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Mackenzie US Large Cap Equity Index ETF (QUU.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

55454T101

Issuer

Mackenzie

Inception Date

Jan 24, 2018

Leveraged

1x

Index Tracked

Solactive US Large Cap CAD Index

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

QUU.TO has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for QUU.TO: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
QUU.TO vs. VOO QUU.TO vs. XEQT.TO QUU.TO vs. ZNQ.TO QUU.TO vs. XUS.TO QUU.TO vs. VTI QUU.TO vs. VUG QUU.TO vs. XDIV.TO QUU.TO vs. MSTR QUU.TO vs. ZEA.TO QUU.TO vs. VUN.TO
Popular comparisons:
QUU.TO vs. VOO QUU.TO vs. XEQT.TO QUU.TO vs. ZNQ.TO QUU.TO vs. XUS.TO QUU.TO vs. VTI QUU.TO vs. VUG QUU.TO vs. XDIV.TO QUU.TO vs. MSTR QUU.TO vs. ZEA.TO QUU.TO vs. VUN.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Mackenzie US Large Cap Equity Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.68%
14.45%
QUU.TO (Mackenzie US Large Cap Equity Index ETF)
Benchmark (^GSPC)

Returns By Period

Mackenzie US Large Cap Equity Index ETF had a return of 3.92% year-to-date (YTD) and 32.05% in the last 12 months.


QUU.TO

YTD

3.92%

1M

0.69%

6M

15.68%

1Y

32.05%

5Y*

16.31%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of QUU.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.29%3.92%
20243.41%6.42%2.71%-2.31%2.55%5.24%2.12%-0.11%2.44%2.29%7.10%-0.47%35.77%
20235.10%0.56%2.29%1.60%1.16%3.64%3.17%1.04%-4.44%-0.14%6.81%2.17%25.01%
2022-5.42%-4.05%3.24%-7.07%-1.96%-6.58%8.87%-1.38%-4.72%6.74%3.23%-5.56%-15.10%
2021-0.32%2.22%2.56%3.03%-2.03%5.89%3.62%3.73%-3.20%3.28%2.52%2.76%26.45%
20202.68%-7.26%-7.74%11.63%3.01%1.81%4.32%4.75%-1.05%-3.37%8.32%2.09%18.85%
20193.15%4.99%2.97%4.26%-2.43%0.25%3.10%-1.40%1.27%1.19%5.54%-0.17%24.81%
2018-0.60%0.87%-2.26%0.02%3.12%4.54%-0.11%3.55%-0.24%-4.68%0.93%-5.69%-1.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, QUU.TO is among the top 9% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QUU.TO is 9191
Overall Rank
The Sharpe Ratio Rank of QUU.TO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of QUU.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of QUU.TO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of QUU.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of QUU.TO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Mackenzie US Large Cap Equity Index ETF (QUU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for QUU.TO, currently valued at 2.47, compared to the broader market0.002.004.002.471.74
The chart of Sortino ratio for QUU.TO, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.0012.003.452.35
The chart of Omega ratio for QUU.TO, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.32
The chart of Calmar ratio for QUU.TO, currently valued at 3.99, compared to the broader market0.005.0010.0015.003.992.61
The chart of Martin ratio for QUU.TO, currently valued at 17.80, compared to the broader market0.0020.0040.0060.0080.00100.0017.8010.66
QUU.TO
^GSPC

The current Mackenzie US Large Cap Equity Index ETF Sharpe ratio is 2.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Mackenzie US Large Cap Equity Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.47
2.38
QUU.TO (Mackenzie US Large Cap Equity Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Mackenzie US Large Cap Equity Index ETF provided a 0.96% dividend yield over the last twelve months, with an annual payout of CA$2.41 per share.


1.00%1.10%1.20%1.30%1.40%1.50%1.60%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.00CA$2.502018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
DividendCA$2.41CA$2.41CA$2.18CA$2.33CA$1.71CA$1.88CA$1.91CA$1.51

Dividend yield

0.96%1.00%1.21%1.59%0.98%1.34%1.59%1.55%

Monthly Dividends

The table displays the monthly dividend distributions for Mackenzie US Large Cap Equity Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.43CA$0.00CA$0.00CA$0.60CA$0.00CA$0.00CA$0.61CA$0.00CA$0.00CA$0.77CA$2.41
2023CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.56CA$0.00CA$0.00CA$0.52CA$0.00CA$0.00CA$0.72CA$2.18
2022CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.47CA$0.00CA$0.00CA$0.49CA$0.00CA$0.00CA$0.78CA$2.33
2021CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.56CA$1.71
2020CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.43CA$0.00CA$0.00CA$0.55CA$1.88
2019CA$0.00CA$0.00CA$0.32CA$0.00CA$0.00CA$0.47CA$0.00CA$0.00CA$0.57CA$0.00CA$0.00CA$0.54CA$1.91
2018CA$0.07CA$0.00CA$0.00CA$0.39CA$0.00CA$0.00CA$0.53CA$0.00CA$0.00CA$0.51CA$1.51

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.40%
-0.62%
QUU.TO (Mackenzie US Large Cap Equity Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Mackenzie US Large Cap Equity Index ETF. 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 Mackenzie US Large Cap Equity Index ETF was 26.86%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current Mackenzie US Large Cap Equity Index ETF drawdown is 0.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.86%Feb 20, 202023Mar 23, 202093Aug 5, 2020116
-24%Dec 30, 2021117Jun 16, 2022301Aug 29, 2023418
-15.15%Sep 5, 201878Dec 24, 201856Mar 18, 2019134
-7.75%Mar 19, 201814Apr 6, 201843Jun 7, 201857
-7.7%Jul 17, 202415Aug 7, 202430Sep 19, 202445

Volatility

Volatility Chart

The current Mackenzie US Large Cap Equity Index ETF volatility is 3.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.27%
3.28%
QUU.TO (Mackenzie US Large Cap Equity Index ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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