BIGY.TO vs. QQC-F.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Evolve US Equity UltraYield ETF (BIGY.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).

BIGY.TO and QQC-F.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIGY.TO is an actively managed fund by Evolve. It was launched on Sep 9, 2025. QQC-F.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021.

Performance

BIGY.TO vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

BIGY.TO vs. QQC-F.TO - Yearly Performance Comparison

	2026 (YTD)	2025
BIGY.TO Evolve US Equity UltraYield ETF	-14.92%	0.64%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	-5.48%	5.28%

Returns By Period

In the year-to-date period, BIGY.TO achieves a -14.92% return, which is significantly lower than QQC-F.TO's -5.48% return.

BIGY.TO

• 1D: 0.74%
• 1M: -6.64%
• YTD: -14.92%
• 6M: -20.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQC-F.TO

• 1D: 1.03%
• 1M: -4.11%
• YTD: -5.48%
• 6M: -4.18%
• 1Y: 21.25%
• 3Y*: 20.89%
• 5Y*: 11.67%
• 10Y*: 17.51%

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

BIGY.TO vs. QQC-F.TO - Expense Ratio Comparison

BIGY.TO has a 0.40% expense ratio, which is higher than QQC-F.TO's 0.20% expense ratio.

BIGY.TO

Evolve US Equity UltraYield ETF

QQC-F.TO

Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

BIGY.TO vs. QQC-F.TO — Risk / Return Rank

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

QQC-F.TO

QQC-F.TO Risk / Return Rank: 56
QQC-F.TO Sharpe Ratio Rank: 51
QQC-F.TO Sortino Ratio Rank: 56
QQC-F.TO Omega Ratio Rank: 54
QQC-F.TO Calmar Ratio Rank: 63
QQC-F.TO Martin Ratio Rank: 58

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.

BIGY.TO vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.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

	BIGY.TO	QQC-F.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.96	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.81	0.84	-1.65

Correlation

The correlation between BIGY.TO and QQC-F.TO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BIGY.TO vs. QQC-F.TO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 22.85%, while QQC-F.TO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIGY.TO Evolve US Equity UltraYield ETF	22.85%	9.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.00%	0.09%	0.50%	0.57%	0.89%	0.66%	0.49%	0.64%	0.77%	0.66%	0.81%	0.76%

Drawdowns

BIGY.TO vs. QQC-F.TO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and QQC-F.TO.

Drawdown Indicators

	BIGY.TO	QQC-F.TO	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-36.03%	+8.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.03%	—
Current Drawdown Current decline from peak	-23.69%	-9.00%	-14.69%
Average Drawdown Average peak-to-trough decline	-10.34%	-5.55%	-4.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.76%	—

Volatility

Volatility by Period

	BIGY.TO	QQC-F.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.70%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	30.04%	22.30%	+7.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.04%	22.47%	+7.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.04%	22.49%	+7.55%