QQMG vs. BRK-A

Last updated Apr 3, 2026

Compare and contrast key facts about Invesco ESG NASDAQ 100 ETF (QQMG) and Berkshire Hathaway Inc (BRK-A).

QQMG is a passively managed fund by Invesco that tracks the performance of the Nasdaq-100 ESG Total Return Index. It was launched on Oct 27, 2021.

Performance

QQMG vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ 100 ETF (QQMG) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

QQMG vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QQMG Invesco ESG NASDAQ 100 ETF	-5.19%	22.16%	25.66%	55.00%	-31.56%	5.01%
BRK-A Berkshire Hathaway Inc	-5.10%	10.85%	25.49%	15.77%	4.00%	3.30%

Returns By Period

The year-to-date returns for both investments are quite close, with QQMG having a -5.19% return and BRK-A slightly higher at -5.10%.

QQMG

• 1D: 0.11%
• 1M: -2.04%
• YTD: -5.19%
• 6M: -3.58%
• 1Y: 24.68%
• 3Y*: 23.25%
• 5Y*: —
• 10Y*: —

BRK-A

• 1D: 0.01%
• 1M: -0.66%
• YTD: -5.10%
• 6M: -3.80%
• 1Y: -11.20%
• 3Y*: 15.10%
• 5Y*: 12.91%
• 10Y*: 12.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QQMG vs. BRK-A — Risk / Return Rank

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

QQMG

QQMG Risk / Return Rank: 61
QQMG Sharpe Ratio Rank: 56
QQMG Sortino Ratio Rank: 60
QQMG Omega Ratio Rank: 58
QQMG Calmar Ratio Rank: 68
QQMG Martin Ratio Rank: 61

BRK-A

BRK-A Risk / Return Rank: 14
BRK-A Sharpe Ratio Rank: 13
BRK-A Sortino Ratio Rank: 14
BRK-A Omega Ratio Rank: 13
BRK-A Calmar Ratio Rank: 14
BRK-A Martin Ratio Rank: 16

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.

QQMG vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and Berkshire Hathaway Inc (BRK-A). 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.

	QQMG	BRK-A	Difference
Sharpe ratio Return per unit of total volatility	1.07	-0.64	+1.71
Sortino ratio Return per unit of downside risk	1.65	-0.76	+2.40
Omega ratio Gain probability vs. loss probability	1.23	0.90	+0.33
Calmar ratio Return relative to maximum drawdown	2.04	-0.73	+2.76
Martin ratio Return relative to average drawdown	6.96	-1.21	+8.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQMG vs. BRK-A - Sharpe Ratio Comparison

The current QQMG Sharpe Ratio is 1.07, which is higher than the BRK-A Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of QQMG and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QQMG	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	-0.64	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.82	-0.34

Correlation

The correlation between QQMG and BRK-A is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QQMG vs. BRK-A - Dividend Comparison

QQMG's dividend yield for the trailing twelve months is around 0.43%, while BRK-A has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
QQMG Invesco ESG NASDAQ 100 ETF	0.43%	0.41%	0.50%	0.60%	0.82%	0.08%
BRK-A Berkshire Hathaway Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

QQMG vs. BRK-A - Drawdown Comparison

The maximum QQMG drawdown since its inception was -35.43%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for QQMG and BRK-A.

Drawdown Indicators

	QQMG	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-35.43%	-51.47%	+16.04%
Max Drawdown (1Y) Largest decline over 1 year	-12.67%	-14.43%	+1.76%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.43%	—
Current Drawdown Current decline from peak	-8.28%	-11.50%	+3.22%
Average Drawdown Average peak-to-trough decline	-9.93%	-9.51%	-0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	8.69%	-4.98%

Volatility

QQMG vs. BRK-A - Volatility Comparison

Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 6.66% compared to Berkshire Hathaway Inc (BRK-A) at 4.04%. This indicates that QQMG's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQMG	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.66%	4.04%	+2.62%
Volatility (6M) Calculated over the trailing 6-month period	13.55%	10.99%	+2.56%
Volatility (1Y) Calculated over the trailing 1-year period	23.26%	17.63%	+5.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.78%	17.25%	+6.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.78%	18.98%	+4.80%