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XEQT + QQQT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XEQT.TO 90.00%QQQT.TO 10.00%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in XEQT + QQQT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-2.64%0.25%7.86%7.47%
Portfolio
XEQT + QQQT
-2.50%0.25%10.87%10.65%
QQQT.TO
Evolve NASDAQ Technology Index Fund CAD Hedged
-1.84%10.40%27.77%27.72%60.15%
XEQT.TO
iShares Core Equity ETF Portfolio
0.00%2.14%11.77%11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 9, 2025, XEQT + QQQT's average daily return is +0.10%, while the average monthly return is +1.98%. At this rate, an investment would double in approximately 2.9 years.

Historically, 85% of months were positive and 15% were negative. The best month was Apr 2026 with a return of +10.0%, while the worst month was Mar 2026 at -6.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.

On a daily basis, XEQT + QQQT closed higher 60% of trading days. The best single day was Mar 31, 2026 with a return of +3.1%, while the worst single day was Jun 5, 2026 at -2.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.65%2.37%-6.34%10.03%4.61%-2.14%10.87%
20253.07%0.75%3.39%3.70%2.06%1.13%0.42%15.39%

Benchmark Metrics

XEQT + QQQT has an annualized alpha of 3.97%, beta of 1.03, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since June 09, 2025.

  • This portfolio captured 105.89% of S&P 500 Index gains but only 70.82% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 3.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.03 and R2 of 0.84, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.97%
Beta
1.03
0.84
Upside Capture
105.89%
Downside Capture
70.82%

Expense Ratio

XEQT + QQQT has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

XEQT + QQQT ranks 52 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XEQT + QQQT Risk / Return Rank: 5252
Overall Rank
XEQT + QQQT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XEQT + QQQT Sortino Ratio Rank: 4848
Sortino Ratio Rank
XEQT + QQQT Omega Ratio Rank: 4545
Omega Ratio Rank
XEQT + QQQT Calmar Ratio Rank: 5454
Calmar Ratio Rank
XEQT + QQQT Martin Ratio Rank: 6363
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.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for XEQT + QQQT and compares them with S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQT.TO
Evolve NASDAQ Technology Index Fund CAD Hedged
722.623.291.423.1312.05
XEQT.TO
iShares Core Equity ETF Portfolio

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for XEQT + QQQT. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

XEQT + QQQT provided a 1.38% dividend yield over the last twelve months.


PositionTTM202520242023
Portfolio1.38%1.52%0.04%0.02%
QQQT.TO
Evolve NASDAQ Technology Index Fund CAD Hedged
0.23%0.30%0.38%0.25%
XEQT.TO
iShares Core Equity ETF Portfolio
1.51%1.66%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the XEQT + QQQT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the XEQT + QQQT was 9.67%, occurring on Mar 30, 2026. Recovery took 10 trading sessions.

The current XEQT + QQQT drawdown is 0.45%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-9.67%Mar 2026
1mo 2d15d
1mo 17dFeb 2026 - Apr 2026
2025 pullback2025
-5.07%Nov 2025
22d8d
1moOct 2025 - Nov 2025
2026 pullback2026
-3.57%Feb 2026
8d4d
12dJan 2026 - Feb 2026
2025 pullback2025
-3.15%Oct 2025
3d14d
17dOct 2025 - Oct 2025
2026 pullback2026
-2.95%Jun 2026
2d
3d 4hJun 2026 - now

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.22, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
All Time
Diversification Ratio

1.03

The portfolio has a diversification ratio of 1.03, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

XEQT + QQQT correlation to the S&P 500 Index

XEQT + QQQT has a 0.90 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.90


Benchmark Correlations

Correlation vs. S&P 500 Index. XEQT.TO has the highest benchmark correlation at 0.88, while QQQT.TO has the lowest at 0.83.

Portfolio Correlations

Correlation vs. XEQT + QQQT. XEQT.TO has the highest portfolio correlation at 0.99, while QQQT.TO has the lowest at 0.85.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

QQQT.TOXEQT.TO
QQQT.TO1.000.78
XEQT.TO0.781.00
The correlation results are calculated based on daily price changes starting from Jun 9, 2025
Diversification Analysis

Find what XEQT + QQQT is missing

See which holdings overlap, where XEQT + QQQT is concentrated, and which low-correlation assets could fill the gaps.

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