MON100.NS vs. QQC-F.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Motilal Oswal NASDAQ 100 ETF (MON100.NS) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).

MON100.NS and QQC-F.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MON100.NS is a passively managed fund by Motilal Oswal that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 29, 2011. QQC-F.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. Both MON100.NS and QQC-F.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MON100.NS vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motilal Oswal NASDAQ 100 ETF (MON100.NS) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

MON100.NS vs. QQC-F.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MON100.NS Motilal Oswal NASDAQ 100 ETF	2.62%	8.64%	56.36%	53.45%	-26.09%	30.21%	50.75%	39.89%	-9.38%	36.62%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	-6.58%	24.09%	14.38%	56.29%	-37.87%	28.09%	47.94%	44.50%	-9.82%	41.05%

Different Trading Currencies

MON100.NS is traded in USD, while QQC-F.TO is traded in CAD. To make them comparable, the QQC-F.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MON100.NS achieves a 2.62% return, which is significantly higher than QQC-F.TO's -6.58% return. Over the past 10 years, MON100.NS has outperformed QQC-F.TO with an annualized return of 23.33%, while QQC-F.TO has yielded a comparatively lower 16.74% annualized return.

MON100.NS

• 1D: 2.79%
• 1M: 6.99%
• YTD: 2.62%
• 6M: 7.51%
• 1Y: 32.17%
• 3Y*: 31.68%
• 5Y*: 20.17%
• 10Y*: 23.33%

QQC-F.TO

• 1D: 1.14%
• 1M: -5.53%
• YTD: -6.58%
• 6M: -3.84%
• 1Y: 24.85%
• 3Y*: 19.81%
• 5Y*: 9.42%
• 10Y*: 16.74%

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

MON100.NS vs. QQC-F.TO - Expense Ratio Comparison

MON100.NS has a 0.58% expense ratio, which is higher than QQC-F.TO's 0.20% expense ratio.

MON100.NS

Motilal Oswal NASDAQ 100 ETF

QQC-F.TO

Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

MON100.NS vs. QQC-F.TO — Risk / Return Rank

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

MON100.NS

MON100.NS Risk / Return Rank: 72
MON100.NS Sharpe Ratio Rank: 81
MON100.NS Sortino Ratio Rank: 85
MON100.NS Omega Ratio Rank: 79
MON100.NS Calmar Ratio Rank: 73
MON100.NS Martin Ratio Rank: 44

QQC-F.TO

QQC-F.TO Risk / Return Rank: 56
QQC-F.TO Sharpe Ratio Rank: 51
QQC-F.TO Sortino Ratio Rank: 56
QQC-F.TO Omega Ratio Rank: 54
QQC-F.TO Calmar Ratio Rank: 63
QQC-F.TO Martin Ratio Rank: 58

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.

MON100.NS vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motilal Oswal NASDAQ 100 ETF (MON100.NS) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.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.

	MON100.NS	QQC-F.TO	Difference
Sharpe ratio Return per unit of total volatility	1.61	1.05	+0.56
Sortino ratio Return per unit of downside risk	2.36	1.70	+0.66
Omega ratio Gain probability vs. loss probability	1.31	1.23	+0.08
Calmar ratio Return relative to maximum drawdown	2.01	1.83	+0.19
Martin ratio Return relative to average drawdown	4.37	7.18	-2.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MON100.NS vs. QQC-F.TO - Sharpe Ratio Comparison

The current MON100.NS Sharpe Ratio is 1.61, which is higher than the QQC-F.TO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MON100.NS and QQC-F.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.

Sharpe Ratios by Period

	MON100.NS	QQC-F.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.05	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	0.37	+0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.03	0.65	+0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.61	+0.33

Correlation

The correlation between MON100.NS and QQC-F.TO is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MON100.NS vs. QQC-F.TO - Dividend Comparison

Neither MON100.NS nor QQC-F.TO has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MON100.NS Motilal Oswal NASDAQ 100 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%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.00%	0.09%	0.50%	0.57%	0.89%	0.66%	0.49%	0.64%	0.77%	0.66%	0.81%	0.76%

Drawdowns

MON100.NS vs. QQC-F.TO - Drawdown Comparison

The maximum MON100.NS drawdown since its inception was -36.27%, smaller than the maximum QQC-F.TO drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for MON100.NS and QQC-F.TO.

Drawdown Indicators

	MON100.NS	QQC-F.TO	Difference
Max Drawdown Largest peak-to-trough decline	-36.27%	-36.03%	-0.24%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	-13.16%	+0.10%
Max Drawdown (5Y) Largest decline over 5 years	-28.34%	-36.03%	+7.69%
Max Drawdown (10Y) Largest decline over 10 years	-36.27%	-36.03%	-0.24%
Current Drawdown Current decline from peak	-4.57%	-9.00%	+4.43%
Average Drawdown Average peak-to-trough decline	-7.33%	-5.55%	-1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.41%	3.76%	+2.65%

Volatility

MON100.NS vs. QQC-F.TO - Volatility Comparison

Motilal Oswal NASDAQ 100 ETF (MON100.NS) has a higher volatility of 9.18% compared to Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) at 7.27%. This indicates that MON100.NS's price experiences larger fluctuations and is considered to be riskier than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MON100.NS	QQC-F.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.18%	7.27%	+1.91%
Volatility (6M) Calculated over the trailing 6-month period	16.26%	13.98%	+2.28%
Volatility (1Y) Calculated over the trailing 1-year period	20.56%	23.76%	-3.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.24%	25.72%	-5.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.07%	25.69%	-2.62%