QQQJ vs. SPHD
Compare and contrast key facts about Invesco NASDAQ Next Gen 100 ETF (QQQJ) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
QQQJ and SPHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQJ is a passively managed fund by Invesco that tracks the performance of the NASDAQ Next Generation 100 Index. It was launched on Oct 13, 2020. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012. Both QQQJ and SPHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QQQJ vs. SPHD - Performance Comparison
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QQQJ vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QQQJ Invesco NASDAQ Next Gen 100 ETF | -0.15% | 20.44% | 15.36% | 13.68% | -28.25% | 9.76% | 15.25% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.26% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | 11.08% |
Returns By Period
In the year-to-date period, QQQJ achieves a -0.15% return, which is significantly lower than SPHD's 4.26% return.
QQQJ
- 1D
- 1.46%
- 1M
- -3.62%
- YTD
- -0.15%
- 6M
- 2.36%
- 1Y
- 27.61%
- 3Y*
- 13.86%
- 5Y*
- 3.43%
- 10Y*
- —
SPHD
- 1D
- -0.36%
- 1M
- -5.48%
- YTD
- 4.26%
- 6M
- 1.88%
- 1Y
- 3.30%
- 3Y*
- 9.85%
- 5Y*
- 6.98%
- 10Y*
- 7.20%
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QQQJ vs. SPHD - Expense Ratio Comparison
QQQJ has a 0.15% expense ratio, which is lower than SPHD's 0.30% expense ratio.
Return for Risk
QQQJ vs. SPHD — Risk / Return Rank
QQQJ
SPHD
QQQJ vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Next Gen 100 ETF (QQQJ) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
| QQQJ | SPHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.23 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.80 | 0.42 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.05 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 0.25 | +1.81 |
Martin ratioReturn relative to average drawdown | 8.43 | 0.80 | +7.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQQJ | SPHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.23 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.49 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.58 | -0.28 |
Correlation
The correlation between QQQJ and SPHD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QQQJ vs. SPHD - Dividend Comparison
QQQJ's dividend yield for the trailing twelve months is around 0.88%, less than SPHD's 4.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQJ Invesco NASDAQ Next Gen 100 ETF | 0.88% | 0.85% | 0.77% | 0.67% | 0.76% | 0.91% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.32% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Drawdowns
QQQJ vs. SPHD - Drawdown Comparison
The maximum QQQJ drawdown since its inception was -39.57%, roughly equal to the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for QQQJ and SPHD.
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Drawdown Indicators
| QQQJ | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -41.39% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -11.33% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -39.57% | -19.50% | -20.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.39% | — |
Current DrawdownCurrent decline from peak | -6.66% | -5.48% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -4.70% | -11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.53% | -0.23% |
Volatility
QQQJ vs. SPHD - Volatility Comparison
Invesco NASDAQ Next Gen 100 ETF (QQQJ) has a higher volatility of 8.53% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.15%. This indicates that QQQJ's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQJ | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 3.15% | +5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 7.86% | +6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 14.46% | +7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.98% | 14.20% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 17.65% | +4.46% |