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QQJG vs. TEKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQJG vs. TEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and SPDR Galaxy Transformative Tech Accelerators ETF (TEKX). 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 TEKX's 78.46% return.


QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
1.43%
1Y
18.67%
3Y*
14.26%
5Y*
10Y*

TEKX

1D
-0.91%
1M
27.16%
YTD
78.46%
6M
62.40%
1Y
153.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQJG vs. TEKX - Yearly Performance Comparison


2026 (YTD)20252024
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
1.44%18.05%8.18%
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
78.46%40.92%14.80%

Correlation

The correlation between QQJG and TEKX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2024

0.56

The correlation between QQJG and TEKX has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

QQJG vs. TEKX - Sectors Allocation Comparison


Sectors
QQJG
TEKX

Technology

44.5%
46.4%

Healthcare

18.2%

-

Consumer Cyclical

14.3%
1.5%

Industrials

6.4%
17.2%

Communication Services

6.2%
1.7%

Consumer Defensive

3.4%
1.3%

Basic Materials

2.5%
3.3%

Energy

1.6%
1.8%

Financial Services

0.1%
26.9%

Real Estate

-

-

Utilities

-

3.1%

Technology

QQJG
44.5%
TEKX
46.4%

Healthcare

QQJG
18.2%
TEKX

-

Consumer Cyclical

QQJG
14.3%
TEKX
1.5%

Industrials

QQJG
6.4%
TEKX
17.2%

Communication Services

QQJG
6.2%
TEKX
1.7%

Consumer Defensive

QQJG
3.4%
TEKX
1.3%

Basic Materials

QQJG
2.5%
TEKX
3.3%

Energy

QQJG
1.6%
TEKX
1.8%

Financial Services

QQJG
0.1%
TEKX
26.9%

Real Estate

QQJG

-

TEKX

-

Utilities

QQJG

-

TEKX
3.1%

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Return for Risk

QQJG vs. TEKX — Risk / Return Rank

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

QQJG
QQJG Risk / Return Rank: 4444
Overall Rank
QQJG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 3838
Sortino Ratio Rank
QQJG Omega Ratio Rank: 4545
Omega Ratio Rank
QQJG Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQJG Martin Ratio Rank: 5252
Martin Ratio Rank

TEKX
TEKX Risk / Return Rank: 9494
Overall Rank
TEKX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TEKX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TEKX Omega Ratio Rank: 8989
Omega Ratio Rank
TEKX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TEKX 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.

QQJG vs. TEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and SPDR Galaxy Transformative Tech Accelerators ETF (TEKX). 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.


QQJGTEKXDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.29

1.55

-0.27

Calmar ratioReturn relative to maximum drawdown

2.38

8.62

-6.24

Martin ratioReturn relative to average drawdown

8.74

28.47

-19.74

QQJG vs. TEKX - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.35, which is lower than the TEKX Sharpe Ratio of 4.13. The chart below compares the historical Sharpe Ratios of QQJG and TEKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQJGTEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

4.13

-2.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.92

-1.75

Drawdowns

QQJG vs. TEKX - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum TEKX drawdown of -45.57%. Use the drawdown chart below to compare losses from any high point for QQJG and TEKX.


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Drawdown Indicators


QQJGTEKXDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-45.57%

+8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-17.92%

+9.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.48%

Current Drawdown

Current decline from peak

-2.09%

-1.49%

-0.60%

Average Drawdown

Average peak-to-trough decline

-15.31%

-10.28%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

5.42%

-3.27%

Volatility

QQJG vs. TEKX - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) has a volatility of 10.10%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than TEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQJGTEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

10.10%

-10.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

29.57%

-21.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

37.44%

-23.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.70%

44.46%

-22.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

44.46%

-22.76%

QQJG vs. TEKX - Expense Ratio Comparison

QQJG has a 0.20% expense ratio, which is lower than TEKX's 0.65% expense ratio.


Dividends

QQJG vs. TEKX - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, more than TEKX's 0.20% yield.


PositionTTM20252024202320222021
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
13.86%0.68%0.65%0.54%0.70%0.08%
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
0.20%0.36%3.47%0.00%0.00%0.00%

Frequently Asked Questions


QQJG and TEKX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEKX has higher volatility (10.10%) compared to QQJG (0.00%). In terms of maximum drawdown, QQJG dropped -36.76% vs TEKX's -45.57%.

On 1-year performance, TEKX leads with 153.57% vs 18.67% for QQJG. On fees, QQJG is cheaper at 0.20% per year. On volatility, QQJG has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEKX has performed better with a 153.57% return vs 18.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQJG is cheaper with a 0.20% expense ratio, compared with 0.65% for TEKX.

QQJG has the higher dividend yield at 13.86%, compared with 0.20% for TEKX.

They also come from different issuers: Invesco and State Street Global Advisors. Their fees differ too: 0.20% for QQJG and 0.65% for TEKX.

TEKX currently has the higher Sharpe Ratio (4.13 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QQJG and TEKX

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