than TLTX's -1.39% return.


QQA

1D
-0.26%
1M
-1.71%
6M
11.95%
YTD
12.84%
1Y
24.24%
3Y*
5Y*
10Y*

TLTX

1D
0.15%
1M
-3.09%
6M
-1.83%
YTD
-1.39%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQA vs. TLTX - Yearly Performance Comparison


Correlation

The correlation between QQA and TLTX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.22

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Return for Risk

QQA vs. TLTX — Risk / Return Rank

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

QQA
QQA Risk / Return Rank: 6666
Overall Rank
QQA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQA Sortino Ratio Rank: 6161
Sortino Ratio Rank
QQA Omega Ratio Rank: 6262
Omega Ratio Rank
QQA Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQA Martin Ratio Rank: 7777
Martin Ratio Rank

TLTX

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

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.

QQA vs. TLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Income Advantage ETF (QQA) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.


QQATLTXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

11.56

QQA vs. TLTX - Sharpe Ratio Comparison


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Drawdowns

QQA vs. TLTX - Drawdown Comparison

The maximum QQA drawdown since its inception was -19.73%, which is greater than TLTX's maximum drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for QQA and TLTX.


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Drawdown Indicators


QQATLTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.73%

-6.35%

-13.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-6.35%

-2.41%

Current Drawdown

Current decline from peak

-1.71%

-5.04%

+3.33%

Average Drawdown

Average peak-to-trough decline

-2.51%

-2.37%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

Volatility

QQA vs. TLTX - Volatility Comparison


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Volatility by Period


QQATLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

9.26%

+5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

9.26%

+9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

9.26%

+9.33%

QQA vs. TLTX - Expense Ratio Comparison

Both QQA and TLTX have an expense ratio of 0.29%.


Dividends

QQA vs. TLTX - Dividend Comparison

QQA's dividend yield for the trailing twelve months is around 9.66%, less than TLTX's 17.69% yield.


PositionTTM20252024
QQA
Invesco QQQ Income Advantage ETF
9.66%9.78%4.29%
TLTX
Global X Treasury Bond Enhanced Income ETF
17.69%7.54%0.00%

Frequently Asked Questions


QQA and TLTX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, QQA leads with 24.24% vs 4.54% for TLTX. Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQA has performed better with a 24.24% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQA and TLTX have the same expense ratio: 0.29% per year.

TLTX has the higher dividend yield at 17.69%, compared with 9.66% for QQA.

QQA is categorized as Derivative Income, while TLTX is Government Bonds. They also come from different issuers: Invesco and Global X.

Portfolio Optimizer

Find the right allocation for QQA and TLTX

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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