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QQMG vs. QQQG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQMG vs. QQQG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ 100 ETF (QQMG) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). The values are adjusted to include any dividend payments, if applicable.

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QQMG vs. QQQG - Yearly Performance Comparison


2026 (YTD)20252024
QQMG
Invesco ESG NASDAQ 100 ETF
-5.19%22.16%5.18%
QQQG
Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF
-5.14%14.72%2.23%

Returns By Period

The year-to-date returns for both investments are quite close, with QQMG having a -5.19% return and QQQG slightly higher at -5.14%.


QQMG

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

QQQG

1D
1.72%
1M
-0.18%
YTD
-5.14%
6M
-5.69%
1Y
16.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQMG vs. QQQG - Expense Ratio Comparison

QQMG has a 0.20% expense ratio, which is lower than QQQG's 0.49% expense ratio.


Return for Risk

QQMG vs. QQQG — Risk / Return Rank

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

QQMG
QQMG Risk / Return Rank: 6161
Overall Rank
QQMG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QQMG Sortino Ratio Rank: 6060
Sortino Ratio Rank
QQMG Omega Ratio Rank: 5858
Omega Ratio Rank
QQMG Calmar Ratio Rank: 6868
Calmar Ratio Rank
QQMG Martin Ratio Rank: 6161
Martin Ratio Rank

QQQG
QQQG Risk / Return Rank: 4141
Overall Rank
QQQG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QQQG Sortino Ratio Rank: 4040
Sortino Ratio Rank
QQQG Omega Ratio Rank: 3737
Omega Ratio Rank
QQQG Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQQG Martin Ratio Rank: 4646
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.

QQMG vs. QQQG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). 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.


QQMGQQQGDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.70

+0.36

Sortino ratio

Return per unit of downside risk

1.65

1.18

+0.47

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

2.04

1.36

+0.68

Martin ratio

Return relative to average drawdown

6.96

4.58

+2.38

QQMG vs. QQQG - Sharpe Ratio Comparison

The current QQMG Sharpe Ratio is 1.07, which is higher than the QQQG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of QQMG and QQQG, 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


QQMGQQQGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.70

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.29

+0.20

Correlation

The correlation between QQMG and QQQG is 0.89, 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

QQMG vs. QQQG - Dividend Comparison

QQMG's dividend yield for the trailing twelve months is around 0.43%, more than QQQG's 0.06% yield.


TTM20252024202320222021
QQMG
Invesco ESG NASDAQ 100 ETF
0.43%0.41%0.50%0.60%0.82%0.08%
QQQG
Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF
0.06%0.06%0.11%0.00%0.00%0.00%

Drawdowns

QQMG vs. QQQG - Drawdown Comparison

The maximum QQMG drawdown since its inception was -35.43%, which is greater than QQQG's maximum drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for QQMG and QQQG.


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Drawdown Indicators


QQMGQQQGDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-23.61%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-13.79%

+1.12%

Current Drawdown

Current decline from peak

-8.28%

-8.82%

+0.54%

Average Drawdown

Average peak-to-trough decline

-9.93%

-3.85%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

4.08%

-0.37%

Volatility

QQMG vs. QQQG - Volatility Comparison

The current volatility for Invesco ESG NASDAQ 100 ETF (QQMG) is 6.66%, while Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) has a volatility of 8.02%. This indicates that QQMG experiences smaller price fluctuations and is considered to be less risky than QQQG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQMGQQQGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

8.02%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

15.82%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

25.29%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

23.63%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

23.63%

+0.15%