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QQHG vs. REMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQHG vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ Hedged Advantage ETF (QQHG) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

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QQHG vs. REMX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQHG achieves a -1.76% return, which is significantly lower than REMX's 19.76% return.


QQHG

1D
0.79%
1M
-2.23%
YTD
-1.76%
6M
0.14%
1Y
3Y*
5Y*
10Y*

REMX

1D
0.60%
1M
-14.22%
YTD
19.76%
6M
32.63%
1Y
128.04%
3Y*
4.25%
5Y*
5.33%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQHG vs. REMX - Expense Ratio Comparison

QQHG has a 0.45% expense ratio, which is lower than REMX's 0.59% expense ratio.


Return for Risk

QQHG vs. REMX — Risk / Return Rank

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

QQHG

REMX
REMX Risk / Return Rank: 9595
Overall Rank
REMX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
REMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
REMX Omega Ratio Rank: 9090
Omega Ratio Rank
REMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
REMX Martin Ratio Rank: 9595
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.

QQHG vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Hedged Advantage ETF (QQHG) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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.

QQHG vs. REMX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQHGREMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

-0.10

+2.27

Correlation

The correlation between QQHG and REMX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QQHG vs. REMX - Dividend Comparison

QQHG's dividend yield for the trailing twelve months is around 0.23%, less than REMX's 1.47% yield.


TTM20252024202320222021202020192018201720162015
QQHG
Invesco QQQ Hedged Advantage ETF
0.23%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
1.47%1.76%2.56%0.00%1.56%5.25%0.81%1.64%12.43%2.89%2.23%4.77%

Drawdowns

QQHG vs. REMX - Drawdown Comparison

The maximum QQHG drawdown since its inception was -6.18%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for QQHG and REMX.


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Drawdown Indicators


QQHGREMXDifference

Max Drawdown

Largest peak-to-trough decline

-6.18%

-90.20%

+84.02%

Max Drawdown (1Y)

Largest decline over 1 year

-23.35%

Max Drawdown (5Y)

Largest decline over 5 years

-73.34%

Max Drawdown (10Y)

Largest decline over 10 years

-73.34%

Current Drawdown

Current decline from peak

-3.64%

-59.46%

+55.82%

Average Drawdown

Average peak-to-trough decline

-1.06%

-67.01%

+65.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

Volatility

QQHG vs. REMX - Volatility Comparison


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Volatility by Period


QQHGREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.48%

Volatility (6M)

Calculated over the trailing 6-month period

37.90%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

48.17%

-38.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.60%

39.75%

-30.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.60%

36.60%

-27.00%