Summary
QQLV
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 4.45% Volatility 13.27% Sharpe -0.39
Official loaded data — not a live quote.

Invesco QQQ Low Volatility ETF

Symbol: QQLV

Exchange: NASDAQ

Sector: Industrials

Category: Large Blend

Inception date: 04/12/2024

Latest date: 31/08/2026

Current price: $25.43

Expense ratio: 0.25%

Assets under management
$2.3M
-0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-0.48%

Ann. -38.75% (Sharpe / Sortino numerator)

Volatility

11.84%

Sharpe ratio

-3.581

VaR 95%

-1.23%

CVaR 95%: -1.61%
Max drawdown: -6.50%
Sortino ratio: -4.851
Calmar ratio: -5.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.61%

Ann. 7.38% (Sharpe / Sortino numerator)

Volatility

10.54%

Sharpe ratio

0.356

VaR 95%

-1.11%

CVaR 95%: -1.38%
Max drawdown: -6.84%
Sortino ratio: 0.530
Calmar ratio: 1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.41%

Ann. -2.06% (Sharpe / Sortino numerator)

Volatility

10.02%

Sharpe ratio

-0.568

VaR 95%

-0.94%

CVaR 95%: -1.41%
Max drawdown: -6.84%
Sortino ratio: -0.822
Calmar ratio: -0.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.45%

Ann. -1.50% (Sharpe / Sortino numerator)

Volatility

13.27%

Sharpe ratio

-0.387

VaR 95%

-1.11%

CVaR 95%: -1.87%
Max drawdown: -8.18%
Sortino ratio: -0.533
Calmar ratio: -0.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.21%

Ann. 1.86% (Sharpe / Sortino numerator)

Volatility

13.00%

Sharpe ratio

-0.137

VaR 95%

-1.11%

CVaR 95%: -1.78%
Max drawdown: -9.54%
Sortino ratio: -0.199
Calmar ratio: 0.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

2.683%

16/07/2026
Worst day

-2.307%

29/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $25.45 $25.45 $25.41 $25.43 3,300
28/08/2026 $25.54 $25.54 $25.54 $25.54 100
27/08/2026 $25.43 $25.43 $25.43 $25.43 200
26/08/2026 $25.60 $25.64 $25.59 $25.59 300
25/08/2026 $25.65 $25.65 $25.64 $25.64 200
24/08/2026 $25.78 $25.78 $25.78 $25.78 100
21/08/2026 $25.67 $25.67 $25.64 $25.64 500
20/08/2026 $25.68 $25.68 $25.59 $25.59 200
19/08/2026 $25.84 $25.84 $25.80 $25.80 600
18/08/2026 $25.51 $25.51 $25.51 $25.51 100