QQQG vs. QTEC

Last updated Jul 16, 2026

QQQG (Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF) and QTEC (First Trust NASDAQ-100 Technology Sector Index Fund) are both Nasdaq-100 funds. QQQG is actively managed, while QTEC is passively managed. Over the past year, QQQG returned 36.61% vs 45.69% for QTEC. Their correlation of 0.92 suggests significant overlap in exposure. QQQG charges 0.49%/yr vs 0.57%/yr for QTEC.

Performance

QQQG vs. QTEC - 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 First Trust NASDAQ-100 Technology Sector Index Fund (QTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQG achieves a 28.44% return, which is significantly lower than QTEC's 35.78% return.

QQQG

• 1D: -1.79%
• 1M: -4.99%
• 6M: 26.97%
• YTD: 28.44%
• 1Y: 36.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTEC

• 1D: -1.13%
• 1M: -6.54%
• 6M: 32.27%
• YTD: 35.78%
• 1Y: 45.69%
• 3Y*: 27.28%
• 5Y*: 15.33%
• 10Y*: 21.78%

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

QQQG vs. QTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF	28.44%	14.72%	1.68%
QTEC First Trust NASDAQ-100 Technology Sector Index Fund	35.78%	22.28%	-2.17%

Correlation

The correlation between QQQG and QTEC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Aug 20, 2024	0.92

The correlation between QQQG and QTEC has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

QQQG vs. QTEC - Sectors Allocation Comparison

Sectors	QQQG	QTEC
Technology	77.5%	89.8%
Healthcare	9.7%	-
Consumer Cyclical	3.6%	3.0%
Industrials	3.1%	1.4%
Consumer Defensive	2.1%	-
Energy	2.0%	-
Communication Services	2.0%	5.8%
Basic Materials	-	-
Financial Services	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

QQQG vs. QTEC — 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: 57
QQQG Sortino Ratio Rank: 52
QQQG Omega Ratio Rank: 54
QQQG Calmar Ratio Rank: 66
QQQG Martin Ratio Rank: 63

QTEC

QTEC Risk / Return Rank: 62
QTEC Sharpe Ratio Rank: 63
QTEC Sortino Ratio Rank: 57
QTEC Omega Ratio Rank: 57
QTEC Calmar Ratio Rank: 71
QTEC Martin Ratio Rank: 62

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. QTEC - 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 First Trust NASDAQ-100 Technology Sector Index Fund (QTEC). 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	QTEC	Difference
Sharpe ratio: Return per unit of total volatility	1.56	1.68	-0.12
Sortino ratio: Return per unit of downside risk	2.09	2.20	-0.11
Omega ratio: Gain probability vs. loss probability	1.27	1.28	-0.01
Calmar ratio: Return relative to maximum drawdown	2.67	2.86	-0.20
Martin ratio: Return relative to average drawdown	9.01	8.74	+0.27

QQQG vs. QTEC - Sharpe Ratio Comparison

The current QQQG Sharpe Ratio is 1.56, which is comparable to the QTEC Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of QQQG and QTEC, 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. QTEC - Drawdown Comparison

The maximum QQQG drawdown since its inception was -23.61%, smaller than the maximum QTEC drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for QQQG and QTEC.

Drawdown Indicators

	QQQG	QTEC	Difference
Max Drawdown Largest peak-to-trough decline	-23.61%	-58.86%	+35.25%
Max Drawdown (1Y) Largest decline over 1 year	-13.79%	-16.03%	+2.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.00%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.54%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.54%	—
Current Drawdown Current decline from peak	-6.17%	-6.90%	+0.73%
Average Drawdown Average peak-to-trough decline	-3.60%	-9.86%	+6.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.07%	5.24%	-1.17%

Volatility

QQQG vs. QTEC - Volatility Comparison

Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) and First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) have volatilities of 11.59% and 12.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQG	QTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.59%	12.00%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	20.57%	23.23%	-2.66%
Volatility (1Y) Calculated over the trailing 1-year period	23.56%	27.32%	-3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.84%	29.93%	-5.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.84%	27.81%	-2.97%

QQQG vs. QTEC - Expense Ratio Comparison

QQQG has a 0.49% expense ratio, which is lower than QTEC's 0.57% expense ratio.

Dividends

QQQG vs. QTEC - Dividend Comparison

QQQG's dividend yield for the trailing twelve months is around 0.05%, more than QTEC's 0.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
QTEC First Trust NASDAQ-100 Technology Sector Index Fund	0.01%	0.00%	0.02%	0.14%	0.15%	0.02%	0.44%	0.68%	0.91%	0.80%	1.29%	0.99%

Frequently Asked Questions

Can I hold both QQQG and QTEC in my portfolio?

With a correlation of 0.95, QQQG and QTEC 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 QTEC?

QTEC has higher volatility (12.00%) compared to QQQG (11.59%). In terms of maximum drawdown, QQQG dropped -23.61% vs QTEC's -58.86%.

Which ETF is better, QQQG or QTEC?

On 1-year performance, QTEC leads with 45.69% vs 36.61% for QQQG. On fees, QQQG is cheaper at 0.49% per year. On volatility, QQQG has been the lower-risk option at 11.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQG or QTEC?

Over the 1-year period, QTEC has performed better with a 45.69% return vs 36.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQG or QTEC?

QQQG is cheaper with a 0.49% expense ratio, compared with 0.57% for QTEC.

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

QQQG has the higher dividend yield at 0.05%, compared with 0.01% for QTEC.

What is the main difference between QQQG and QTEC?

They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.49% for QQQG and 0.57% for QTEC.

Which has better risk-adjusted returns?

QTEC currently has the higher Sharpe Ratio (1.68 vs 1.56), 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.