QQJG vs. FDL
Compare and contrast key facts about Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and First Trust Morningstar Dividend Leaders Index Fund (FDL).
QQJG and FDL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FDL is a passively managed fund by First Trust that tracks the performance of the Morningstar Dividend Leaders Index. It was launched on Mar 9, 2006. Both QQJG and FDL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QQJG vs. FDL - Performance Comparison
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QQJG vs. FDL - 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% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 15.49% | 14.79% | 17.98% | 2.94% | 6.66% | 8.47% |
Returns By Period
In the year-to-date period, QQJG achieves a 1.44% return, which is significantly lower than FDL's 15.49% return.
QQJG
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 1.44%
- 6M
- 3.93%
- 1Y
- 28.17%
- 3Y*
- 14.20%
- 5Y*
- —
- 10Y*
- —
FDL
- 1D
- 0.43%
- 1M
- 0.01%
- YTD
- 15.49%
- 6M
- 19.42%
- 1Y
- 21.84%
- 3Y*
- 18.00%
- 5Y*
- 14.12%
- 10Y*
- 11.60%
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QQJG vs. FDL - Expense Ratio Comparison
QQJG has a 0.20% expense ratio, which is lower than FDL's 0.45% expense ratio.
Return for Risk
QQJG vs. FDL — Risk / Return Rank
QQJG
FDL
QQJG vs. FDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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 | FDL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.47 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.06 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.96 | -0.33 |
Martin ratioReturn relative to average drawdown | 7.94 | 7.63 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQJG | FDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.47 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.46 | -0.29 |
Correlation
The correlation between QQJG and FDL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QQJG vs. FDL - Dividend Comparison
QQJG's dividend yield for the trailing twelve months is around 13.86%, more than FDL's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQJG Invesco ESG NASDAQ Next Gen 100 ETF | 13.86% | 0.68% | 0.65% | 0.54% | 0.70% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 3.61% | 4.04% | 4.96% | 4.58% | 3.58% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.93% | 3.65% |
Drawdowns
QQJG vs. FDL - Drawdown Comparison
The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for QQJG and FDL.
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Drawdown Indicators
| QQJG | FDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.76% | -65.93% | +29.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -11.58% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.40% | — |
Current DrawdownCurrent decline from peak | -2.09% | -0.10% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -15.85% | -9.73% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.10% | +0.02% |
Volatility
QQJG vs. FDL - Volatility Comparison
The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while First Trust Morningstar Dividend Leaders Index Fund (FDL) has a volatility of 2.56%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQJG | FDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.56% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 8.16% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.80% | 14.96% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 14.31% | +7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 17.09% | +5.04% |