PortfoliosLab logoPortfoliosLab logo
QTEC vs. PBQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTEC vs. PBQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) and PGIM Laddered Nasdaq-100 Buffer 12 ETF (PBQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QTEC achieves a 38.99% return, which is significantly higher than PBQQ's 8.21% return.


QTEC

1D
-4.69%
1M
5.04%
YTD
38.99%
6M
36.41%
1Y
56.32%
3Y*
31.13%
5Y*
15.56%
10Y*
22.91%

PBQQ

1D
-0.75%
1M
-0.22%
YTD
8.21%
6M
8.11%
1Y
19.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTEC vs. PBQQ - Yearly Performance Comparison


Correlation

The correlation between QTEC and PBQQ is 0.86, 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

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.88

The correlation between QTEC and PBQQ has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QTEC vs. PBQQ — Risk / Return Rank

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

QTEC
QTEC Risk / Return Rank: 6666
Overall Rank
QTEC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QTEC Sortino Ratio Rank: 6060
Sortino Ratio Rank
QTEC Omega Ratio Rank: 6363
Omega Ratio Rank
QTEC Calmar Ratio Rank: 7373
Calmar Ratio Rank
QTEC Martin Ratio Rank: 6464
Martin Ratio Rank

PBQQ
PBQQ Risk / Return Rank: 8888
Overall Rank
PBQQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PBQQ Sortino Ratio Rank: 9191
Sortino Ratio Rank
PBQQ Omega Ratio Rank: 9090
Omega Ratio Rank
PBQQ Calmar Ratio Rank: 8383
Calmar Ratio Rank
PBQQ Martin Ratio Rank: 9090
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.

QTEC vs. PBQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) and PGIM Laddered Nasdaq-100 Buffer 12 ETF (PBQQ). 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.


QTECPBQQDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.36

1.52

-0.16

Calmar ratioReturn relative to maximum drawdown

3.53

4.08

-0.55

Martin ratioReturn relative to average drawdown

11.11

19.12

-8.01

QTEC vs. PBQQ - Sharpe Ratio Comparison

The current QTEC Sharpe Ratio is 2.17, which is comparable to the PBQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of QTEC and PBQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QTEC vs. PBQQ - Drawdown Comparison

The maximum QTEC drawdown since its inception was -58.86%, which is greater than PBQQ's maximum drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for QTEC and PBQQ.


Loading charts...

Drawdown Indicators


QTECPBQQDifference

Max Drawdown

Largest peak-to-trough decline

-58.86%

-12.92%

-45.94%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-4.71%

-11.32%

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

-4.69%

-1.02%

-3.67%

Average Drawdown

Average peak-to-trough decline

-9.87%

-1.24%

-8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

1.00%

+4.08%

Volatility

QTEC vs. PBQQ - Volatility Comparison

First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) has a higher volatility of 14.47% compared to PGIM Laddered Nasdaq-100 Buffer 12 ETF (PBQQ) at 2.24%. This indicates that QTEC's price experiences larger fluctuations and is considered to be riskier than PBQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QTECPBQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.47%

2.24%

+12.23%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

5.77%

+16.18%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

7.32%

+18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.72%

11.79%

+17.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.75%

11.79%

+15.96%

QTEC vs. PBQQ - Expense Ratio Comparison

QTEC has a 0.57% expense ratio, which is higher than PBQQ's 0.50% expense ratio.


Dividends

QTEC vs. PBQQ - Dividend Comparison

QTEC has not paid dividends to shareholders, while PBQQ's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024202320222021202020192018201720162015
PBQQ
PGIM Laddered Nasdaq-100 Buffer 12 ETF
0.01%0.01%0.00%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
0.00%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


QTEC and PBQQ have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTEC has higher volatility (14.47%) compared to PBQQ (2.24%). In terms of maximum drawdown, QTEC dropped -58.86% vs PBQQ's -12.92%.

On 1-year performance, QTEC leads with 56.32% vs 19.15% for PBQQ. On fees, PBQQ is cheaper at 0.50% per year. On volatility, PBQQ has been the lower-risk option at 2.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QTEC has performed better with a 56.32% return vs 19.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBQQ is cheaper with a 0.50% expense ratio, compared with 0.57% for QTEC.

PBQQ has the higher dividend yield at 0.01%, compared with 0.00% for QTEC.

QTEC is categorized as Nasdaq-100, while PBQQ is Defined Outcome. They also come from different issuers: First Trust and PGIM. Their fees differ too: 0.57% for QTEC and 0.50% for PBQQ.

PBQQ currently has the higher Sharpe Ratio (2.64 vs 2.17), 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 QTEC and PBQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer