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QQJG vs. BBHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQJG vs. BBHM - Performance Comparison

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

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Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly lower than BBHM's 1.78% return.


QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
1.92%
1Y
18.92%
3Y*
14.09%
5Y*
10Y*

BBHM

1D
-0.35%
1M
-1.65%
YTD
1.78%
6M
-0.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQJG vs. BBHM - Yearly Performance Comparison


2026 (YTD)2025
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
1.44%3.81%
BBHM
BBH Select Mid Cap ETF
1.78%2.74%

Correlation

The correlation between QQJG and BBHM is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.52

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Return for Risk

QQJG vs. BBHM — Risk / Return Rank

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

QQJG
QQJG Risk / Return Rank: 4545
Overall Rank
QQJG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 3838
Sortino Ratio Rank
QQJG Omega Ratio Rank: 4646
Omega Ratio Rank
QQJG Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQJG Martin Ratio Rank: 5353
Martin Ratio Rank

BBHM
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. BBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and BBH Select Mid Cap ETF (BBHM). 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.


QQJGBBHMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.42

Martin ratioReturn relative to average drawdown

8.87

QQJG vs. BBHM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQJGBBHMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.50

-0.34

Drawdowns

QQJG vs. BBHM - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for QQJG and BBHM.


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Drawdown Indicators


QQJGBBHMDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-9.78%

-26.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.48%

Current Drawdown

Current decline from peak

-2.09%

-5.28%

+3.19%

Average Drawdown

Average peak-to-trough decline

-15.32%

-2.71%

-12.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

QQJG vs. BBHM - Volatility Comparison


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Volatility by Period


QQJGBBHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

17.46%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.70%

17.46%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

17.46%

+4.24%

QQJG vs. BBHM - Expense Ratio Comparison

QQJG has a 0.20% expense ratio, which is lower than BBHM's 0.81% expense ratio.


Dividends

QQJG vs. BBHM - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, while BBHM has not paid dividends to shareholders.


PositionTTM20252024202320222021
BBHM
BBH Select Mid Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
13.86%0.68%0.65%0.54%0.70%0.08%

Frequently Asked Questions


QQJG and BBHM have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQJG is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQJG is cheaper with a 0.20% expense ratio, compared with 0.81% for BBHM.

QQJG has the higher dividend yield at 13.86%, compared with 0.00% for BBHM.

QQJG tracks Nasdaq Next Generation 100 ESG Index - Benchmark TR Gross, while BBHM tracks Actively Managed. They also come from different issuers: Invesco and BBH. Their fees differ too: 0.20% for QQJG and 0.81% for BBHM.

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