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FHQ.TO vs. XEXP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHQ.TO vs. XEXP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) and iShares Exponential Technologies Index ETF (XEXP.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, FHQ.TO achieves a 24.19% return, which is significantly higher than XEXP.TO's 19.91% return.


FHQ.TO

1D
0.39%
1M
-4.66%
6M
18.60%
YTD
24.19%
1Y
33.63%
3Y*
22.48%
5Y*
13.16%
10Y*
19.80%

XEXP.TO

1D
-0.42%
1M
1.56%
6M
14.58%
YTD
19.91%
1Y
22.74%
3Y*
13.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHQ.TO vs. XEXP.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
FHQ.TO
First Trust AlphaDEX U.S. Technology Sector Index ETF
24.19%8.42%25.83%36.49%-7.77%
XEXP.TO
iShares Exponential Technologies Index ETF
19.91%7.70%9.27%24.40%-2.31%

Correlation

The correlation between FHQ.TO and XEXP.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since May 31, 2022

0.49

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Return for Risk

FHQ.TO vs. XEXP.TO — Risk / Return Rank

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

FHQ.TO
FHQ.TO Risk / Return Rank: 5050
Overall Rank
FHQ.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FHQ.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
FHQ.TO Omega Ratio Rank: 4848
Omega Ratio Rank
FHQ.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FHQ.TO Martin Ratio Rank: 4949
Martin Ratio Rank

XEXP.TO
XEXP.TO Risk / Return Rank: 3737
Overall Rank
XEXP.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XEXP.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
XEXP.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XEXP.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
XEXP.TO Martin Ratio Rank: 2929
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.

FHQ.TO vs. XEXP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) and iShares Exponential Technologies Index ETF (XEXP.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.


FHQ.TOXEXP.TODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

2.44

1.35

+1.09

Martin ratioReturn relative to average drawdown

6.72

3.39

+3.33

FHQ.TO vs. XEXP.TO - Sharpe Ratio Comparison

The current FHQ.TO Sharpe Ratio is 1.37, which is comparable to the XEXP.TO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FHQ.TO and XEXP.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

FHQ.TO vs. XEXP.TO - Drawdown Comparison

The maximum FHQ.TO drawdown since its inception was -32.05%, which is greater than XEXP.TO's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for FHQ.TO and XEXP.TO.


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Drawdown Indicators


FHQ.TOXEXP.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-22.44%

-9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-16.93%

+2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-27.64%

-22.44%

-5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-32.05%

Max Drawdown (10Y)

Largest decline over 10 years

-32.05%

Current Drawdown

Current decline from peak

-6.70%

-3.51%

-3.19%

Average Drawdown

Average peak-to-trough decline

-7.63%

-4.37%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

6.72%

-1.61%

Volatility

FHQ.TO vs. XEXP.TO - Volatility Comparison

First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) has a higher volatility of 10.35% compared to iShares Exponential Technologies Index ETF (XEXP.TO) at 4.48%. This indicates that FHQ.TO's price experiences larger fluctuations and is considered to be riskier than XEXP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHQ.TOXEXP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

4.48%

+5.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.95%

12.43%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

25.24%

19.27%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

19.15%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

19.15%

+4.22%

Dividends

FHQ.TO vs. XEXP.TO - Dividend Comparison

FHQ.TO has not paid dividends to shareholders, while XEXP.TO's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018201720162015
FHQ.TO
First Trust AlphaDEX U.S. Technology Sector Index ETF
0.00%0.00%0.02%0.00%0.00%1.18%0.43%0.50%0.80%0.83%1.20%0.43%
XEXP.TO
iShares Exponential Technologies Index ETF
0.75%0.69%0.80%0.63%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FHQ.TO and XEXP.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FHQ.TO tracks StrataQuant Technology Index, while XEXP.TO tracks Morningstar Exponential Technologies Index. They also come from different issuers: First Trust and iShares.

Portfolio Optimizer

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