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QXQ vs. QNXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QXQ vs. QNXT - 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 ex Top 30 ETF (QNXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with QXQ having a 11.85% return and QNXT slightly lower at 11.66%.


QXQ

1D
0.86%
1M
-3.40%
6M
10.78%
YTD
11.85%
1Y
26.05%
3Y*
5Y*
10Y*
ALL TIME*
19.84%

QNXT

1D
0.31%
1M
-1.59%
6M
10.52%
YTD
11.66%
1Y
19.18%
3Y*
5Y*
10Y*
ALL TIME*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$144.28K$565.98K$233.71K
$1.32M$772.53K$468.55K

QXQ vs. QNXT - Yearly Performance Comparison


2026 (YTD)20252024
QXQ
SGI Enhanced Nasdaq-100 ETF
11.85%19.78%5.26%
QNXT
iShares Nasdaq-100 ex Top 30 ETF
11.66%14.97%-2.58%

Correlation

The correlation between QXQ and QNXT is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2024

0.82

The correlation between QXQ and QNXT has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

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Return for Risk

QXQ vs. QNXT — Risk / Return Rank

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

QXQ
QXQ Risk / Return Rank: 5050
Overall Rank
QXQ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QXQ Sortino Ratio Rank: 4848
Sortino Ratio Rank
QXQ Omega Ratio Rank: 4646
Omega Ratio Rank
QXQ Calmar Ratio Rank: 5454
Calmar Ratio Rank
QXQ Martin Ratio Rank: 5353
Martin Ratio Rank

QNXT
QNXT Risk / Return Rank: 4444
Overall Rank
QNXT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
QNXT Sortino Ratio Rank: 4343
Sortino Ratio Rank
QNXT Omega Ratio Rank: 4040
Omega Ratio Rank
QNXT Calmar Ratio Rank: 4848
Calmar Ratio Rank
QNXT Martin Ratio Rank: 4646
Martin Ratio Rank
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. QNXT - 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 ex Top 30 ETF (QNXT). 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.


QXQQNXTDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

1.95

1.72

+0.23

Martin ratioReturn relative to average drawdown

6.38

5.22

+1.16

QXQ vs. QNXT - Sharpe Ratio Comparison

The current QXQ Sharpe Ratio is 1.24, which is comparable to the QNXT Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of QXQ and QNXT, 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

QXQ vs. QNXT - Drawdown Comparison

The maximum QXQ drawdown since its inception was -22.53%, roughly equal to the maximum QNXT drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for QXQ and QNXT.


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Drawdown Indicators


QXQQNXTDifference

Max Drawdown

Largest peak-to-trough decline

-22.53%

-22.25%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-10.16%

-2.04%

Current Drawdown

Current decline from peak

-7.73%

-4.06%

-3.67%

Average Drawdown

Average peak-to-trough decline

-3.70%

-3.75%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.35%

+0.37%

Volatility

QXQ vs. QNXT - Volatility Comparison

SGI Enhanced Nasdaq-100 ETF (QXQ) has a higher volatility of 7.02% compared to iShares Nasdaq-100 ex Top 30 ETF (QNXT) at 3.59%. This indicates that QXQ's price experiences larger fluctuations and is considered to be riskier than QNXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QXQQNXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

3.59%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.79%

12.02%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

16.12%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

19.55%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

19.55%

+2.69%

QXQ vs. QNXT - Expense Ratio Comparison

QXQ has a 0.98% expense ratio, which is higher than QNXT's 0.20% expense ratio.


Dividends

QXQ vs. QNXT - Dividend Comparison

QXQ's dividend yield for the trailing twelve months is around 16.03%, more than QNXT's 0.68% yield.


PositionTTM20252024
QNXT
iShares Nasdaq-100 ex Top 30 ETF
0.68%0.64%0.22%
QXQ
SGI Enhanced Nasdaq-100 ETF
16.03%18.21%1.97%

Frequently Asked Questions


QXQ and QNXT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QXQ has higher volatility (7.02%) compared to QNXT (3.59%). In terms of maximum drawdown, QXQ dropped -22.53% vs QNXT's -22.25%.

On 1-year performance, QXQ leads with 26.05% vs 19.18% for QNXT. On fees, QNXT is cheaper at 0.20% per year. On volatility, QNXT has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QXQ has performed better with a 26.05% return vs 19.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QNXT is cheaper with a 0.20% expense ratio, compared with 0.98% for QXQ.

QXQ has the higher dividend yield at 16.03%, compared with 0.68% for QNXT.

They also come from different issuers: Summit Global Investments and iShares. Their fees differ too: 0.98% for QXQ and 0.20% for QNXT.

QXQ currently has the higher Sharpe Ratio (1.24 vs 1.09), 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 QXQ and QNXT

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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