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

HUZ.TO vs. QQCL.TO

Last updated Apr 1, 2026

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

HUZ.TO and QQCL.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. QQCL.TO is an actively managed fund by Global X. It was launched on Oct 10, 2023.

Performance

HUZ.TO vs. QQCL.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 Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023
HUZ.TO
Global X Silver ETF		5.82%129.20%18.72%6.62%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF		-4.67%13.10%41.38%5.48%

Returns By Period

In the year-to-date period, HUZ.TO achieves a 5.82% return, which is significantly higher than QQCL.TO's -4.67% 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%

QQCL.TO

1D
2.65%
1M
-3.98%
YTD
-4.67%
6M
-2.53%
1Y
17.93%
3Y*
—
5Y*
—
10Y*
—
*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 Enhanced 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 QQCL.TO:
QQCL.TO vs. QQC.TOQQCL.TO vs. QQCC.TOQQCL.TO vs. QMAX.TOQQCL.TO vs. HYLDQQCL.TO vs. QYLDQQCL.TO vs. XEQT.TOQQCL.TO vs. HTAE.TO

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

HUZ.TO has a 1.18% expense ratio, which is higher than QQCL.TO's 0.85% expense ratio.

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

Return for Risk

HUZ.TO vs. QQCL.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
QQCL.TO
QQCL.TO Risk / Return Rank: 4848
Overall Rank
QQCL.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQCL.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
QQCL.TO Omega Ratio Rank: 5151
Omega Ratio Rank
QQCL.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQCL.TO Martin Ratio Rank: 5151
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. QQCL.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 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.

HUZ.TOQQCL.TODifference

Sharpe ratio

Return per unit of total volatility

1.85

0.74

+1.11

Sortino ratio

Return per unit of downside risk

2.03

1.18

+0.84

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

4.61

+3.04

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. QQCL.TO - Sharpe Ratio Comparison

The current HUZ.TO Sharpe Ratio is 1.85, which is higher than the QQCL.TO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of HUZ.TO and QQCL.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.TOQQCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.74

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.03

-0.82

Correlation

The correlation between HUZ.TO and QQCL.TO is 0.04, 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. QQCL.TO - Dividend Comparison

HUZ.TO has not paid dividends to shareholders, while QQCL.TO's dividend yield for the trailing twelve months is around 14.48%.

TTM202520242023
HUZ.TO
Global X Silver ETF		0.00%0.00%0.00%0.00%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF		14.48%14.54%11.87%3.68%

Drawdowns

HUZ.TO vs. QQCL.TO - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, 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 HUZ.TO and QQCL.TO.

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Drawdown Indicators

HUZ.TOQQCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-25.63%

-55.43%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-16.21%

-26.90%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-48.84%

—

—

Current Drawdown

Current decline from peak

-36.03%

-8.32%

-27.71%

Average Drawdown

Average peak-to-trough decline

-55.11%

-3.48%

-51.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

4.04%

+9.86%

Volatility

HUZ.TO vs. QQCL.TO - Volatility Comparison

Global X Silver ETF (HUZ.TO) has a higher volatility of 19.07% compared to Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) at 6.86%. This indicates that HUZ.TO'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

HUZ.TOQQCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.07%

6.86%

+12.21%

Volatility (6M)

Calculated over the trailing 6-month period

57.44%

12.95%

+44.49%

Volatility (1Y)

Calculated over the trailing 1-year period

57.58%

24.34%

+33.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.48%

20.61%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.76%

20.61%

+12.15%