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HXQ.TO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXQ.TO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons NASDAQ-100 Index ETF (HXQ.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.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, HXQ.TO achieves a 19.67% return, which is significantly higher than CJP.NEO's 17.05% return. Over the past 10 years, HXQ.TO has outperformed CJP.NEO with an annualized return of 22.27%, while CJP.NEO has yielded a comparatively lower 16.37% annualized return.


HXQ.TO

1D
0.78%
1M
3.00%
YTD
19.67%
6M
19.59%
1Y
39.46%
3Y*
28.29%
5Y*
19.92%
10Y*
22.27%

CJP.NEO

1D
2.51%
1M
0.99%
YTD
17.05%
6M
17.74%
1Y
49.90%
3Y*
27.93%
5Y*
22.66%
10Y*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HXQ.TO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXQ.TO
Horizons NASDAQ-100 Index ETF
19.67%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
17.05%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Correlation

The correlation between HXQ.TO and CJP.NEO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2016

0.38

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Return for Risk

HXQ.TO vs. CJP.NEO — Risk / Return Rank

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

HXQ.TO
HXQ.TO Risk / Return Rank: 7777
Overall Rank
HXQ.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 8282
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 6464
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 8989
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 8989
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.

HXQ.TO vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons NASDAQ-100 Index ETF (HXQ.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HXQ.TOCJP.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.42

1.51

-0.08

Calmar ratioReturn relative to maximum drawdown

3.19

4.58

-1.39

Martin ratioReturn relative to average drawdown

10.12

17.20

-7.09

HXQ.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current HXQ.TO Sharpe Ratio is 2.37, which is comparable to the CJP.NEO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of HXQ.TO and CJP.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HXQ.TO vs. CJP.NEO - Drawdown Comparison

The maximum HXQ.TO drawdown since its inception was -31.60%, smaller than the maximum CJP.NEO drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for HXQ.TO and CJP.NEO.


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Drawdown Indicators


HXQ.TOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-38.36%

+6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-10.99%

-1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-20.86%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.60%

-20.86%

-10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

-37.75%

+6.15%

Current Drawdown

Current decline from peak

-2.58%

-1.88%

-0.70%

Average Drawdown

Average peak-to-trough decline

-5.74%

-11.15%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.92%

+0.99%

Volatility

HXQ.TO vs. CJP.NEO - Volatility Comparison

Horizons NASDAQ-100 Index ETF (HXQ.TO) has a higher volatility of 7.27% compared to iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) at 5.03%. This indicates that HXQ.TO's price experiences larger fluctuations and is considered to be riskier than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXQ.TOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

5.03%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

13.58%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

18.26%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

18.37%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

19.59%

+1.33%

HXQ.TO vs. CJP.NEO - Expense Ratio Comparison

HXQ.TO has a 0.25% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.


Dividends

HXQ.TO vs. CJP.NEO - Dividend Comparison

HXQ.TO has not paid dividends to shareholders, while CJP.NEO's dividend yield for the trailing twelve months is around 1.26%.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.26%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
HXQ.TO
Horizons NASDAQ-100 Index 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%

Frequently Asked Questions


HXQ.TO and CJP.NEO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXQ.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXQ.TO is cheaper with a 0.25% expense ratio, compared with 0.71% for CJP.NEO.

HXQ.TO is categorized as Nasdaq-100, while CJP.NEO is Japan Equities. HXQ.TO tracks NASDAQ-100 Index, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. They also come from different issuers: Horizons and iShares. Their fees differ too: 0.25% for HXQ.TO and 0.71% for CJP.NEO.

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