PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DOL vs. QQC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DOL vs. QQC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO).

DOL 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. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006. 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 DOL 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

DOL vs. QQC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DOL vs. QQC.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DOL
WisdomTree International LargeCap Dividend Fund		3.56%37.35%4.08%16.77%-6.72%0.60%
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		-5.91%20.90%25.01%55.18%-32.88%19.39%
Different Trading Currencies

DOL is traded in USD, while QQC.TO is traded in CAD. To make them comparable, the QQC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DOL achieves a 3.56% return, which is significantly higher than QQC.TO's -5.91% return.

DOL

1D
2.97%
1M
-7.99%
YTD
3.56%
6M
10.17%
1Y
27.17%
3Y*
17.28%
5Y*
11.42%
10Y*
8.95%

QQC.TO

1D
3.26%
1M
-4.77%
YTD
-5.91%
6M
-3.54%
1Y
23.72%
3Y*
22.26%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree International LargeCap Dividend Fund

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with DOL:
DOL vs. SPYDOL vs. DWMDOL vs. BROIXDOL vs. DGRWDOL vs. DNLDOL vs. IGRODOL vs. LVHI
Often compared with QQC.TO:
QQC.TO vs. VFV.TOQQC.TO vs. XQQ.TOQQC.TO vs. QQQQQC.TO vs. HXQ.TOQQC.TO vs. TEC.TOQQC.TO vs. QQC-F.TOQQC.TO vs. QQQM

DOL vs. QQC.TO - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than QQC.TO's 0.20% expense ratio.

DOL
WisdomTree International LargeCap Dividend Fund
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

DOL vs. QQC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DOL
DOL Risk / Return Rank: 8383
Overall Rank
DOL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 8383
Sortino Ratio Rank
DOL Omega Ratio Rank: 8484
Omega Ratio Rank
DOL Calmar Ratio Rank: 8282
Calmar Ratio Rank
DOL Martin Ratio Rank: 8282
Martin Ratio Rank
QQC.TO
QQC.TO Risk / Return Rank: 5757
Overall Rank
QQC.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QQC.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
QQC.TO Omega Ratio Rank: 5858
Omega Ratio Rank
QQC.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQC.TO Martin Ratio Rank: 5353
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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.

DOLQQC.TODifference

Sharpe ratio

Return per unit of total volatility

1.64

1.05

+0.58

Sortino ratio

Return per unit of downside risk

2.19

1.63

+0.56

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.09

Calmar ratio

Return relative to maximum drawdown

2.33

1.83

+0.51

Martin ratio

Return relative to average drawdown

8.91

6.82

+2.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOL vs. QQC.TO - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.64, which is higher than the QQC.TO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of DOL 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.

Loading graphics...

Sharpe Ratios by Period

DOLQQC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.05

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.55

-0.30

Correlation

The correlation between DOL and QQC.TO is 0.55, 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

DOL vs. QQC.TO - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.70%, more than QQC.TO's 0.41% yield.

TTM20252024202320222021202020192018201720162015
DOL
WisdomTree International LargeCap Dividend Fund		2.70%2.83%3.78%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.41%0.39%0.45%0.54%0.91%0.56%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DOL vs. QQC.TO - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than QQC.TO's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for DOL and QQC.TO.

Loading graphics...

Drawdown Indicators

DOLQQC.TODifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-31.81%

-28.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-13.02%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

—

—

Current Drawdown

Current decline from peak

-8.34%

-9.37%

+1.03%

Average Drawdown

Average peak-to-trough decline

-13.73%

-8.30%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

4.31%

-1.34%

Volatility

DOL vs. QQC.TO - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 8.18% compared to Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) at 6.50%. This indicates that DOL'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.

Loading graphics...

Volatility by Period

DOLQQC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.50%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

12.72%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

22.59%

-5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

22.75%

-7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

22.75%

-6.11%