QQQM
Invesco NASDAQ 100 ETF
HML
Adj. R2
0.939
Rel. Sharpe
1.126
Mkt beta
1.10
AUM
US$74.7B
MER
0.15%
Valuation
143
ETF comparison
Verified factor-similar pair
QQQM vs QYLG
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
HML
Similarity score
83
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
HML
Adj. R2
0.925
Rel. Sharpe
1.103
Mkt beta
0.83
AUM
US$135M
MER
0.35%
Valuation
92
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.07
HML
diff -0.01
RMW
diff -0.00
CMA
diff -0.14
UMD
diff +0.04
Why This Pair Matches
Exposure level
83
Exposure shape
95
Mkt beta diff
0.27
Rel. Sharpe diff
0.022
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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