QQLV vs. BX
QQLV (Invesco QQQ Low Volatility ETF) is Large Cap Blend Equities fund tracking the Nasdaq Low Volatility Index, while BX (Blackstone Inc.) is a stock. Over the past year, QQLV returned -0.14% vs -10.04% for BX. At a 0.40 correlation, their price movements are largely independent.
Performance
QQLV vs. BX - Performance Comparison
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Returns By Period
In the year-to-date period, QQLV achieves a 2.18% return, which is significantly higher than BX's -20.47% return.
QQLV
- 1D
- 0.70%
- 1M
- -1.30%
- YTD
- 2.18%
- 6M
- 1.84%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BX
- 1D
- -2.59%
- 1M
- 1.32%
- YTD
- -20.47%
- 6M
- -20.99%
- 1Y
- -10.04%
- 3Y*
- 14.47%
- 5Y*
- 7.41%
- 10Y*
- 22.60%
QQLV vs. BX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQLV Invesco QQQ Low Volatility ETF | 2.18% | 4.19% | -5.60% |
BX Blackstone Inc. | -20.47% | -7.84% | -7.39% |
Correlation
The correlation between QQLV and BX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.40 |
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Return for Risk
QQLV vs. BX — Risk / Return Rank
QQLV
BX
QQLV vs. BX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Low Volatility ETF (QQLV) and Blackstone Inc. (BX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QQLV | BX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.98 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.23 | +0.21 |
| Martin ratioReturn relative to average drawdown | -0.04 | -0.41 | +0.37 |
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Drawdowns
QQLV vs. BX - Drawdown Comparison
The maximum QQLV drawdown since its inception was -9.54%, smaller than the maximum BX drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for QQLV and BX.
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Drawdown Indicators
| QQLV | BX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -88.09% | +78.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -44.76% | +37.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -46.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -49.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.29% | — |
Current DrawdownCurrent decline from peak | -3.38% | -36.51% | +33.13% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -26.40% | +23.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 24.71% | -20.95% |
Volatility
QQLV vs. BX - Volatility Comparison
The current volatility for Invesco QQQ Low Volatility ETF (QQLV) is 3.24%, while Blackstone Inc. (BX) has a volatility of 12.20%. This indicates that QQLV experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQLV | BX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 12.20% | -8.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 28.75% | -21.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 35.05% | -24.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 39.46% | -26.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 35.76% | -23.07% |
Dividends
QQLV vs. BX - Dividend Comparison
QQLV's dividend yield for the trailing twelve months is around 2.10%, less than BX's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.14% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
QQLV Invesco QQQ Low Volatility ETF | 2.10% | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QQLV and BX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (12.20%) compared to QQLV (3.24%). In terms of maximum drawdown, QQLV dropped -9.54% vs BX's -88.09%.
QQLV currently has the higher Sharpe Ratio (-0.01 vs -0.29), 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.
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