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HEQT.TO vs. QDAY.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQT.TO vs. QDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEQT.TO achieves a 14.13% return, which is significantly lower than QDAY.NEO's 29.96% return.


HEQT.TO

1D
0.50%
1M
6.41%
YTD
14.13%
6M
13.38%
1Y
32.17%
3Y*
25.88%
5Y*
16.89%
10Y*

QDAY.NEO

1D
-1.21%
1M
14.46%
YTD
29.96%
6M
25.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQT.TO vs. QDAY.NEO - Yearly Performance Comparison


Correlation

The correlation between HEQT.TO and QDAY.NEO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.77

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Return for Risk

HEQT.TO vs. QDAY.NEO — Risk / Return Rank

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

HEQT.TO
HEQT.TO Risk / Return Rank: 8282
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8484
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8383
Martin Ratio Rank

QDAY.NEO
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.

HEQT.TO vs. QDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons All-Equity Asset Allocation ETF (HEQT.TO) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO). 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.


HEQT.TOQDAY.NEODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

3.81

Martin ratioReturn relative to average drawdown

16.80

HEQT.TO vs. QDAY.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HEQT.TOQDAY.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

2.51

-1.45

Drawdowns

HEQT.TO vs. QDAY.NEO - Drawdown Comparison

The maximum HEQT.TO drawdown since its inception was -31.82%, which is greater than QDAY.NEO's maximum drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for HEQT.TO and QDAY.NEO.


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Drawdown Indicators


HEQT.TOQDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-31.82%

-19.44%

-12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

Current Drawdown

Current decline from peak

-0.08%

-1.21%

+1.13%

Average Drawdown

Average peak-to-trough decline

-4.28%

-5.21%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

HEQT.TO vs. QDAY.NEO - Volatility Comparison


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Volatility by Period


HEQT.TOQDAY.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

22.72%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

22.72%

-7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

22.72%

-5.56%

HEQT.TO vs. QDAY.NEO - Expense Ratio Comparison

HEQT.TO has a 0.20% expense ratio, which is lower than QDAY.NEO's 0.85% expense ratio.


Dividends

HEQT.TO vs. QDAY.NEO - Dividend Comparison

HEQT.TO's dividend yield for the trailing twelve months is around 1.61%, less than QDAY.NEO's 14.09% yield.


PositionTTM2025202420232022202120202019
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
14.09%8.78%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HEQT.TO and QDAY.NEO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.85% for QDAY.NEO.

HEQT.TO is categorized as Global Equities, while QDAY.NEO is Derivative Income. They also come from different issuers: Horizons and Hamilton Capital. Their fees differ too: 0.20% for HEQT.TO and 0.85% for QDAY.NEO.

Portfolio Optimizer

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