QQHG vs. MAXJ
Compare and contrast key facts about Invesco QQQ Hedged Advantage ETF (QQHG) and iShares Large Cap Max Buffer Jun ETF (MAXJ).
QQHG and MAXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQHG is an actively managed fund by Invesco. It was launched on May 5, 2025. MAXJ is an actively managed fund by iShares. It was launched on Jun 28, 2024.
Performance
QQHG vs. MAXJ - Performance Comparison
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QQHG vs. MAXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QQHG Invesco QQQ Hedged Advantage ETF | -1.76% | 20.59% |
MAXJ iShares Large Cap Max Buffer Jun ETF | 0.14% | 10.17% |
Returns By Period
In the year-to-date period, QQHG achieves a -1.76% return, which is significantly lower than MAXJ's 0.14% return.
QQHG
- 1D
- 0.79%
- 1M
- -2.23%
- YTD
- -1.76%
- 6M
- 0.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAXJ
- 1D
- 0.27%
- 1M
- -0.48%
- YTD
- 0.14%
- 6M
- 1.64%
- 1Y
- 10.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QQHG vs. MAXJ - Expense Ratio Comparison
QQHG has a 0.45% expense ratio, which is lower than MAXJ's 0.50% expense ratio.
Return for Risk
QQHG vs. MAXJ — Risk / Return Rank
QQHG
MAXJ
QQHG vs. MAXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Hedged Advantage ETF (QQHG) and iShares Large Cap Max Buffer Jun ETF (MAXJ). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| QQHG | MAXJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.17 | 1.43 | +0.74 |
Correlation
The correlation between QQHG and MAXJ is 0.76, 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
QQHG vs. MAXJ - Dividend Comparison
QQHG's dividend yield for the trailing twelve months is around 0.23%, less than MAXJ's 1.01% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
QQHG Invesco QQQ Hedged Advantage ETF | 0.23% | 0.17% | 0.00% |
MAXJ iShares Large Cap Max Buffer Jun ETF | 1.01% | 1.01% | 0.81% |
Drawdowns
QQHG vs. MAXJ - Drawdown Comparison
The maximum QQHG drawdown since its inception was -6.18%, roughly equal to the maximum MAXJ drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for QQHG and MAXJ.
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Drawdown Indicators
| QQHG | MAXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.18% | -6.35% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.88% | — |
Current DrawdownCurrent decline from peak | -3.64% | -0.79% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -0.61% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.76% | — |
Volatility
QQHG vs. MAXJ - Volatility Comparison
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Volatility by Period
| QQHG | MAXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.60% | 5.67% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 5.50% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 5.50% | +4.10% |