QQQG vs. QQQE

Last updated Jun 25, 2026

QQQG (Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF) and QQQE (Direxion NASDAQ-100 Equal Weighted Index Shares) are both Nasdaq-100 funds. QQQG is actively managed, while QQQE is passively managed. Over the past year, QQQG returned 38.51% vs 22.98% for QQQE. Their correlation of 0.91 suggests significant overlap in exposure. QQQG charges 0.49%/yr vs 0.35%/yr for QQQE.

Performance

QQQG vs. QQQE - 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 Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). 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 QQQE's 16.37% return.

QQQG

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

QQQE

• 1D: -0.05%
• 1M: 1.92%
• YTD: 16.37%
• 6M: 14.73%
• 1Y: 22.98%
• 3Y*: 17.59%
• 5Y*: 9.05%
• 10Y*: 15.78%

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

QQQG vs. QQQE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF	29.97%	14.72%	1.68%
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares	16.37%	14.58%	0.81%

Correlation

The correlation between QQQG and QQQE is 0.91, 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	0.91
Correlation (All Time) Calculated using the full available price history since Aug 20, 2024	0.91

The correlation between QQQG and QQQE has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

QQQG vs. QQQE - Sectors Allocation Comparison

Sectors	QQQG	QQQE
Technology	74.2%	51.0%
Healthcare	10.4%	7.8%
Communication Services	5.2%	8.4%
Consumer Cyclical	3.7%	9.8%
Energy	2.3%	1.7%
Industrials	2.2%	9.3%
Consumer Defensive	2.0%	7.0%
Basic Materials	-	0.8%
Financial Services	-	0.8%
Real Estate	-	0.7%
Utilities	-	3.4%

Return for Risk

QQQG vs. QQQE — 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

QQQE

QQQE Risk / Return Rank: 49
QQQE Sharpe Ratio Rank: 47
QQQE Sortino Ratio Rank: 45
QQQE Omega Ratio Rank: 44
QQQE Calmar Ratio Rank: 56
QQQE Martin Ratio Rank: 52

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. QQQE - 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 Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). 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	QQQE	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.48	+0.27
Sortino ratio: Return per unit of downside risk	2.34	2.05	+0.29
Omega ratio: Gain probability vs. loss probability	1.31	1.26	+0.05
Calmar ratio: Return relative to maximum drawdown	2.81	2.45	+0.35
Martin ratio: Return relative to average drawdown	9.82	8.22	+1.60

QQQG vs. QQQE - Sharpe Ratio Comparison

The current QQQG Sharpe Ratio is 1.76, which is comparable to the QQQE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of QQQG and QQQE, 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. QQQE - Drawdown Comparison

The maximum QQQG drawdown since its inception was -23.61%, smaller than the maximum QQQE drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for QQQG and QQQE.

Drawdown Indicators

	QQQG	QQQE	Difference
Max Drawdown Largest peak-to-trough decline	-23.61%	-32.14%	+8.53%
Max Drawdown (1Y) Largest decline over 1 year	-13.79%	-9.41%	-4.38%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.14%	—
Current Drawdown Current decline from peak	-5.04%	-3.14%	-1.90%
Average Drawdown Average peak-to-trough decline	-3.58%	-5.15%	+1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	2.80%	+1.13%

Volatility

QQQG vs. QQQE - Volatility Comparison

Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) has a higher volatility of 11.40% compared to Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) at 8.01%. This indicates that QQQG's price experiences larger fluctuations and is considered to be riskier than QQQE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQG	QQQE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.40%	8.01%	+3.39%
Volatility (6M) Calculated over the trailing 6-month period	18.71%	12.69%	+6.02%
Volatility (1Y) Calculated over the trailing 1-year period	22.09%	15.65%	+6.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.32%	20.54%	+3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.32%	20.79%	+3.53%

QQQG vs. QQQE - Expense Ratio Comparison

QQQG has a 0.49% expense ratio, which is higher than QQQE's 0.35% expense ratio.

Dividends

QQQG vs. QQQE - Dividend Comparison

QQQG's dividend yield for the trailing twelve months is around 0.05%, less than QQQE's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares	0.57%	0.52%	0.86%	0.79%	0.98%	3.83%	0.54%	0.74%	0.80%	0.65%	1.17%	0.57%
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF	0.05%	0.06%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QQQG and QQQE in my portfolio?

With a correlation of 0.91, QQQG and QQQE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, QQQG or QQQE?

QQQG has higher volatility (11.40%) compared to QQQE (8.01%). In terms of maximum drawdown, QQQG dropped -23.61% vs QQQE's -32.14%.

Which ETF is better, QQQG or QQQE?

On 1-year performance, QQQG leads with 38.51% vs 22.98% for QQQE. On fees, QQQE is cheaper at 0.35% per year. On volatility, QQQE has been the lower-risk option at 8.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQG or QQQE?

Over the 1-year period, QQQG has performed better with a 38.51% return vs 22.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQG or QQQE?

QQQE is cheaper with a 0.35% expense ratio, compared with 0.49% for QQQG.

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

QQQE has the higher dividend yield at 0.57%, compared with 0.05% for QQQG.

What is the main difference between QQQG and QQQE?

They also come from different issuers: Pacer and Direxion. Their fees differ too: 0.49% for QQQG and 0.35% for QQQE.

Which has better risk-adjusted returns?

QQQG currently has the higher Sharpe Ratio (1.76 vs 1.48), 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.