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EQL.TO vs. QQCE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQL.TO vs. QQCE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO) and Invesco ESG NASDAQ 100 Index ETF (QQCE.TO). The values are adjusted to include any dividend payments, if applicable.

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EQL.TO vs. QQCE.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQL.TO
Invesco S&P 500 Equal Weight Index ETF CAD
1.77%5.94%27.38%19.69%1.21%7.18%
QQCE.TO
Invesco ESG NASDAQ 100 Index ETF
-5.29%16.43%36.67%44.13%-25.37%5.14%

Returns By Period

In the year-to-date period, EQL.TO achieves a 1.77% return, which is significantly higher than QQCE.TO's -5.29% return.


EQL.TO

1D
2.02%
1M
-4.20%
YTD
1.77%
6M
1.79%
1Y
8.58%
3Y*
16.16%
5Y*
15.15%
10Y*

QQCE.TO

1D
3.45%
1M
-2.64%
YTD
-5.29%
6M
-4.07%
1Y
20.65%
3Y*
23.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQL.TO vs. QQCE.TO - Expense Ratio Comparison

EQL.TO has a 0.25% expense ratio, which is higher than QQCE.TO's 0.21% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EQL.TO vs. QQCE.TO — Risk / Return Rank

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

EQL.TO
EQL.TO Risk / Return Rank: 3030
Overall Rank
EQL.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EQL.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
EQL.TO Omega Ratio Rank: 2828
Omega Ratio Rank
EQL.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
EQL.TO Martin Ratio Rank: 3333
Martin Ratio Rank

QQCE.TO
QQCE.TO Risk / Return Rank: 5050
Overall Rank
QQCE.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
QQCE.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
QQCE.TO Omega Ratio Rank: 5252
Omega Ratio Rank
QQCE.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
QQCE.TO Martin Ratio Rank: 4646
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.

EQL.TO vs. QQCE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO) and Invesco ESG NASDAQ 100 Index ETF (QQCE.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.


EQL.TOQQCE.TODifference

Sharpe ratio

Return per unit of total volatility

0.49

0.88

-0.39

Sortino ratio

Return per unit of downside risk

0.78

1.37

-0.59

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.77

1.55

-0.78

Martin ratio

Return relative to average drawdown

2.92

4.48

-1.56

EQL.TO vs. QQCE.TO - Sharpe Ratio Comparison

The current EQL.TO Sharpe Ratio is 0.49, which is lower than the QQCE.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EQL.TO and QQCE.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


EQL.TOQQCE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.88

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.62

+0.38

Correlation

The correlation between EQL.TO and QQCE.TO is 0.36, 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

EQL.TO vs. QQCE.TO - Dividend Comparison

EQL.TO's dividend yield for the trailing twelve months is around 1.37%, more than QQCE.TO's 0.34% yield.


TTM20252024202320222021202020192018
EQL.TO
Invesco S&P 500 Equal Weight Index ETF CAD
1.37%1.38%5.37%8.14%8.91%7.19%9.96%8.29%1.35%
QQCE.TO
Invesco ESG NASDAQ 100 Index ETF
0.34%0.32%0.38%0.44%0.79%0.14%0.00%0.00%0.00%

Drawdowns

EQL.TO vs. QQCE.TO - Drawdown Comparison

The maximum EQL.TO drawdown since its inception was -30.47%, roughly equal to the maximum QQCE.TO drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for EQL.TO and QQCE.TO.


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Drawdown Indicators


EQL.TOQQCE.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-30.86%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-13.53%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

Current Drawdown

Current decline from peak

-4.34%

-10.17%

+5.83%

Average Drawdown

Average peak-to-trough decline

-3.23%

-8.98%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

4.68%

-1.26%

Volatility

EQL.TO vs. QQCE.TO - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO) is 4.61%, while Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) has a volatility of 6.66%. This indicates that EQL.TO experiences smaller price fluctuations and is considered to be less risky than QQCE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQL.TOQQCE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

6.66%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

13.27%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.59%

23.51%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

20.82%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

20.82%

-3.36%