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HUZ.TO vs. QQCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HUZ.TO vs. QQCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Silver ETF (HUZ.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO).

HUZ.TO and QQCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUZ.TO is a passively managed fund by Global X that tracks the performance of the Solactive Silver Front Month MD Rolling Futures Index. It was launched on Jun 24, 2009. QQCC.TO is managed by Global X. It was launched on Sep 13, 2011.

Performance

HUZ.TO vs. QQCC.TO - Performance Comparison

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

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

2026 (YTD)202520242023202220212020201920182017
HUZ.TO
Global X Silver ETF		5.82%129.20%18.72%-3.75%1.17%-15.10%39.27%12.48%-11.38%2.96%
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, HUZ.TO achieves a 5.82% return, which is significantly higher than QQCC.TO's -3.61% return. Over the past 10 years, HUZ.TO has outperformed QQCC.TO with an annualized return of 13.41%, while QQCC.TO has yielded a comparatively lower 9.08% annualized return.

HUZ.TO

1D
7.32%
1M
-20.09%
YTD
5.82%
6M
57.40%
1Y
105.90%
3Y*
40.38%
5Y*
20.56%
10Y*
13.41%

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.

Global X Silver ETF

Global X NASDAQ-100 Covered Call ETF

Often compared with HUZ.TO:
HUZ.TO vs. HURA.TOHUZ.TO vs. SVR.TOHUZ.TO vs. SLVOHUZ.TO vs. AGCC.TOHUZ.TO vs. XGD.TOHUZ.TO vs. CGL-C.TOHUZ.TO vs. CASH.TO
Often compared with QQCC.TO:
QQCC.TO vs. QQCL.TOQQCC.TO vs. QQC.TOQQCC.TO vs. QQQIQQCC.TO vs. QQQQQCC.TO vs. NVDA.TOQQCC.TO vs. XQQ.TOQQCC.TO vs. HXQ.TO

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

HUZ.TO has a 1.18% expense ratio, which is higher than QQCC.TO's 0.65% expense ratio.

HUZ.TO
Global X Silver ETF
QQCC.TO
Global X NASDAQ-100 Covered Call ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HUZ.TO
HUZ.TO Risk / Return Rank: 8282
Overall Rank
HUZ.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HUZ.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HUZ.TO Omega Ratio Rank: 8787
Omega Ratio Rank
HUZ.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
HUZ.TO Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Silver ETF (HUZ.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.

HUZ.TOQQCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.85

0.75

+1.10

Sortino ratio

Return per unit of downside risk

2.03

1.12

+0.90

Omega ratio

Gain probability vs. loss probability

1.36

1.18

+0.18

Calmar ratio

Return relative to maximum drawdown

2.47

1.15

+1.32

Martin ratio

Return relative to average drawdown

7.66

5.03

+2.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HUZ.TO Sharpe Ratio is 1.85, which is higher than the QQCC.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HUZ.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.

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Sharpe Ratios by Period

HUZ.TOQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.75

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.73

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.53

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.00

+0.22

Correlation

The correlation between HUZ.TO and QQCC.TO is 0.16, 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

HUZ.TO vs. QQCC.TO - Dividend Comparison

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

TTM20252024202320222021202020192018201720162015
HUZ.TO
Global X Silver 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

HUZ.TO vs. QQCC.TO - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for HUZ.TO and QQCC.TO.

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Drawdown Indicators

HUZ.TOQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-100.13%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-13.73%

-29.38%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-22.24%

-20.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.84%

-36.70%

-12.14%

Current Drawdown

Current decline from peak

-36.03%

-100.00%

+63.97%

Average Drawdown

Average peak-to-trough decline

-55.11%

-99.78%

+44.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

3.15%

+10.75%

Volatility

HUZ.TO vs. QQCC.TO - Volatility Comparison

Global X Silver ETF (HUZ.TO) has a higher volatility of 19.07% compared to Global X NASDAQ-100 Covered Call ETF (QQCC.TO) at 5.36%. This indicates that HUZ.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.

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Volatility by Period

HUZ.TOQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.07%

5.36%

+13.71%

Volatility (6M)

Calculated over the trailing 6-month period

57.44%

10.43%

+47.01%

Volatility (1Y)

Calculated over the trailing 1-year period

57.58%

20.26%

+37.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.48%

17.51%

+18.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.76%

17.30%

+15.46%