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TEKX vs. QQJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEKX vs. QQJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) and Invesco ESG NASDAQ Next Gen 100 ETF (QQJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEKX achieves a 78.46% return, which is significantly higher than QQJG's 1.44% return.


TEKX

1D
-0.91%
1M
27.16%
YTD
78.46%
6M
62.40%
1Y
153.57%
3Y*
5Y*
10Y*

QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
1.43%
1Y
18.67%
3Y*
14.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEKX vs. QQJG - Yearly Performance Comparison


2026 (YTD)20252024
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
78.46%40.92%14.80%
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
1.44%18.05%8.18%

Correlation

The correlation between TEKX and QQJG is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2024

0.56

The correlation between TEKX and QQJG has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

TEKX vs. QQJG - Sectors Allocation Comparison


Sectors
TEKX
QQJG

Technology

46.4%
44.5%

Financial Services

26.9%
0.1%

Industrials

17.2%
6.4%

Basic Materials

3.3%
2.5%

Utilities

3.1%

-

Energy

1.8%
1.6%

Communication Services

1.7%
6.2%

Consumer Cyclical

1.5%
14.3%

Consumer Defensive

1.3%
3.4%

Healthcare

-

18.2%

Real Estate

-

-

Technology

TEKX
46.4%
QQJG
44.5%

Financial Services

TEKX
26.9%
QQJG
0.1%

Industrials

TEKX
17.2%
QQJG
6.4%

Basic Materials

TEKX
3.3%
QQJG
2.5%

Utilities

TEKX
3.1%
QQJG

-

Energy

TEKX
1.8%
QQJG
1.6%

Communication Services

TEKX
1.7%
QQJG
6.2%

Consumer Cyclical

TEKX
1.5%
QQJG
14.3%

Consumer Defensive

TEKX
1.3%
QQJG
3.4%

Healthcare

TEKX

-

QQJG
18.2%

Real Estate

TEKX

-

QQJG

-

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Return for Risk

TEKX vs. QQJG — Risk / Return Rank

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

TEKX
TEKX Risk / Return Rank: 9494
Overall Rank
TEKX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TEKX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TEKX Omega Ratio Rank: 8989
Omega Ratio Rank
TEKX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TEKX Martin Ratio Rank: 9595
Martin Ratio Rank

QQJG
QQJG Risk / Return Rank: 4444
Overall Rank
QQJG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 3838
Sortino Ratio Rank
QQJG Omega Ratio Rank: 4545
Omega Ratio Rank
QQJG Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQJG Martin Ratio Rank: 5252
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.

TEKX vs. QQJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) and Invesco ESG NASDAQ Next Gen 100 ETF (QQJG). 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.


TEKXQQJGDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.55

1.29

+0.27

Calmar ratioReturn relative to maximum drawdown

8.62

2.38

+6.24

Martin ratioReturn relative to average drawdown

28.47

8.74

+19.74

TEKX vs. QQJG - Sharpe Ratio Comparison

The current TEKX Sharpe Ratio is 4.13, which is higher than the QQJG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of TEKX and QQJG, 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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Sharpe Ratios by Period


TEKXQQJGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.13

1.35

+2.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

0.16

+1.75

Drawdowns

TEKX vs. QQJG - Drawdown Comparison

The maximum TEKX drawdown since its inception was -45.57%, which is greater than QQJG's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for TEKX and QQJG.


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Drawdown Indicators


TEKXQQJGDifference

Max Drawdown

Largest peak-to-trough decline

-45.57%

-36.76%

-8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-7.93%

-9.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.48%

Current Drawdown

Current decline from peak

-1.49%

-2.09%

+0.60%

Average Drawdown

Average peak-to-trough decline

-10.28%

-15.31%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

2.15%

+3.27%

Volatility

TEKX vs. QQJG - Volatility Comparison

SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) has a higher volatility of 10.10% compared to Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) at 0.00%. This indicates that TEKX's price experiences larger fluctuations and is considered to be riskier than QQJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEKXQQJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

0.00%

+10.10%

Volatility (6M)

Calculated over the trailing 6-month period

29.57%

8.27%

+21.30%

Volatility (1Y)

Calculated over the trailing 1-year period

37.44%

14.00%

+23.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.46%

21.70%

+22.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.46%

21.70%

+22.76%

TEKX vs. QQJG - Expense Ratio Comparison

TEKX has a 0.65% expense ratio, which is higher than QQJG's 0.20% expense ratio.


Dividends

TEKX vs. QQJG - Dividend Comparison

TEKX's dividend yield for the trailing twelve months is around 0.20%, less than QQJG's 13.86% yield.


PositionTTM20252024202320222021
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
13.86%0.68%0.65%0.54%0.70%0.08%
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
0.20%0.36%3.47%0.00%0.00%0.00%

Frequently Asked Questions


TEKX and QQJG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEKX has higher volatility (10.10%) compared to QQJG (0.00%). In terms of maximum drawdown, TEKX dropped -45.57% vs QQJG's -36.76%.

On 1-year performance, TEKX leads with 153.57% vs 18.67% for QQJG. On fees, QQJG is cheaper at 0.20% per year. On volatility, QQJG has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEKX has performed better with a 153.57% return vs 18.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQJG is cheaper with a 0.20% expense ratio, compared with 0.65% for TEKX.

QQJG has the higher dividend yield at 13.86%, compared with 0.20% for TEKX.

They also come from different issuers: State Street Global Advisors and Invesco. Their fees differ too: 0.65% for TEKX and 0.20% for QQJG.

TEKX currently has the higher Sharpe Ratio (4.13 vs 1.35), 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 TEKX and QQJG

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