META.TO vs. XQQ.TO

Last updated Jun 6, 2026

META.TO (Meta CDR (CAD Hedged)) is a stock, while XQQ.TO (iShares NASDAQ 100 Index ETF (CAD-Hedged)) is Nasdaq-100 fund tracking the Morningstar US Market TR CAD.

Performance

META.TO vs. XQQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Meta CDR (CAD Hedged) (META.TO) and iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

META.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XQQ.TO

• 1D: -4.70%
• 1M: 1.42%
• YTD: 13.57%
• 6M: 9.06%
• 1Y: 29.25%
• 3Y*: 23.66%
• 5Y*: 14.09%
• 10Y*: 19.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

META.TO vs. XQQ.TO — Risk / Return Rank

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

XQQ.TO

XQQ.TO Risk / Return Rank: 50
XQQ.TO Sharpe Ratio Rank: 56
XQQ.TO Sortino Ratio Rank: 51
XQQ.TO Omega Ratio Rank: 55
XQQ.TO Calmar Ratio Rank: 44
XQQ.TO Martin Ratio Rank: 45

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.

META.TO vs. XQQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta CDR (CAD Hedged) (META.TO) and iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	META.TO	XQQ.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Drawdowns

Drawdown Indicators

	META.TO	XQQ.TO	Difference
Max Drawdown Largest peak-to-trough decline	—	-38.25%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-14.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.25%	—
Current Drawdown Current decline from peak	—	-5.47%	—
Average Drawdown Average peak-to-trough decline	—	-5.96%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.36%	—

Volatility

Volatility by Period

	META.TO	XQQ.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.73%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.65%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.47%	—

Dividends

META.TO vs. XQQ.TO - Dividend Comparison

META.TO has not paid dividends to shareholders, while XQQ.TO's dividend yield for the trailing twelve months is around 0.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
META.TO Meta CDR (CAD Hedged)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged)	0.22%	0.25%	0.67%	0.93%	1.27%	0.52%	0.80%	1.44%	1.61%	1.64%	2.35%	1.93%