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EQCC.TO vs. QQCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EQCC.TO vs. QQCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO).

EQCC.TO and QQCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQCC.TO is an actively managed fund by Global X. It was launched on May 28, 2024. QQCC.TO is managed by Global X. It was launched on Sep 13, 2011.

Performance

EQCC.TO vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

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EQCC.TO vs. QQCC.TO - Yearly Performance Comparison

2026 (YTD)20252024
EQCC.TO
Global X All-Equity Asset Allocation Covered Call ETF		-0.75%13.50%11.68%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF		-3.61%11.64%19.54%

Returns By Period

In the year-to-date period, EQCC.TO achieves a -0.75% return, which is significantly higher than QQCC.TO's -3.61% return.

EQCC.TO

1D
1.83%
1M
-5.62%
YTD
-0.75%
6M
2.42%
1Y
13.13%
3Y*
—
5Y*
—
10Y*
—

QQCC.TO

1D
1.82%
1M
-3.14%
YTD
-3.61%
6M
-1.75%
1Y
15.14%
3Y*
18.64%
5Y*
12.76%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Global X All-Equity Asset Allocation Covered Call ETF

Global X NASDAQ-100 Covered Call ETF

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Often compared with QQCC.TO:
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EQCC.TO vs. QQCC.TO - Expense Ratio Comparison

Both EQCC.TO and QQCC.TO have an expense ratio of 0.65%.

EQCC.TO
Global X All-Equity Asset Allocation Covered Call ETF
QQCC.TO
Global X NASDAQ-100 Covered Call ETF

Return for Risk

EQCC.TO vs. QQCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQCC.TO
EQCC.TO Risk / Return Rank: 4545
Overall Rank
EQCC.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EQCC.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
EQCC.TO Omega Ratio Rank: 5858
Omega Ratio Rank
EQCC.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
EQCC.TO Martin Ratio Rank: 4444
Martin Ratio Rank
QQCC.TO
QQCC.TO Risk / Return Rank: 4848
Overall Rank
QQCC.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQCC.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
QQCC.TO Omega Ratio Rank: 5151
Omega Ratio Rank
QQCC.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
QQCC.TO Martin Ratio Rank: 5454
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.

EQCC.TO vs. QQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.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.

EQCC.TOQQCC.TODifference

Sharpe ratio

Return per unit of total volatility

0.83

0.75

+0.08

Sortino ratio

Return per unit of downside risk

1.13

1.12

0.00

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.01

1.15

-0.14

Martin ratio

Return relative to average drawdown

4.29

5.03

-0.73

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

EQCC.TO vs. QQCC.TO - Sharpe Ratio Comparison

The current EQCC.TO Sharpe Ratio is 0.83, which is comparable to the QQCC.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EQCC.TO and QQCC.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.

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Sharpe Ratios by Period

EQCC.TOQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.75

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.73

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

-0.00

+0.98

Correlation

The correlation between EQCC.TO and QQCC.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EQCC.TO vs. QQCC.TO - Dividend Comparison

EQCC.TO's dividend yield for the trailing twelve months is around 8.84%, less than QQCC.TO's 11.12% yield.

TTM20252024202320222021202020192018201720162015
EQCC.TO
Global X All-Equity Asset Allocation Covered Call ETF		8.84%9.43%5.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF		11.12%11.27%9.89%11.85%11.04%5.15%5.84%6.31%7.90%6.01%6.73%8.89%

Drawdowns

EQCC.TO vs. QQCC.TO - Drawdown Comparison

The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and QQCC.TO.

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Drawdown Indicators

EQCC.TOQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-100.13%

+84.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-13.73%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.24%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.70%

—

Current Drawdown

Current decline from peak

-5.62%

-100.00%

+94.38%

Average Drawdown

Average peak-to-trough decline

-1.75%

-99.78%

+98.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.15%

-0.26%

Volatility

EQCC.TO vs. QQCC.TO - Volatility Comparison

The current volatility for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) is 4.52%, while Global X NASDAQ-100 Covered Call ETF (QQCC.TO) has a volatility of 5.36%. This indicates that EQCC.TO experiences smaller price fluctuations and is considered to be less risky than QQCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EQCC.TOQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.36%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

10.43%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

20.26%

-4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

17.51%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

17.30%

-3.67%