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QQXT vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQXT vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq-100 Ex-Technology Sector Index Fund (QQXT) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQXT achieves a -2.69% return, which is significantly lower than FAAR's 20.23% return. Over the past 10 years, QQXT has outperformed FAAR with an annualized return of 10.56%, while FAAR has yielded a comparatively lower 4.79% annualized return.


QQXT

1D
-0.33%
1M
-2.21%
YTD
-2.69%
6M
-3.44%
1Y
1.11%
3Y*
6.53%
5Y*
3.50%
10Y*
10.56%

FAAR

1D
-0.05%
1M
-4.34%
YTD
20.23%
6M
19.92%
1Y
26.86%
3Y*
10.91%
5Y*
7.89%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQXT vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQXT
First Trust Nasdaq-100 Ex-Technology Sector Index Fund
-2.69%8.02%6.71%16.81%-13.09%12.02%36.85%28.02%-5.74%20.69%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.23%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between QQXT and FAAR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.03

The correlation between QQXT and FAAR shifts across timeframes, from -0.09 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QQXT vs. FAAR — Risk / Return Rank

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

QQXT
QQXT Risk / Return Rank: 99
Overall Rank
QQXT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
QQXT Sortino Ratio Rank: 99
Sortino Ratio Rank
QQXT Omega Ratio Rank: 99
Omega Ratio Rank
QQXT Calmar Ratio Rank: 1010
Calmar Ratio Rank
QQXT Martin Ratio Rank: 1010
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7070
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6565
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
Martin Ratio Rank
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.

QQXT vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq-100 Ex-Technology Sector Index Fund (QQXT) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


QQXTFAARDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.03

1.35

-0.32

Calmar ratioReturn relative to maximum drawdown

0.15

4.75

-4.60

Martin ratioReturn relative to average drawdown

0.33

14.70

-14.37

QQXT vs. FAAR - Sharpe Ratio Comparison

The current QQXT Sharpe Ratio is 0.10, which is lower than the FAAR Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of QQXT and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QQXT vs. FAAR - Drawdown Comparison

The maximum QQXT drawdown since its inception was -57.45%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for QQXT and FAAR.


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Drawdown Indicators


QQXTFAARDifference

Max Drawdown

Largest peak-to-trough decline

-57.45%

-18.03%

-39.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-5.68%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.92%

-11.54%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-18.03%

-6.71%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

-18.03%

-12.37%

Current Drawdown

Current decline from peak

-7.05%

-5.43%

-1.62%

Average Drawdown

Average peak-to-trough decline

-8.10%

-7.82%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.89%

+1.52%

Volatility

QQXT vs. FAAR - Volatility Comparison

First Trust Nasdaq-100 Ex-Technology Sector Index Fund (QQXT) has a higher volatility of 3.00% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that QQXT's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQXTFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

2.47%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

9.68%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

13.37%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

12.95%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

11.53%

+6.02%

QQXT vs. FAAR - Expense Ratio Comparison

QQXT has a 0.60% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

QQXT vs. FAAR - Dividend Comparison

QQXT's dividend yield for the trailing twelve months is around 1.25%, less than FAAR's 9.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
QQXT
First Trust Nasdaq-100 Ex-Technology Sector Index Fund
1.25%1.20%0.98%1.10%0.92%0.35%0.28%0.35%0.38%0.32%0.31%0.40%

Frequently Asked Questions


QQXT and FAAR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQXT has higher volatility (3.00%) compared to FAAR (2.47%). In terms of maximum drawdown, QQXT dropped -57.45% vs FAAR's -18.03%.

On 10-year performance, QQXT leads with 10.56% vs 4.79% for FAAR. On fees, QQXT is cheaper at 0.60% per year. On volatility, FAAR has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QQXT has performed better with a 10.56% return vs 4.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQXT is cheaper with a 0.60% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.57%, compared with 1.25% for QQXT.

QQXT is categorized as Nasdaq-100, while FAAR is Commodities. Their fees differ too: 0.60% for QQXT and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.02 vs 0.10), 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.

Portfolio Optimizer

Find the right allocation for QQXT and FAAR

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