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QXQ vs. IQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QXQ vs. IQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Nasdaq-100 ETF (QXQ) and iShares Nasdaq 100 ETF (IQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QXQ

1D
1.59%
1M
-1.86%
6M
11.58%
YTD
13.63%
1Y
28.05%
3Y*
5Y*
10Y*
ALL TIME*
20.65%

IQQ

1D
1.76%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$29.42M$36.69M$36.69M
$1.32M$762.04K$467.23K

QXQ vs. IQQ - Yearly Performance Comparison


Correlation

The correlation between QXQ and IQQ is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2026

0.99

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Return for Risk

QXQ vs. IQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QXQ
QXQ Risk / Return Rank: 5656
Overall Rank
QXQ Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QXQ Sortino Ratio Rank: 5353
Sortino Ratio Rank
QXQ Omega Ratio Rank: 5151
Omega Ratio Rank
QXQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
QXQ Martin Ratio Rank: 5858
Martin Ratio Rank

IQQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QXQ vs. IQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Nasdaq-100 ETF (QXQ) and iShares Nasdaq 100 ETF (IQQ). 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.


QXQIQQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

7.53

QXQ vs. IQQ - Sharpe Ratio Comparison


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Drawdowns

QXQ vs. IQQ - Drawdown Comparison

The maximum QXQ drawdown since its inception was -22.53%, which is greater than IQQ's maximum drawdown of -8.80%. Use the drawdown chart below to compare losses from any high point for QXQ and IQQ.


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Drawdown Indicators


QXQIQQDifference

Max Drawdown

Largest peak-to-trough decline

-22.53%

-8.80%

-13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

Current Drawdown

Current decline from peak

-6.27%

-3.54%

-2.73%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.69%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

Volatility

QXQ vs. IQQ - Volatility Comparison


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Volatility by Period


QXQIQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.14%

23.60%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

23.60%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

23.60%

-1.36%

QXQ vs. IQQ - Expense Ratio Comparison

QXQ has a 0.98% expense ratio, which is higher than IQQ's 0.10% expense ratio.


Dividends

QXQ vs. IQQ - Dividend Comparison

QXQ's dividend yield for the trailing twelve months is around 15.78%, while IQQ has not paid dividends to shareholders.


PositionTTM20252024
IQQ
iShares Nasdaq 100 ETF
0.00%0.00%0.00%
QXQ
SGI Enhanced Nasdaq-100 ETF
15.78%18.21%1.97%

Frequently Asked Questions


With a correlation of 0.99, QXQ and IQQ 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.

On fees, IQQ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQ is cheaper with a 0.10% expense ratio, compared with 0.98% for QXQ.

QXQ has the higher dividend yield at 15.78%, compared with 0.00% for IQQ.

They also come from different issuers: Summit Global Investments and iShares. Their fees differ too: 0.98% for QXQ and 0.10% for IQQ.

Portfolio Optimizer

Find the right allocation for QXQ and IQQ

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

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