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QQJG vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQJG vs. XMMO

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Invesco S&P MidCap Momentum ETF (XMMO).

QQJG and XMMO 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. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005. Both QQJG and XMMO 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. XMMO - 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 MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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QQJG vs. XMMO - 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%
XMMO
Invesco S&P MidCap Momentum ETF		6.86%13.04%38.03%20.39%-16.02%2.45%

Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly lower than XMMO's 6.86% return.

QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
3.93%
1Y
28.17%
3Y*
14.20%
5Y*
—
10Y*
—

XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco ESG NASDAQ Next Gen 100 ETF

Invesco S&P MidCap Momentum ETF

Often compared with QQJG:
QQJG vs. QQQQQJG vs. QQQJQQJG vs. FNCMXQQJG vs. FDLQQJG vs. ^NDXQQJG vs. MGKQQJG vs. JEPQ
Often compared with XMMO:
XMMO vs. SPMOXMMO vs. XMHQXMMO vs. VOOXMMO vs. SPGPXMMO vs. MTUMXMMO vs. QMOMXMMO vs. RFV

QQJG vs. XMMO - Expense Ratio Comparison

QQJG has a 0.20% expense ratio, which is lower than XMMO's 0.33% expense ratio.

XMMO
Invesco S&P MidCap Momentum ETF
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF

Return for Risk

QQJG vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQJG
QQJG Risk / Return Rank: 7373
Overall Rank
QQJG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQJG Omega Ratio Rank: 7777
Omega Ratio Rank
QQJG Calmar Ratio Rank: 6464
Calmar Ratio Rank
QQJG Martin Ratio Rank: 7575
Martin Ratio Rank
XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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. XMMO - 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 MidCap Momentum ETF (XMMO). 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.

QQJGXMMODifference

Sharpe ratio

Return per unit of total volatility

1.31

1.34

-0.03

Sortino ratio

Return per unit of downside risk

1.92

1.91

0.00

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

1.63

2.41

-0.77

Martin ratio

Return relative to average drawdown

7.94

11.42

-3.48

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. XMMO - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.31, which is comparable to the XMMO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QQJG and XMMO, 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

QQJGXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.34

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.60

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.55

-0.38

Correlation

The correlation between QQJG and XMMO is 0.78, 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. XMMO - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, more than XMMO'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%
XMMO
Invesco S&P MidCap Momentum ETF		0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

QQJG vs. XMMO - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for QQJG and XMMO.

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Drawdown Indicators

QQJGXMMODifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-55.37%

+18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-12.81%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.91%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.74%

—

Current Drawdown

Current decline from peak

-2.09%

-2.62%

+0.53%

Average Drawdown

Average peak-to-trough decline

-15.85%

-9.52%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.70%

+0.42%

Volatility

QQJG vs. XMMO - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQJGXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

9.04%

-9.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

14.39%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

22.03%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

21.27%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

22.11%

+0.02%