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

Performance

HXQ.TO vs. ZNQ.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 BMO NASDAQ 100 Equity Index ETF (ZNQ.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
HXQ.TO
Horizons NASDAQ-100 Index ETF
-3.77%15.05%35.98%51.16%-27.84%26.20%45.58%22.35%
ZNQ.TO
BMO NASDAQ 100 Equity Index ETF
-3.70%14.60%35.84%51.32%-28.06%26.59%44.65%22.90%

Returns By Period

The year-to-date returns for both investments are quite close, with HXQ.TO having a -3.77% return and ZNQ.TO slightly higher at -3.70%.


HXQ.TO

1D
0.98%
1M
-2.40%
YTD
-3.77%
6M
-3.50%
1Y
20.15%
3Y*
23.70%
5Y*
15.26%
10Y*

ZNQ.TO

1D
1.04%
1M
-2.40%
YTD
-3.70%
6M
-3.73%
1Y
19.86%
3Y*
23.52%
5Y*
15.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HXQ.TO has a 0.25% expense ratio, which is lower than ZNQ.TO's 0.39% expense ratio.


Return for Risk

HXQ.TO vs. ZNQ.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: 5151
Overall Rank
HXQ.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 5151
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 4747
Martin Ratio Rank

ZNQ.TO
ZNQ.TO Risk / Return Rank: 5050
Overall Rank
ZNQ.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ZNQ.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZNQ.TO Omega Ratio Rank: 5050
Omega Ratio Rank
ZNQ.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
ZNQ.TO Martin Ratio Rank: 4646
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. ZNQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons NASDAQ-100 Index ETF (HXQ.TO) and BMO NASDAQ 100 Equity Index ETF (ZNQ.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.


HXQ.TOZNQ.TODifference

Sharpe ratio

Return per unit of total volatility

0.90

0.88

+0.02

Sortino ratio

Return per unit of downside risk

1.38

1.35

+0.03

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.57

1.56

+0.01

Martin ratio

Return relative to average drawdown

4.66

4.56

+0.10

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

The current HXQ.TO Sharpe Ratio is 0.90, which is comparable to the ZNQ.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HXQ.TO and ZNQ.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


HXQ.TOZNQ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.88

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.73

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.90

+0.06

Correlation

The correlation between HXQ.TO and ZNQ.TO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HXQ.TO vs. ZNQ.TO - Dividend Comparison

HXQ.TO has not paid dividends to shareholders, while ZNQ.TO's dividend yield for the trailing twelve months is around 0.26%.


TTM2025202420232022202120202019
HXQ.TO
Horizons NASDAQ-100 Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZNQ.TO
BMO NASDAQ 100 Equity Index ETF
0.26%0.25%0.30%0.35%0.23%0.12%0.47%0.52%

Drawdowns

HXQ.TO vs. ZNQ.TO - Drawdown Comparison

The maximum HXQ.TO drawdown since its inception was -31.60%, roughly equal to the maximum ZNQ.TO drawdown of -32.09%. Use the drawdown chart below to compare losses from any high point for HXQ.TO and ZNQ.TO.


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Drawdown Indicators


HXQ.TOZNQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-32.09%

+0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-13.03%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-31.60%

-32.09%

+0.49%

Current Drawdown

Current decline from peak

-8.56%

-8.73%

+0.17%

Average Drawdown

Average peak-to-trough decline

-5.82%

-6.76%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

4.45%

-0.09%

Volatility

HXQ.TO vs. ZNQ.TO - Volatility Comparison

Horizons NASDAQ-100 Index ETF (HXQ.TO) and BMO NASDAQ 100 Equity Index ETF (ZNQ.TO) have volatilities of 6.43% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXQ.TOZNQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

6.38%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

12.68%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

22.59%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

20.84%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

22.46%

-1.62%