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CWIN.TO vs. QMAX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWIN.TO vs. QMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWIN.TO achieves a 21.87% return, which is significantly higher than QMAX.TO's 11.50% return.


CWIN.TO

1D
-0.33%
1M
1.25%
6M
19.54%
YTD
21.87%
1Y
40.70%
3Y*
5Y*
10Y*
ALL TIME*
31.82%

QMAX.TO

1D
0.74%
1M
-8.11%
6M
19.05%
YTD
11.50%
1Y
23.39%
3Y*
5Y*
10Y*
ALL TIME*
29.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$14.83KCA$14.75KCA$24.96K
CA$2.30MCA$2.10MCA$1.86M

CWIN.TO vs. QMAX.TO - Yearly Performance Comparison


Correlation

The correlation between CWIN.TO and QMAX.TO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.17

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Return for Risk

CWIN.TO vs. QMAX.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CWIN.TO
CWIN.TO Risk / Return Rank: 9595
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9595
Martin Ratio Rank

QMAX.TO
QMAX.TO Risk / Return Rank: 3131
Overall Rank
QMAX.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QMAX.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
QMAX.TO Omega Ratio Rank: 3333
Omega Ratio Rank
QMAX.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
QMAX.TO Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CWIN.TO vs. QMAX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Hamilton Technology YIELD MAXIMIZER ETF (QMAX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWIN.TOQMAX.TODifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

1.58

1.16

+0.42

Calmar ratioReturn relative to maximum drawdown

5.42

0.90

+4.52

Martin ratioReturn relative to average drawdown

20.02

2.34

+17.68

CWIN.TO vs. QMAX.TO - Sharpe Ratio Comparison

The current CWIN.TO Sharpe Ratio is 3.10, which is higher than the QMAX.TO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CWIN.TO and QMAX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CWIN.TO vs. QMAX.TO - Drawdown Comparison

The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum QMAX.TO drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and QMAX.TO.


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Drawdown Indicators


CWIN.TOQMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-26.77%

+15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-22.86%

+15.71%

Current Drawdown

Current decline from peak

-2.14%

-11.59%

+9.45%

Average Drawdown

Average peak-to-trough decline

-1.32%

-5.26%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

8.80%

-6.87%

Volatility

CWIN.TO vs. QMAX.TO - Volatility Comparison

The current volatility for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) is 2.60%, while Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) has a volatility of 10.37%. This indicates that CWIN.TO experiences smaller price fluctuations and is considered to be less risky than QMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWIN.TOQMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

10.37%

-7.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

22.35%

-13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

25.78%

-13.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

24.98%

-11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

24.98%

-11.35%

CWIN.TO vs. QMAX.TO - Expense Ratio Comparison

Both CWIN.TO and QMAX.TO have an expense ratio of 0.65%.


Dividends

CWIN.TO vs. QMAX.TO - Dividend Comparison

CWIN.TO's dividend yield for the trailing twelve months is around 3.13%, less than QMAX.TO's 10.58% yield.


PositionTTM202520242023
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
3.13%3.21%0.00%0.00%
QMAX.TO
Hamilton Technology YIELD MAXIMIZER ETF
10.58%10.79%10.88%2.01%

Frequently Asked Questions


CWIN.TO and QMAX.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CWIN.TO and QMAX.TO have the same expense ratio: 0.65% per year.

CWIN.TO is categorized as Dividend, while QMAX.TO is Technology Equities.

Portfolio Optimizer

Find the right allocation for CWIN.TO and QMAX.TO

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