CNCL.TO vs. QQC-F.TO
Compare and contrast key facts about Global X Enhanced S&P/TSX 60 Covered Call ETF (CNCL.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).
CNCL.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. CNCL.TO is a passively managed fund by Global X that tracks the performance of the S&P/TSX 60. It was launched on Jul 5, 2023. 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. Both CNCL.TO and QQC-F.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
CNCL.TO vs. QQC-F.TO - Performance Comparison
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CNCL.TO vs. QQC-F.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CNCL.TO Global X Enhanced S&P/TSX 60 Covered Call ETF | 3.59% | 22.73% | 17.93% | 4.66% |
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged | -5.48% | 18.41% | 24.19% | 11.19% |
Returns By Period
In the year-to-date period, CNCL.TO achieves a 3.59% return, which is significantly higher than QQC-F.TO's -5.48% return.
CNCL.TO
- 1D
- 2.48%
- 1M
- -0.75%
- YTD
- 3.59%
- 6M
- 9.68%
- 1Y
- 25.92%
- 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%
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CNCL.TO vs. QQC-F.TO - Expense Ratio Comparison
CNCL.TO has a 0.65% expense ratio, which is higher than QQC-F.TO's 0.20% expense ratio.
Return for Risk
CNCL.TO vs. QQC-F.TO — Risk / Return Rank
CNCL.TO
QQC-F.TO
CNCL.TO vs. QQC-F.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced S&P/TSX 60 Covered Call ETF (CNCL.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.
| CNCL.TO | QQC-F.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.96 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.52 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.68 | +0.51 |
Martin ratioReturn relative to average drawdown | 11.42 | 5.88 | +5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNCL.TO | QQC-F.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.96 | +0.85 |
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 | 1.42 | 0.84 | +0.58 |
Correlation
The correlation between CNCL.TO and QQC-F.TO is 0.47, 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
CNCL.TO vs. QQC-F.TO - Dividend Comparison
CNCL.TO's dividend yield for the trailing twelve months is around 8.90%, while QQC-F.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNCL.TO Global X Enhanced S&P/TSX 60 Covered Call ETF | 8.90% | 9.15% | 11.88% | 6.29% | 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
CNCL.TO vs. QQC-F.TO - Drawdown Comparison
The maximum CNCL.TO drawdown since its inception was -13.75%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for CNCL.TO and QQC-F.TO.
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Drawdown Indicators
| CNCL.TO | QQC-F.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.75% | -36.03% | +22.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -13.16% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.03% | — |
Current DrawdownCurrent decline from peak | -2.31% | -9.00% | +6.69% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -5.55% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.76% | -1.39% |
Volatility
CNCL.TO vs. QQC-F.TO - Volatility Comparison
The current volatility for Global X Enhanced S&P/TSX 60 Covered Call ETF (CNCL.TO) is 5.85%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 6.70%. This indicates that CNCL.TO experiences smaller price fluctuations and is considered to be less risky than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNCL.TO | QQC-F.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 6.70% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 12.87% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 22.30% | -7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.65% | 22.47% | -9.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.65% | 22.49% | -9.84% |