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 1.72% vs -21.93% for BX. At a 0.39 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 4.74% return, which is significantly higher than BX's -19.16% return.
QQLV
- 1D
- 0.66%
- 1M
- 0.46%
- 6M
- 3.63%
- YTD
- 4.74%
- 1Y
- 1.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BX
- 1D
- -0.85%
- 1M
- -0.61%
- 6M
- -20.42%
- YTD
- -19.16%
- 1Y
- -21.93%
- 3Y*
- 8.78%
- 5Y*
- 7.97%
- 10Y*
- 22.54%
QQLV vs. BX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQLV Invesco QQQ Low Volatility ETF | 4.74% | 4.19% | -5.60% |
BX Blackstone Inc. | -19.16% | -7.84% | -7.39% |
Correlation
The correlation between QQLV and BX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.39 |
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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 | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.92 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | -0.49 | +0.73 |
| Martin ratioReturn relative to average drawdown | 0.46 | -0.85 | +1.30 |
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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 | -0.98% | -35.47% | +34.49% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -26.43% | +23.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 25.96% | -22.17% |
Volatility
QQLV vs. BX - Volatility Comparison
The current volatility for Invesco QQQ Low Volatility ETF (QQLV) is 4.61%, while Blackstone Inc. (BX) has a volatility of 10.29%. 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 | 4.61% | 10.29% | -5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 29.01% | -20.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 35.26% | -24.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.84% | 39.59% | -26.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.84% | 35.74% | -22.90% |
Dividends
QQLV vs. BX - Dividend Comparison
QQLV's dividend yield for the trailing twelve months is around 2.05%, less than BX's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.07% | 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 | 2.05% | 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 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (10.29%) compared to QQLV (4.61%). In terms of maximum drawdown, QQLV dropped -9.54% vs BX's -88.09%.
QQLV currently has the higher Sharpe Ratio (0.16 vs -0.63), 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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