QQJG vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and NASDAQ 100 Index (^NDX).

QQJG is a passively managed fund by Invesco that tracks the performance of the Nasdaq Next Generation 100 ESG Index - Benchmark TR Gross. It was launched on Oct 27, 2021.

Performance

QQJG vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

QQJG vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QQJG Invesco ESG NASDAQ Next Gen 100 ETF	1.44%	18.05%	14.67%	17.20%	-27.69%	0.91%
^NDX NASDAQ 100 Index	-4.87%	20.17%	24.88%	53.81%	-32.97%	4.63%

Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly higher than ^NDX's -4.87% return.

QQJG

• 1D: 0.00%
• 1M: 0.00%
• YTD: 1.44%
• 6M: 3.25%
• 1Y: 27.88%
• 3Y*: 14.20%
• 5Y*: —
• 10Y*: —

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QQJG vs. ^NDX — Risk / Return Rank

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

QQJG

QQJG Risk / Return Rank: 70
QQJG Sharpe Ratio Rank: 70
QQJG Sortino Ratio Rank: 72
QQJG Omega Ratio Rank: 73
QQJG Calmar Ratio Rank: 62
QQJG Martin Ratio Rank: 73

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

QQJG vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and NASDAQ 100 Index (^NDX). 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.

	QQJG	^NDX	Difference
Sharpe ratio Return per unit of total volatility	1.30	1.04	+0.26
Sortino ratio Return per unit of downside risk	1.90	1.62	+0.28
Omega ratio Gain probability vs. loss probability	1.29	1.23	+0.06
Calmar ratio Return relative to maximum drawdown	1.73	1.93	-0.20
Martin ratio Return relative to average drawdown	8.45	7.05	+1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQJG vs. ^NDX - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.30, which is comparable to the ^NDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of QQJG and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QQJG	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	1.04	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.55	-0.38

Correlation

The correlation between QQJG and ^NDX is 0.81, 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.

Drawdowns

QQJG vs. ^NDX - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for QQJG and ^NDX.

Drawdown Indicators

	QQJG	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-36.76%	-82.90%	+46.14%
Max Drawdown (1Y) Largest decline over 1 year	-14.51%	-12.72%	-1.79%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.56%	—
Current Drawdown Current decline from peak	-2.09%	-8.04%	+5.95%
Average Drawdown Average peak-to-trough decline	-15.84%	-24.72%	+8.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.49%	-0.52%

Volatility

QQJG vs. ^NDX - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while NASDAQ 100 Index (^NDX) has a volatility of 6.65%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQJG	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	6.65%	-6.65%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	12.93%	-1.15%
Volatility (1Y) Calculated over the trailing 1-year period	21.80%	22.77%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.12%	22.61%	-0.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.12%	22.48%	-0.36%