QQMG vs. SGRT

Last updated Apr 3, 2026

Compare and contrast key facts about Invesco ESG NASDAQ 100 ETF (QQMG) and SMART Earnings Growth 30 ETF (SGRT).

QQMG and SGRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ 100 ETF (QQMG) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

QQMG vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
QQMG Invesco ESG NASDAQ 100 ETF	-5.19%	9.52%
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%

Returns By Period

In the year-to-date period, QQMG achieves a -5.19% return, which is significantly lower than SGRT's 9.56% return.

QQMG

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

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QQMG vs. SGRT - Expense Ratio Comparison

QQMG has a 0.20% expense ratio, which is lower than SGRT's 0.59% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

QQMG

Invesco ESG NASDAQ 100 ETF

Return for Risk

QQMG vs. SGRT — 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

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio Return per unit of total volatility	1.07	—	—
Sortino ratio Return per unit of downside risk	1.65	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	2.04	—	—
Martin ratio Return relative to average drawdown	6.96	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QQMG	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	2.09	-1.60

Correlation

The correlation between QQMG and SGRT is 0.79, 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. SGRT - Dividend Comparison

QQMG's dividend yield for the trailing twelve months is around 0.43%, more than SGRT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021
QQMG Invesco ESG NASDAQ 100 ETF	0.43%	0.41%	0.50%	0.60%	0.82%	0.08%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%

Drawdowns

QQMG vs. SGRT - Drawdown Comparison

The maximum QQMG drawdown since its inception was -35.43%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for QQMG and SGRT.

Drawdown Indicators

	QQMG	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-35.43%	-17.87%	-17.56%
Max Drawdown (1Y) Largest decline over 1 year	-12.67%	—	—
Current Drawdown Current decline from peak	-8.28%	-7.09%	-1.19%
Average Drawdown Average peak-to-trough decline	-9.93%	-3.52%	-6.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	—	—

Volatility

Volatility by Period

	QQMG	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.26%	32.60%	-9.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.78%	32.60%	-8.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.78%	32.60%	-8.82%