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ESG.TO vs. QQC-F.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ESG.TO vs. QQC-F.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 ESG Index ETF (ESG.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).

ESG.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. ESG.TO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Mar 5, 2020. 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 ESG.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

ESG.TO vs. QQC-F.TO - Performance Comparison

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

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ESG.TO vs. QQC-F.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ESG.TO
Invesco S&P 500 ESG Index ETF		-2.78%10.99%33.33%25.19%-14.05%32.71%19.30%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		-5.48%18.41%24.19%52.81%-33.42%27.15%46.09%

Returns By Period

In the year-to-date period, ESG.TO achieves a -2.78% return, which is significantly higher than QQC-F.TO's -5.48% return.

ESG.TO

1D
0.71%
1M
-3.05%
YTD
-2.78%
6M
-2.04%
1Y
14.35%
3Y*
18.51%
5Y*
14.19%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Invesco S&P 500 ESG Index ETF

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with ESG.TO:
ESG.TO vs. INAI.TOESG.TO vs. TLV.TOESG.TO vs. ZSP-U.TOESG.TO vs. EQLI.TOESG.TO vs. HIU.TOESG.TO vs. QQCI.TOESG.TO vs. GEQT.TO
Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. QQQQQC-F.TO vs. XEQT.TOQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. MON100.NS

ESG.TO vs. QQC-F.TO - Expense Ratio Comparison

Both ESG.TO and QQC-F.TO have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

ESG.TO
Invesco S&P 500 ESG Index ETF
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

ESG.TO vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESG.TO
ESG.TO Risk / Return Rank: 3838
Overall Rank
ESG.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ESG.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
ESG.TO Omega Ratio Rank: 4141
Omega Ratio Rank
ESG.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
ESG.TO Martin Ratio Rank: 3838
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 5656
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 5454
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5858
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.

ESG.TO vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ESG Index ETF (ESG.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.

ESG.TOQQC-F.TODifference

Sharpe ratio

Return per unit of total volatility

0.78

0.96

-0.18

Sortino ratio

Return per unit of downside risk

1.19

1.52

-0.32

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.16

1.68

-0.52

Martin ratio

Return relative to average drawdown

4.20

5.88

-1.68

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

ESG.TO vs. QQC-F.TO - Sharpe Ratio Comparison

The current ESG.TO Sharpe Ratio is 0.78, which is comparable to the QQC-F.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ESG.TO and QQC-F.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

ESG.TOQQC-F.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.96

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.52

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.84

+0.13

Correlation

The correlation between ESG.TO and QQC-F.TO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ESG.TO vs. QQC-F.TO - Dividend Comparison

ESG.TO's dividend yield for the trailing twelve months is around 0.86%, while QQC-F.TO has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ESG.TO
Invesco S&P 500 ESG Index ETF		0.86%0.85%0.92%1.11%1.38%1.11%0.95%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

ESG.TO vs. QQC-F.TO - Drawdown Comparison

The maximum ESG.TO drawdown since its inception was -22.31%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for ESG.TO and QQC-F.TO.

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Drawdown Indicators

ESG.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.31%

-36.03%

+13.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-13.16%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

-36.03%

+13.72%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.03%

—

Current Drawdown

Current decline from peak

-6.27%

-9.00%

+2.73%

Average Drawdown

Average peak-to-trough decline

-4.39%

-5.55%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.76%

-0.17%

Volatility

ESG.TO vs. QQC-F.TO - Volatility Comparison

The current volatility for Invesco S&P 500 ESG Index ETF (ESG.TO) is 5.29%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 6.70%. This indicates that ESG.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

ESG.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

6.70%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

12.87%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

22.30%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

22.47%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

22.49%

-6.04%