AIGO.TO vs. QQC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO).

AIGO.TO and QQC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIGO.TO is a passively managed fund by Global X that tracks the performance of the Indxx Artificial Intelligence & Big Data Index. It was launched on May 14, 2024. QQC.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. Both AIGO.TO and QQC.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AIGO.TO vs. QQC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). The values are adjusted to include any dividend payments, if applicable.

AIGO.TO vs. QQC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIGO.TO Global X Artificial Intelligence & Technology Index ETF	-6.80%	24.69%	19.81%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	-4.69%	15.38%	19.61%

Returns By Period

In the year-to-date period, AIGO.TO achieves a -6.80% return, which is significantly lower than QQC.TO's -4.69% return.

AIGO.TO

• 1D: 4.48%
• 1M: -5.20%
• YTD: -6.80%
• 6M: -5.06%
• 1Y: 24.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQC.TO

• 1D: 3.16%
• 1M: -2.97%
• YTD: -4.69%
• 6M: -3.66%
• 1Y: 19.58%
• 3Y*: 23.41%
• 5Y*: —
• 10Y*: —

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

AIGO.TO vs. QQC.TO - Expense Ratio Comparison

AIGO.TO has a 0.60% expense ratio, which is higher than QQC.TO's 0.20% expense ratio.

AIGO.TO

Global X Artificial Intelligence & Technology Index ETF

QQC.TO

Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

AIGO.TO vs. QQC.TO — Risk / Return Rank

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

AIGO.TO

AIGO.TO Risk / Return Rank: 51
AIGO.TO Sharpe Ratio Rank: 51
AIGO.TO Sortino Ratio Rank: 57
AIGO.TO Omega Ratio Rank: 54
AIGO.TO Calmar Ratio Rank: 54
AIGO.TO Martin Ratio Rank: 42

QQC.TO

QQC.TO Risk / Return Rank: 57
QQC.TO Sharpe Ratio Rank: 53
QQC.TO Sortino Ratio Rank: 55
QQC.TO Omega Ratio Rank: 58
QQC.TO Calmar Ratio Rank: 66
QQC.TO Martin Ratio Rank: 53

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.

AIGO.TO vs. QQC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.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.

	AIGO.TO	QQC.TO	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.88	+0.02
Sortino ratio Return per unit of downside risk	1.46	1.35	+0.11
Omega ratio Gain probability vs. loss probability	1.20	1.20	0.00
Calmar ratio Return relative to maximum drawdown	1.34	1.55	-0.21
Martin ratio Return relative to average drawdown	3.88	4.67	-0.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIGO.TO vs. QQC.TO - Sharpe Ratio Comparison

The current AIGO.TO Sharpe Ratio is 0.90, which is comparable to the QQC.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of AIGO.TO and QQC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AIGO.TO	QQC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.88	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.76	+0.06

Correlation

The correlation between AIGO.TO and QQC.TO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AIGO.TO vs. QQC.TO - Dividend Comparison

AIGO.TO's dividend yield for the trailing twelve months is around 0.09%, less than QQC.TO's 0.41% yield.

	TTM	2025	2024	2023	2022	2021
AIGO.TO Global X Artificial Intelligence & Technology Index ETF	0.09%	0.09%	0.49%	0.00%	0.00%	0.00%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.41%	0.39%	0.45%	0.54%	0.91%	0.56%

Drawdowns

AIGO.TO vs. QQC.TO - Drawdown Comparison

The maximum AIGO.TO drawdown since its inception was -26.71%, smaller than the maximum QQC.TO drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for AIGO.TO and QQC.TO.

Drawdown Indicators

	AIGO.TO	QQC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-26.71%	-31.81%	+5.10%
Max Drawdown (1Y) Largest decline over 1 year	-17.14%	-13.02%	-4.12%
Current Drawdown Current decline from peak	-13.43%	-9.37%	-4.06%
Average Drawdown Average peak-to-trough decline	-4.77%	-8.30%	+3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	4.31%	+1.59%

Volatility

AIGO.TO vs. QQC.TO - Volatility Comparison

Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) has a higher volatility of 9.01% compared to Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) at 6.26%. This indicates that AIGO.TO's price experiences larger fluctuations and is considered to be riskier than QQC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGO.TO	QQC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.01%	6.26%	+2.75%
Volatility (6M) Calculated over the trailing 6-month period	17.68%	12.44%	+5.24%
Volatility (1Y) Calculated over the trailing 1-year period	27.62%	22.28%	+5.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.91%	20.98%	+2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.91%	20.98%	+2.93%