PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) Sharpe Ratio: 2.74

ETF · Currency in CAD · Last updated Jun 3, 2026

QQCI.TO's Sharpe Ratio of 2.74 indicates that for each unit of volatility, it generates 2.74 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

QQCI.TO Sharpe Ratio Rank

QQCI.TO Sharpe Ratio Rank: 82.282
Exceptional

QQCI.TO ranks above 82.2% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

QQCI.TO Sharpe Ratio Market Positioning

The chart shows QQCI.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.92 or lower
  • Yellow zone (middle 50%): 0.92 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.91+
  • Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco NASDAQ 100 Income Advantage ETF's Sharpe Ratio with other ETFs in the Nasdaq-100 category across multiple time periods, showing how QQCI.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QQQT.TOEvolve NASDAQ Technology Index Fund CAD Hedged3.21
QQQL.TOGlobal X Enhanced Nasdaq-100 Index ETF2.99
QQC.TOInvesco NASDAQ 100 Index ETF CAD Hedged2.90
QQQY.TOEvolve NASDAQ Technology Enhanced Yield Index Fund2.90
QQCE.TOInvesco ESG NASDAQ 100 Index ETF2.88
HXQ.TOHorizons NASDAQ-100 Index ETF2.86
XQQU.TOiShares NASDAQ 100 Index ETF2.85
ZNQ.TOBMO NASDAQ 100 Equity Index ETF2.81
QQQX.TOGlobal X Nasdaq-100 Index ETF2.79
QQCL.TOGlobal X Enhanced NASDAQ-100 Covered Call ETF2.78
QQCI.TOInvesco NASDAQ 100 Income Advantage ETF2.74

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QQCI.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QQCI.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does QQCI.TO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio