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HXQ.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXQ.TO vs. CMR.TO - 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 Premium Money Market ETF (CMR.TO). 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 20.53% return, which is significantly higher than CMR.TO's 1.11% return. Over the past 10 years, HXQ.TO has outperformed CMR.TO with an annualized return of 22.49%, while CMR.TO has yielded a comparatively lower 1.92% annualized return.


HXQ.TO

1D
-2.86%
1M
2.47%
YTD
20.53%
6M
19.26%
1Y
39.36%
3Y*
29.01%
5Y*
19.15%
10Y*
22.49%

CMR.TO

1D
0.00%
1M
0.18%
YTD
1.11%
6M
1.17%
1Y
2.49%
3Y*
3.74%
5Y*
2.99%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HXQ.TO vs. CMR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXQ.TO
Horizons NASDAQ-100 Index ETF
20.53%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%
CMR.TO
iShares Premium Money Market ETF
1.11%2.78%4.70%4.70%1.72%0.00%0.47%1.63%1.29%0.63%

Correlation

The correlation between HXQ.TO and CMR.TO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.03

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

0.03

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

0.03

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

0.03

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Return for Risk

HXQ.TO vs. CMR.TO — 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: 6868
Overall Rank
HXQ.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 7272
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 5959
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 100100
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. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons NASDAQ-100 Index ETF (HXQ.TO) and iShares Premium Money Market ETF (CMR.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.

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.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-10.05

Sortino ratioReturn per unit of downside risk

-36.05

Omega ratioGain probability vs. loss probability

1.41

13.32

-11.91

Calmar ratioReturn relative to maximum drawdown

3.18

125.12

-121.93

Martin ratioReturn relative to average drawdown

10.07

572.45

-562.39

HXQ.TO vs. CMR.TO - Sharpe Ratio Comparison

The current HXQ.TO Sharpe Ratio is 2.28, which is lower than the CMR.TO Sharpe Ratio of 12.33. The chart below compares the historical Sharpe Ratios of HXQ.TO and CMR.TO, 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. CMR.TO - Drawdown Comparison

The maximum HXQ.TO drawdown since its inception was -31.60%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for HXQ.TO and CMR.TO.


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Drawdown Indicators


HXQ.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-0.52%

-31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-0.02%

-12.41%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-0.04%

-22.54%

Max Drawdown (5Y)

Largest decline over 5 years

-31.60%

-0.04%

-31.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

-0.14%

-31.46%

Current Drawdown

Current decline from peak

-3.00%

0.00%

-3.00%

Average Drawdown

Average peak-to-trough decline

-5.73%

-0.01%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

0.00%

+3.92%

Volatility

HXQ.TO vs. CMR.TO - Volatility Comparison

Horizons NASDAQ-100 Index ETF (HXQ.TO) has a higher volatility of 8.43% compared to iShares Premium Money Market ETF (CMR.TO) at 0.07%. This indicates that HXQ.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXQ.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

0.07%

+8.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

0.15%

+13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

0.20%

+17.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

0.27%

+20.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

0.27%

+20.72%

HXQ.TO vs. CMR.TO - Expense Ratio Comparison

HXQ.TO has a 0.25% expense ratio, which is higher than CMR.TO's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HXQ.TO vs. CMR.TO - Dividend Comparison

HXQ.TO has not paid dividends to shareholders, while CMR.TO's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.63%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
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 CMR.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.13% expense ratio, compared with 0.25% for HXQ.TO.

HXQ.TO is categorized as Nasdaq-100, while CMR.TO is Money Market. They also come from different issuers: Horizons and iShares. Their fees differ too: 0.25% for HXQ.TO and 0.13% for CMR.TO.

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