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

Performance

HXF.TO vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.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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HXF.TO vs. QQCC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
-4.96%35.34%30.20%12.45%-9.00%35.14%1.80%21.45%-9.50%12.67%
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, HXF.TO achieves a -4.96% return, which is significantly lower than QQCC.TO's -3.61% return. Over the past 10 years, HXF.TO has outperformed QQCC.TO with an annualized return of 13.40%, while QQCC.TO has yielded a comparatively lower 9.08% annualized return.


HXF.TO

1D
0.11%
1M
-5.44%
YTD
-4.96%
6M
5.45%
1Y
31.51%
3Y*
23.11%
5Y*
15.32%
10Y*
13.40%

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)

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

HXF.TO has a 0.25% expense ratio, which is lower than QQCC.TO's 0.65% expense ratio.


Return for Risk

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

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

HXF.TO
HXF.TO Risk / Return Rank: 9292
Overall Rank
HXF.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HXF.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HXF.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HXF.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HXF.TO Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.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.


HXF.TOQQCC.TODifference

Sharpe ratio

Return per unit of total volatility

2.18

0.75

+1.42

Sortino ratio

Return per unit of downside risk

2.90

1.12

+1.78

Omega ratio

Gain probability vs. loss probability

1.47

1.18

+0.29

Calmar ratio

Return relative to maximum drawdown

2.91

1.15

+1.75

Martin ratio

Return relative to average drawdown

12.18

5.03

+7.16

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

The current HXF.TO Sharpe Ratio is 2.18, which is higher than the QQCC.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HXF.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


HXF.TOQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.75

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.73

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.53

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

-0.00

+0.75

Correlation

The correlation between HXF.TO and QQCC.TO is 0.27, 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

HXF.TO vs. QQCC.TO - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class 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

HXF.TO vs. QQCC.TO - Drawdown Comparison

The maximum HXF.TO drawdown since its inception was -39.77%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for HXF.TO and QQCC.TO.


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Drawdown Indicators


HXF.TOQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.77%

-100.13%

+60.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-13.73%

+3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-22.24%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

-36.70%

-3.07%

Current Drawdown

Current decline from peak

-7.34%

-100.00%

+92.66%

Average Drawdown

Average peak-to-trough decline

-5.14%

-99.78%

+94.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

3.15%

-0.73%

Volatility

HXF.TO vs. QQCC.TO - Volatility Comparison

Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO) has a higher volatility of 5.77% compared to Global X NASDAQ-100 Covered Call ETF (QQCC.TO) at 5.36%. This indicates that HXF.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


HXF.TOQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.36%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

10.43%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

20.26%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

17.51%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

17.30%

-0.44%