MART.TO vs. QQCL.TO
MART.TO (Global X Equal Weight Canadian Groceries & Staples Index ETF) and QQCL.TO (Global X Enhanced NASDAQ-100 Covered Call ETF) are both exchange-traded funds - MART.TO is a Consumer Staples Equities fund tracking the Mirae Asset Equal Weight Canadian Groceries & Staples Index, while QQCL.TO is a Nasdaq-100 fund actively managed by Global X. MART.TO is passively managed, while QQCL.TO is actively managed. Over the past year, MART.TO returned -1.21% vs 43.99% for QQCL.TO. At a 0.00 correlation, their price movements are largely independent. MART.TO charges 0.35%/yr vs 0.85%/yr for QQCL.TO.
Performance
MART.TO vs. QQCL.TO - Performance Comparison
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Returns By Period
In the year-to-date period, MART.TO achieves a -3.21% return, which is significantly lower than QQCL.TO's 20.85% return.
MART.TO
- 1D
- 1.38%
- 1M
- 1.51%
- YTD
- -3.21%
- 6M
- -2.52%
- 1Y
- -1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQCL.TO
- 1D
- 0.47%
- 1M
- 12.39%
- YTD
- 20.85%
- 6M
- 17.94%
- 1Y
- 43.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MART.TO vs. QQCL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MART.TO Global X Equal Weight Canadian Groceries & Staples Index ETF | -3.21% | 18.73% | 1.89% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 20.85% | 13.10% | 3.78% |
Correlation
The correlation between MART.TO and QQCL.TO is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.00 |
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Return for Risk
MART.TO vs. QQCL.TO — Risk / Return Rank
MART.TO
QQCL.TO
MART.TO vs. QQCL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Groceries & Staples Index ETF (MART.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.
| MART.TO | QQCL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.51 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 4.14 | -4.27 |
| Martin ratioReturn relative to average drawdown | -0.25 | 15.49 | -15.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MART.TO | QQCL.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 2.81 | -2.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.52 | -0.85 |
Drawdowns
MART.TO vs. QQCL.TO - Drawdown Comparison
The maximum MART.TO drawdown since its inception was -9.38%, smaller than the maximum QQCL.TO drawdown of -25.63%. Use the drawdown chart below to compare losses from any high point for MART.TO and QQCL.TO.
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Drawdown Indicators
| MART.TO | QQCL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.38% | -25.63% | +16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -10.68% | +1.30% |
Current DrawdownCurrent decline from peak | -6.89% | 0.00% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -3.32% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 2.85% | +1.95% |
Volatility
MART.TO vs. QQCL.TO - Volatility Comparison
The current volatility for Global X Equal Weight Canadian Groceries & Staples Index ETF (MART.TO) is 3.75%, while Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) has a volatility of 4.30%. This indicates that MART.TO experiences smaller price fluctuations and is considered to be less risky 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
| MART.TO | QQCL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.30% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 12.58% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 15.74% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 20.38% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 20.38% | -4.37% |
MART.TO vs. QQCL.TO - Expense Ratio Comparison
MART.TO has a 0.35% expense ratio, which is lower than QQCL.TO's 0.85% expense ratio.
Dividends
MART.TO vs. QQCL.TO - Dividend Comparison
MART.TO's dividend yield for the trailing twelve months is around 0.27%, less than QQCL.TO's 13.15% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MART.TO Global X Equal Weight Canadian Groceries & Staples Index ETF | 0.27% | 0.26% | 0.00% | 0.00% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 13.15% | 14.54% | 11.87% | 3.68% |
Frequently Asked Questions
MART.TO and QQCL.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MART.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MART.TO is cheaper with a 0.35% expense ratio, compared with 0.85% for QQCL.TO.
MART.TO is categorized as Consumer Staples Equities, while QQCL.TO is Nasdaq-100. Their fees differ too: 0.35% for MART.TO and 0.85% for QQCL.TO.
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