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QQJG vs. XLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQJG vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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QQJG vs. XLG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
1.44%18.05%14.67%17.20%-27.69%0.91%
XLG
Invesco S&P 500 Top 50 ETF
-7.18%19.51%33.49%38.16%-24.29%5.09%

Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly higher than XLG's -7.18% return.


QQJG

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

XLG

1D
0.70%
1M
-3.74%
YTD
-7.18%
6M
-4.55%
1Y
19.62%
3Y*
21.92%
5Y*
13.96%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQJG vs. XLG - Expense Ratio Comparison

Both QQJG and XLG have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

QQJG vs. XLG — Risk / Return Rank

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

QQJG
QQJG Risk / Return Rank: 7070
Overall Rank
QQJG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 7272
Sortino Ratio Rank
QQJG Omega Ratio Rank: 7373
Omega Ratio Rank
QQJG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQJG Martin Ratio Rank: 7373
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 5757
Overall Rank
XLG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLG Omega Ratio Rank: 5858
Omega Ratio Rank
XLG Calmar Ratio Rank: 6262
Calmar Ratio Rank
XLG Martin Ratio Rank: 5656
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. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Invesco S&P 500 Top 50 ETF (XLG). 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.


QQJGXLGDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.99

+0.31

Sortino ratio

Return per unit of downside risk

1.90

1.54

+0.36

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

1.73

1.63

+0.10

Martin ratio

Return relative to average drawdown

8.45

5.71

+2.74

QQJG vs. XLG - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.30, which is higher than the XLG Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of QQJG and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQJGXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.99

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.59

-0.42

Correlation

The correlation between QQJG and XLG is 0.77, 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.


Dividends

QQJG vs. XLG - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, more than XLG's 0.70% yield.


TTM20252024202320222021202020192018201720162015
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%
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Drawdowns

QQJG vs. XLG - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for QQJG and XLG.


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Drawdown Indicators


QQJGXLGDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-52.39%

+15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-12.41%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

Current Drawdown

Current decline from peak

-2.09%

-8.93%

+6.84%

Average Drawdown

Average peak-to-trough decline

-15.84%

-7.69%

-8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.54%

-0.57%

Volatility

QQJG vs. XLG - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while Invesco S&P 500 Top 50 ETF (XLG) has a volatility of 5.82%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQJGXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.82%

-5.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

10.65%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

19.97%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

18.68%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

18.81%

+3.31%