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QQMG vs. QQQY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQMG and QQQY is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

QQMG vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ 100 ETF (QQMG) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
22.02%
2.10%
QQMG
QQQY

Key characteristics

Sharpe Ratio

QQMG:

0.15

QQQY:

-0.47

Sortino Ratio

QQMG:

0.39

QQQY:

-0.46

Omega Ratio

QQMG:

1.05

QQQY:

0.93

Calmar Ratio

QQMG:

0.17

QQQY:

-0.43

Martin Ratio

QQMG:

0.63

QQQY:

-1.58

Ulcer Index

QQMG:

6.22%

QQQY:

5.15%

Daily Std Dev

QQMG:

25.69%

QQQY:

17.31%

Max Drawdown

QQMG:

-35.43%

QQQY:

-19.04%

Current Drawdown

QQMG:

-15.44%

QQQY:

-17.14%

Returns By Period

In the year-to-date period, QQMG achieves a -11.07% return, which is significantly higher than QQQY's -12.89% return.


QQMG

YTD

-11.07%

1M

-5.00%

6M

-8.41%

1Y

3.92%

5Y*

N/A

10Y*

N/A

QQQY

YTD

-12.89%

1M

-8.47%

6M

-14.40%

1Y

-7.43%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QQMG vs. QQQY - Expense Ratio Comparison

QQMG has a 0.20% expense ratio, which is lower than QQQY's 0.99% expense ratio.


QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Expense ratio chart for QQQY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQY: 0.99%
Expense ratio chart for QQMG: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQMG: 0.20%

Risk-Adjusted Performance

QQMG vs. QQQY — Risk-Adjusted Performance Rank

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

QQMG
The Risk-Adjusted Performance Rank of QQMG is 5353
Overall Rank
The Sharpe Ratio Rank of QQMG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QQMG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QQMG is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQMG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of QQMG is 5252
Martin Ratio Rank

QQQY
The Risk-Adjusted Performance Rank of QQQY is 99
Overall Rank
The Sharpe Ratio Rank of QQQY is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQY is 1212
Sortino Ratio Rank
The Omega Ratio Rank of QQQY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of QQQY is 88
Calmar Ratio Rank
The Martin Ratio Rank of QQQY is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQMG vs. QQQY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


Sharpe ratio
The chart of Sharpe ratio for QQMG, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
QQMG: 0.15
QQQY: -0.47
The chart of Sortino ratio for QQMG, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.00
QQMG: 0.39
QQQY: -0.46
The chart of Omega ratio for QQMG, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
QQMG: 1.05
QQQY: 0.93
The chart of Calmar ratio for QQMG, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.00
QQMG: 0.17
QQQY: -0.43
The chart of Martin ratio for QQMG, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
QQMG: 0.63
QQQY: -1.58

The current QQMG Sharpe Ratio is 0.15, which is higher than the QQQY Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of QQMG and QQQY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
-0.47
QQMG
QQQY

Dividends

QQMG vs. QQQY - Dividend Comparison

QQMG's dividend yield for the trailing twelve months is around 0.57%, less than QQQY's 91.12% yield.


TTM2024202320222021
QQMG
Invesco ESG NASDAQ 100 ETF
0.57%0.50%0.60%0.83%0.08%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
91.12%83.34%20.64%0.00%0.00%

Drawdowns

QQMG vs. QQQY - Drawdown Comparison

The maximum QQMG drawdown since its inception was -35.43%, which is greater than QQQY's maximum drawdown of -19.04%. Use the drawdown chart below to compare losses from any high point for QQMG and QQQY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.44%
-17.14%
QQMG
QQQY

Volatility

QQMG vs. QQQY - Volatility Comparison

Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 16.26% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 10.63%. This indicates that QQMG's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.26%
10.63%
QQMG
QQQY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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