PortfoliosLab logoPortfoliosLab logo
GLDU.TO vs. QQCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDU.TO vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
GLDU.TO
BetaPro Gold Bullion 2x Daily Bull ETF
9.50%128.66%42.19%13.27%-9.80%-14.02%35.05%29.13%-10.69%19.42%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
-3.61%11.64%33.48%35.99%-8.51%7.92%-3.26%16.18%-15.89%18.77%

Returns By Period

In the year-to-date period, GLDU.TO achieves a 9.50% return, which is significantly higher than QQCC.TO's -3.61% return. Over the past 10 years, GLDU.TO has outperformed QQCC.TO with an annualized return of 17.13%, while QQCC.TO has yielded a comparatively lower 9.08% annualized return.


GLDU.TO

1D
7.51%
1M
-22.65%
YTD
9.50%
6M
30.74%
1Y
82.43%
3Y*
52.61%
5Y*
31.17%
10Y*
17.13%

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

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


GLDU.TO vs. QQCC.TO - Expense Ratio Comparison

GLDU.TO has a 1.15% expense ratio, which is higher than QQCC.TO's 0.65% expense ratio.


Return for Risk

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

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

GLDU.TO
GLDU.TO Risk / Return Rank: 7676
Overall Rank
GLDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GLDU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
GLDU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
GLDU.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLDU.TO Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.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.


GLDU.TOQQCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.50

0.75

+0.75

Sortino ratio

Return per unit of downside risk

1.91

1.12

+0.79

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

2.29

1.15

+1.14

Martin ratio

Return relative to average drawdown

7.72

5.03

+2.70

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

The current GLDU.TO Sharpe Ratio is 1.50, which is higher than the QQCC.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GLDU.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.


Loading graphics...

Sharpe Ratios by Period


GLDU.TOQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.75

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.73

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.00

+0.23

Correlation

The correlation between GLDU.TO and QQCC.TO is 0.05, 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

GLDU.TO vs. QQCC.TO - Dividend Comparison

GLDU.TO has not paid dividends to shareholders, while QQCC.TO's dividend yield for the trailing twelve months is around 11.12%.


TTM20252024202320222021202020192018201720162015
GLDU.TO
BetaPro Gold Bullion 2x Daily Bull ETF
0.00%0.00%0.00%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

GLDU.TO vs. QQCC.TO - Drawdown Comparison

The maximum GLDU.TO drawdown since its inception was -77.99%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for GLDU.TO and QQCC.TO.


Loading graphics...

Drawdown Indicators


GLDU.TOQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.99%

-100.13%

+22.14%

Max Drawdown (1Y)

Largest decline over 1 year

-38.13%

-13.73%

-24.40%

Max Drawdown (5Y)

Largest decline over 5 years

-41.18%

-22.24%

-18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

-36.70%

-12.31%

Current Drawdown

Current decline from peak

-28.76%

-100.00%

+71.24%

Average Drawdown

Average peak-to-trough decline

-49.03%

-99.78%

+50.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

3.15%

+8.18%

Volatility

GLDU.TO vs. QQCC.TO - Volatility Comparison

BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) has a higher volatility of 21.95% compared to Global X NASDAQ-100 Covered Call ETF (QQCC.TO) at 5.36%. This indicates that GLDU.TO's price experiences larger fluctuations and is considered to be riskier than QQCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GLDU.TOQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.95%

5.36%

+16.59%

Volatility (6M)

Calculated over the trailing 6-month period

48.49%

10.43%

+38.06%

Volatility (1Y)

Calculated over the trailing 1-year period

55.12%

20.26%

+34.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

17.51%

+18.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.39%

17.30%

+15.09%