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HBTE.NEO vs. QQCL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBTE.NEO vs. QQCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) and Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.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, HBTE.NEO achieves a 29.23% return, which is significantly higher than QQCL.TO's 20.85% return.


HBTE.NEO

1D
-0.99%
1M
11.29%
YTD
29.23%
6M
10.47%
1Y
68.12%
3Y*
5Y*
10Y*

QQCL.TO

1D
0.47%
1M
12.39%
YTD
20.85%
6M
17.94%
1Y
43.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBTE.NEO vs. QQCL.TO - Yearly Performance Comparison


Correlation

The correlation between HBTE.NEO and QQCL.TO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (All Time)
Calculated using the full available price history since May 1, 2025

0.53

The correlation between HBTE.NEO and QQCL.TO has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.

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Return for Risk

HBTE.NEO vs. QQCL.TO — Risk / Return Rank

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

HBTE.NEO
HBTE.NEO Risk / Return Rank: 2727
Overall Rank
HBTE.NEO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HBTE.NEO Sortino Ratio Rank: 3030
Sortino Ratio Rank
HBTE.NEO Omega Ratio Rank: 2929
Omega Ratio Rank
HBTE.NEO Calmar Ratio Rank: 2626
Calmar Ratio Rank
HBTE.NEO Martin Ratio Rank: 2020
Martin Ratio Rank

QQCL.TO
QQCL.TO Risk / Return Rank: 8181
Overall Rank
QQCL.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
QQCL.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
QQCL.TO Omega Ratio Rank: 8282
Omega Ratio Rank
QQCL.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
QQCL.TO Martin Ratio Rank: 7878
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.

HBTE.NEO vs. QQCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) and Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.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.


HBTE.NEOQQCL.TODifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.20

1.51

-0.31

Calmar ratioReturn relative to maximum drawdown

1.23

4.14

-2.91

Martin ratioReturn relative to average drawdown

2.40

15.49

-13.09

HBTE.NEO vs. QQCL.TO - Sharpe Ratio Comparison

The current HBTE.NEO Sharpe Ratio is 1.03, which is lower than the QQCL.TO Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of HBTE.NEO and QQCL.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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Sharpe Ratios by Period


HBTE.NEOQQCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.81

-1.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

1.52

-0.09

Drawdowns

HBTE.NEO vs. QQCL.TO - Drawdown Comparison

The maximum HBTE.NEO drawdown since its inception was -55.75%, which is greater than QQCL.TO's maximum drawdown of -25.63%. Use the drawdown chart below to compare losses from any high point for HBTE.NEO and QQCL.TO.


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Drawdown Indicators


HBTE.NEOQQCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.75%

-25.63%

-30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-55.75%

-10.68%

-45.07%

Current Drawdown

Current decline from peak

-23.92%

0.00%

-23.92%

Average Drawdown

Average peak-to-trough decline

-21.02%

-3.32%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

2.85%

+25.67%

Volatility

HBTE.NEO vs. QQCL.TO - Volatility Comparison

Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) has a higher volatility of 15.68% compared to Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) at 4.30%. This indicates that HBTE.NEO's price experiences larger fluctuations and is considered to be riskier than QQCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBTE.NEOQQCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

4.30%

+11.38%

Volatility (6M)

Calculated over the trailing 6-month period

50.18%

12.58%

+37.60%

Volatility (1Y)

Calculated over the trailing 1-year period

66.86%

15.74%

+51.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.79%

20.38%

+46.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.79%

20.38%

+46.41%

HBTE.NEO vs. QQCL.TO - Expense Ratio Comparison

HBTE.NEO has a 0.75% expense ratio, which is lower than QQCL.TO's 0.85% expense ratio.


Dividends

HBTE.NEO vs. QQCL.TO - Dividend Comparison

HBTE.NEO's dividend yield for the trailing twelve months is around 25.89%, more than QQCL.TO's 13.15% yield.


PositionTTM202520242023
HBTE.NEO
Harvest Bitcoin Leaders Enhanced Income ETF
25.89%18.40%0.00%0.00%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
13.15%14.54%11.87%3.68%

Frequently Asked Questions


HBTE.NEO and QQCL.TO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HBTE.NEO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HBTE.NEO is cheaper with a 0.75% expense ratio, compared with 0.85% for QQCL.TO.

HBTE.NEO is categorized as Leveraged Cryptocurrency, while QQCL.TO is Nasdaq-100. They also come from different issuers: Harvest and Global X. Their fees differ too: 0.75% for HBTE.NEO and 0.85% for QQCL.TO.

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