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HEQL.TO vs. QQU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEQL.TO vs. QQU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced All-Equity Asset Allocation ETF CAD (HEQL.TO) and BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO). The values are adjusted to include any dividend payments, if applicable.

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HEQL.TO vs. QQU.TO - Yearly Performance Comparison


2026 (YTD)202520242023
HEQL.TO
Global X Enhanced All-Equity Asset Allocation ETF CAD
0.05%22.78%28.97%8.75%
QQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
-13.35%26.77%40.01%20.53%

Returns By Period

In the year-to-date period, HEQL.TO achieves a 0.05% return, which is significantly higher than QQU.TO's -13.35% return.


HEQL.TO

1D
3.03%
1M
-5.59%
YTD
0.05%
6M
3.41%
1Y
23.67%
3Y*
5Y*
10Y*

QQU.TO

1D
7.32%
1M
-10.09%
YTD
-13.35%
6M
-11.79%
1Y
34.95%
3Y*
32.64%
5Y*
12.86%
10Y*
26.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEQL.TO vs. QQU.TO - Expense Ratio Comparison

Both HEQL.TO and QQU.TO have an expense ratio of 1.46%.


Return for Risk

HEQL.TO vs. QQU.TO — Risk / Return Rank

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

HEQL.TO
HEQL.TO Risk / Return Rank: 5959
Overall Rank
HEQL.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HEQL.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
HEQL.TO Omega Ratio Rank: 7171
Omega Ratio Rank
HEQL.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
HEQL.TO Martin Ratio Rank: 4242
Martin Ratio Rank

QQU.TO
QQU.TO Risk / Return Rank: 5050
Overall Rank
QQU.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
QQU.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
QQU.TO Omega Ratio Rank: 5353
Omega Ratio Rank
QQU.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQU.TO Martin Ratio Rank: 4747
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.

HEQL.TO vs. QQU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced All-Equity Asset Allocation ETF CAD (HEQL.TO) and BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.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.


HEQL.TOQQU.TODifference

Sharpe ratio

Return per unit of total volatility

1.24

0.78

+0.46

Sortino ratio

Return per unit of downside risk

1.82

1.37

+0.45

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

0.89

1.34

-0.46

Martin ratio

Return relative to average drawdown

3.82

4.37

-0.55

HEQL.TO vs. QQU.TO - Sharpe Ratio Comparison

The current HEQL.TO Sharpe Ratio is 1.24, which is higher than the QQU.TO Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of HEQL.TO and QQU.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


HEQL.TOQQU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.78

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

0.48

+1.22

Correlation

The correlation between HEQL.TO and QQU.TO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HEQL.TO vs. QQU.TO - Dividend Comparison

HEQL.TO's dividend yield for the trailing twelve months is around 1.67%, while QQU.TO has not paid dividends to shareholders.


TTM202520242023
HEQL.TO
Global X Enhanced All-Equity Asset Allocation ETF CAD
1.67%1.82%1.75%0.55%
QQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
0.00%0.00%0.00%0.00%

Drawdowns

HEQL.TO vs. QQU.TO - Drawdown Comparison

The maximum HEQL.TO drawdown since its inception was -19.86%, smaller than the maximum QQU.TO drawdown of -78.51%. Use the drawdown chart below to compare losses from any high point for HEQL.TO and QQU.TO.


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Drawdown Indicators


HEQL.TOQQU.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.86%

-78.51%

+58.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.14%

-25.85%

+10.71%

Max Drawdown (5Y)

Largest decline over 5 years

-64.83%

Max Drawdown (10Y)

Largest decline over 10 years

-64.83%

Current Drawdown

Current decline from peak

-6.79%

-20.43%

+13.64%

Average Drawdown

Average peak-to-trough decline

-1.91%

-17.16%

+15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

7.95%

-3.32%

Volatility

HEQL.TO vs. QQU.TO - Volatility Comparison

The current volatility for Global X Enhanced All-Equity Asset Allocation ETF CAD (HEQL.TO) is 7.68%, while BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) has a volatility of 13.55%. This indicates that HEQL.TO experiences smaller price fluctuations and is considered to be less risky than QQU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQL.TOQQU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

13.55%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

25.53%

-13.22%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

44.75%

-23.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

44.89%

-26.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

44.77%

-26.20%