QQQG vs. QCAP

Last updated Jun 25, 2026

QQQG (Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF) and QCAP (FT Vest NASDAQ-100 Conservative Buffer ETF - April) are both Nasdaq-100 funds. Both are actively managed. Over the past year, QQQG returned 38.51% vs 8.75% for QCAP. Their correlation of 0.82 suggests significant overlap in exposure. QQQG charges 0.49%/yr vs 0.90%/yr for QCAP.

Performance

QQQG vs. QCAP - Performance Comparison

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

Returns By Period

In the year-to-date period, QQQG achieves a 29.97% return, which is significantly higher than QCAP's 3.82% return.

QQQG

• 1D: -0.79%
• 1M: 5.22%
• YTD: 29.97%
• 6M: 27.35%
• 1Y: 38.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCAP

• 1D: -0.16%
• 1M: -0.72%
• YTD: 3.82%
• 6M: 3.91%
• 1Y: 8.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QQQG vs. QCAP - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF	29.97%	14.72%	1.68%
QCAP FT Vest NASDAQ-100 Conservative Buffer ETF - April	3.82%	7.13%	3.69%

Correlation

The correlation between QQQG and QCAP is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Aug 20, 2024	0.82

The correlation between QQQG and QCAP has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

Return for Risk

QQQG vs. QCAP — Risk / Return Rank

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

QQQG

QQQG Risk / Return Rank: 59
QQQG Sharpe Ratio Rank: 59
QQQG Sortino Ratio Rank: 54
QQQG Omega Ratio Rank: 56
QQQG Calmar Ratio Rank: 64
QQQG Martin Ratio Rank: 61

QCAP

QCAP Risk / Return Rank: 90
QCAP Sharpe Ratio Rank: 86
QCAP Sortino Ratio Rank: 88
QCAP Omega Ratio Rank: 94
QCAP Calmar Ratio Rank: 86
QCAP Martin Ratio Rank: 96

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.

QQQG vs. QCAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) and FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP). 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.

	QQQG	QCAP	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.44	-0.68
Sortino ratio: Return per unit of downside risk	2.34	3.52	-1.18
Omega ratio: Gain probability vs. loss probability	1.31	1.60	-0.29
Calmar ratio: Return relative to maximum drawdown	2.81	4.18	-1.37
Martin ratio: Return relative to average drawdown	9.82	29.09	-19.27

QQQG vs. QCAP - Sharpe Ratio Comparison

The current QQQG Sharpe Ratio is 1.76, which is comparable to the QCAP Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of QQQG and QCAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QQQG vs. QCAP - Drawdown Comparison

The maximum QQQG drawdown since its inception was -23.61%, which is greater than QCAP's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for QQQG and QCAP.

Drawdown Indicators

	QQQG	QCAP	Difference
Max Drawdown Largest peak-to-trough decline	-23.61%	-9.17%	-14.44%
Max Drawdown (1Y) Largest decline over 1 year	-13.79%	-2.10%	-11.69%
Current Drawdown Current decline from peak	-5.04%	-1.42%	-3.62%
Average Drawdown Average peak-to-trough decline	-3.58%	-0.53%	-3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	0.30%	+3.63%

Volatility

QQQG vs. QCAP - Volatility Comparison

Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) has a higher volatility of 11.40% compared to FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) at 2.65%. This indicates that QQQG's price experiences larger fluctuations and is considered to be riskier than QCAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQG	QCAP	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.40%	2.65%	+8.75%
Volatility (6M) Calculated over the trailing 6-month period	18.71%	3.20%	+15.51%
Volatility (1Y) Calculated over the trailing 1-year period	22.09%	3.62%	+18.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.32%	8.78%	+15.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.32%	8.78%	+15.54%

QQQG vs. QCAP - Expense Ratio Comparison

QQQG has a 0.49% expense ratio, which is lower than QCAP's 0.90% expense ratio.

Dividends

QQQG vs. QCAP - Dividend Comparison

QQQG's dividend yield for the trailing twelve months is around 0.05%, while QCAP has not paid dividends to shareholders.

Position	TTM	2025	2024
QCAP FT Vest NASDAQ-100 Conservative Buffer ETF - April	0.00%	0.00%	0.00%
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF	0.05%	0.06%	0.11%

Frequently Asked Questions

Can I hold both QQQG and QCAP in my portfolio?

QQQG and QCAP have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QQQG or QCAP?

QQQG has higher volatility (11.40%) compared to QCAP (2.65%). In terms of maximum drawdown, QQQG dropped -23.61% vs QCAP's -9.17%.

Which ETF is better, QQQG or QCAP?

On 1-year performance, QQQG leads with 38.51% vs 8.75% for QCAP. On fees, QQQG is cheaper at 0.49% per year. On volatility, QCAP has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQG or QCAP?

Over the 1-year period, QQQG has performed better with a 38.51% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQG or QCAP?

QQQG is cheaper with a 0.49% expense ratio, compared with 0.90% for QCAP.

Which ETF pays a higher dividend yield, QQQG or QCAP?

QQQG has the higher dividend yield at 0.05%, compared with 0.00% for QCAP.

What is the main difference between QQQG and QCAP?

They also come from different issuers: Pacer and FT Vest. Their fees differ too: 0.49% for QQQG and 0.90% for QCAP.

Which has better risk-adjusted returns?

QCAP currently has the higher Sharpe Ratio (2.44 vs 1.76), 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.