AGCC.TO vs. QQCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Silver Covered Call ETF (AGCC.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO).

AGCC.TO and QQCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGCC.TO is an actively managed fund by Global X. It was launched on Oct 7, 2025. QQCC.TO is managed by Global X. It was launched on Sep 13, 2011.

Performance

AGCC.TO vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Silver Covered Call ETF (AGCC.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

AGCC.TO vs. QQCC.TO - Yearly Performance Comparison

	2026 (YTD)	2025
AGCC.TO Global X Silver Covered Call ETF	1.84%	37.24%
QQCC.TO Global X NASDAQ-100 Covered Call ETF	-3.61%	0.32%

Returns By Period

In the year-to-date period, AGCC.TO achieves a 1.84% return, which is significantly higher than QQCC.TO's -3.61% return.

AGCC.TO

• 1D: 6.26%
• 1M: -18.74%
• YTD: 1.84%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQCC.TO

• 1D: 1.82%
• 1M: -3.14%
• YTD: -3.61%
• 6M: -1.75%
• 1Y: 15.14%
• 3Y*: 18.64%
• 5Y*: 12.76%
• 10Y*: 9.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGCC.TO vs. QQCC.TO - Expense Ratio Comparison

AGCC.TO has a 0.60% expense ratio, which is lower than QQCC.TO's 0.65% expense ratio.

QQCC.TO

Global X NASDAQ-100 Covered Call ETF

AGCC.TO

Global X Silver Covered Call ETF

Return for Risk

AGCC.TO vs. QQCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQCC.TO

QQCC.TO Risk / Return Rank: 48
QQCC.TO Sharpe Ratio Rank: 43
QQCC.TO Sortino Ratio Rank: 42
QQCC.TO Omega Ratio Rank: 51
QQCC.TO Calmar Ratio Rank: 48
QQCC.TO Martin Ratio Rank: 54

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.

AGCC.TO vs. QQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver Covered Call ETF (AGCC.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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

Sharpe Ratios by Period

	AGCC.TO	QQCC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.75	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.47	-0.00	+1.47

Correlation

The correlation between AGCC.TO and QQCC.TO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AGCC.TO vs. QQCC.TO - Dividend Comparison

AGCC.TO's dividend yield for the trailing twelve months is around 3.06%, less than QQCC.TO's 11.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGCC.TO Global X Silver Covered Call ETF	3.06%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQCC.TO Global X NASDAQ-100 Covered Call ETF	11.12%	11.27%	9.89%	11.85%	11.04%	5.15%	5.84%	6.31%	7.90%	6.01%	6.73%	8.89%

Drawdowns

AGCC.TO vs. QQCC.TO - Drawdown Comparison

The maximum AGCC.TO drawdown since its inception was -39.17%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for AGCC.TO and QQCC.TO.

Drawdown Indicators

	AGCC.TO	QQCC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-39.17%	-100.13%	+60.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.70%	—
Current Drawdown Current decline from peak	-32.50%	-100.00%	+67.50%
Average Drawdown Average peak-to-trough decline	-11.78%	-99.78%	+88.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.15%	—

Volatility

Volatility by Period

	AGCC.TO	QQCC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	70.54%	20.26%	+50.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.54%	17.51%	+53.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.54%	17.30%	+53.24%