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QQLV vs. LGLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQLV vs. LGLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ Low Volatility ETF (QQLV) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with QQLV having a 7.25% return and LGLV slightly higher at 7.61%.


QQLV

1D
-0.53%
1M
1.40%
6M
5.54%
YTD
7.25%
1Y
3.51%
3Y*
5Y*
10Y*
ALL TIME*
3.28%

LGLV

1D
0.02%
1M
0.47%
6M
3.70%
YTD
7.61%
1Y
10.51%
3Y*
11.84%
5Y*
8.32%
10Y*
11.19%
ALL TIME*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.56M$4.60M$5.45M
$52.35K$30.06K$34.79K

QQLV vs. LGLV - Yearly Performance Comparison


2026 (YTD)20252024
QQLV
Invesco QQQ Low Volatility ETF
7.25%4.19%-5.60%
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
7.61%8.37%-5.27%

Correlation

The correlation between QQLV and LGLV is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.87

The correlation between QQLV and LGLV has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

QQLV vs. LGLV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QQLV
QQLV Risk / Return Rank: 1717
Overall Rank
QQLV Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
QQLV Sortino Ratio Rank: 1616
Sortino Ratio Rank
QQLV Omega Ratio Rank: 1616
Omega Ratio Rank
QQLV Calmar Ratio Rank: 1818
Calmar Ratio Rank
QQLV Martin Ratio Rank: 1717
Martin Ratio Rank

LGLV
LGLV Risk / Return Rank: 3939
Overall Rank
LGLV Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LGLV Sortino Ratio Rank: 4141
Sortino Ratio Rank
LGLV Omega Ratio Rank: 3737
Omega Ratio Rank
LGLV Calmar Ratio Rank: 4242
Calmar Ratio Rank
LGLV Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QQLV vs. LGLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Low Volatility ETF (QQLV) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). 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.


QQLVLGLVDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.06

1.17

-0.12

Calmar ratioReturn relative to maximum drawdown

0.43

1.47

-1.04

Martin ratioReturn relative to average drawdown

0.84

3.41

-2.57

QQLV vs. LGLV - Sharpe Ratio Comparison

The current QQLV Sharpe Ratio is 0.28, which is lower than the LGLV Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of QQLV and LGLV, 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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Drawdowns

QQLV vs. LGLV - Drawdown Comparison

The maximum QQLV drawdown since its inception was -9.54%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for QQLV and LGLV.


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Drawdown Indicators


QQLVLGLVDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-36.64%

+27.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-6.86%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

Current Drawdown

Current decline from peak

-2.09%

-2.14%

+0.05%

Average Drawdown

Average peak-to-trough decline

-3.06%

-3.21%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.95%

+0.72%

Volatility

QQLV vs. LGLV - Volatility Comparison

Invesco QQQ Low Volatility ETF (QQLV) has a higher volatility of 5.31% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 4.53%. This indicates that QQLV's price experiences larger fluctuations and is considered to be riskier than LGLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQLVLGLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.53%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

7.99%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

10.16%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

13.03%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

16.09%

-3.03%

QQLV vs. LGLV - Expense Ratio Comparison

QQLV has a 0.25% expense ratio, which is higher than LGLV's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QQLV vs. LGLV - Dividend Comparison

QQLV's dividend yield for the trailing twelve months is around 2.02%, more than LGLV's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
1.99%1.94%1.93%2.03%1.95%1.65%1.98%1.89%2.09%4.39%2.54%2.97%
QQLV
Invesco QQQ Low Volatility ETF
2.02%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 LGLV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQLV has higher volatility (5.31%) compared to LGLV (4.53%). In terms of maximum drawdown, QQLV dropped -9.54% vs LGLV's -36.64%.

On 1-year performance, LGLV leads with 10.51% vs 3.51% for QQLV. On fees, LGLV is cheaper at 0.12% per year. On volatility, LGLV has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LGLV has performed better with a 10.51% return vs 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LGLV is cheaper with a 0.12% expense ratio, compared with 0.25% for QQLV.

QQLV has the higher dividend yield at 2.02%, compared with 1.99% for LGLV.

QQLV tracks Nasdaq Low Volatility Index, while LGLV tracks State Street U.S. Large Cap Low Volatility Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.25% for QQLV and 0.12% for LGLV.

LGLV currently has the higher Sharpe Ratio (0.99 vs 0.28), 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 QQLV and LGLV

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