SGI Enhanced Nasdaq-100 ETF (QXQ) Performance
QXQ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +14.9% since Dec 31, 2025
- 1 year
- +16.7% total return
- Since first price
- +50.9% since 2024
QXQ trailing returns vs SPY, QQQ, AGG
| Period | QXQ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −4.9% | −5.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.4% | +2.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.5% | +8.0% | +7.8% | +8.4% | −1.5% |
| YTD | +14.9% | +14.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.7% | −0.9% | +14.4% | +15.9% | −1.1% |
| Since inceptionJun 14, 2024 | +50.9% | +24.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: QXQ vs SPY
From Jun 14, 2024: QXQ grew to $15,090, SPY to $14,415.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
QXQ returns by calendar year
1 of 1 full years positive. Best 2025 (+19.8%), worst 2025 (+19.8%). 2026 is year to date.
QXQ annual returns table
| Year | QXQ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +14.9% | −12.2% | +12.3% | +15.1% | −1.0% |
| 2025 | +19.8% | −22.5% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
QXQ largest drawdowns
Now 7.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2025 | −22.5% | Apr 8, 2025 | Jun 30, 2025 | 48 days | 4 months |
| Jan 28, 2026 | −12.2% | Mar 30, 2026 | Apr 15, 2026 | 2 months | 3 months |
| Jul 10, 2024 | −11.5% | Aug 7, 2024 | Oct 14, 2024 | 28 days | 3 months |
| Jun 2, 2026 | −11.5% | Jul 29, 2026 | Sep 22, 2026 | 57 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
QXQ risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +22.6% |
| Volatility (annualized) | 17.8% |
| Sharpe ratio | 1.01 |
| Sortino ratio | 2.13 |
| Best month | +16.1% |
| Worst month | −7.4% |
| Best 12 months | +44.8% |
| Worst 12 months | +15.4% |
| Positive months | 63% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
QXQ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 17 | +13.2% | +21.7% | +44.8% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
QXQ performance overview
SGI Enhanced Nasdaq-100 ETF (QXQ) returned +16.7% over the past year, with distributions reinvested. Since its first recorded price on Jun 14, 2024 it has returned +50.9%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −22.5%, from Feb 19, 2025 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 17.8% a year.
Related: QXQ chart, QXQ dividends. See the QXQ overview for the latest quote and fund facts.
QXQ performance FAQ
What is the QXQ return over the past year?
QXQ returned +16.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 0.9%.
How much would $10,000 invested in QXQ be worth?
$10,000 invested in QXQ at its first recorded close on June 14, 2024 would be worth about $15,090 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of QXQ?
The largest peak-to-trough decline was −22.5% between February 19, 2025 and April 8, 2025. It recovered to the old high on June 30, 2025, 3 months after the bottom.
How volatile is QXQ?
Over the past history QXQ had an annualized volatility of 17.8% and a Sharpe ratio of 1.01 (excess return over 1–3 month T-bills per unit of risk).