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PSB.TO vs. QQCI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSB.TO vs. QQCI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and Invesco NASDAQ 100 Income Advantage ETF (QQCI.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, PSB.TO achieves a 1.49% return, which is significantly lower than QQCI.TO's 16.93% return.


PSB.TO

1D
0.11%
1M
0.21%
6M
1.49%
YTD
1.49%
1Y
3.77%
3Y*
6.00%
5Y*
2.96%
10Y*
2.68%

QQCI.TO

1D
1.10%
1M
0.79%
6M
17.45%
YTD
16.93%
1Y
31.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSB.TO vs. QQCI.TO - Yearly Performance Comparison


Correlation

The correlation between PSB.TO and QQCI.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2024

0.13

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Return for Risk

PSB.TO vs. QQCI.TO — Risk / Return Rank

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

PSB.TO
PSB.TO Risk / Return Rank: 5252
Overall Rank
PSB.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 4545
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 5757
Martin Ratio Rank

QQCI.TO
QQCI.TO Risk / Return Rank: 8484
Overall Rank
QQCI.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 8383
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 8585
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.

PSB.TO vs. QQCI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and Invesco NASDAQ 100 Income Advantage ETF (QQCI.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.


PSB.TOQQCI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.25

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

2.74

4.16

-1.43

Martin ratioReturn relative to average drawdown

8.23

14.27

-6.04

PSB.TO vs. QQCI.TO - Sharpe Ratio Comparison

The current PSB.TO Sharpe Ratio is 1.37, which is lower than the QQCI.TO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PSB.TO and QQCI.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

PSB.TO vs. QQCI.TO - Drawdown Comparison

The maximum PSB.TO drawdown since its inception was -13.24%, smaller than the maximum QQCI.TO drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for PSB.TO and QQCI.TO.


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Drawdown Indicators


PSB.TOQQCI.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-18.95%

+5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-7.62%

+6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-13.24%

Current Drawdown

Current decline from peak

-0.23%

-1.69%

+1.46%

Average Drawdown

Average peak-to-trough decline

-1.00%

-3.03%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

2.22%

-1.76%

Volatility

PSB.TO vs. QQCI.TO - Volatility Comparison

The current volatility for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) is 0.61%, while Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) has a volatility of 6.48%. This indicates that PSB.TO experiences smaller price fluctuations and is considered to be less risky than QQCI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSB.TOQQCI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

6.48%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

11.03%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

14.25%

-11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

15.87%

-12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

15.87%

-11.02%

Dividends

PSB.TO vs. QQCI.TO - Dividend Comparison

PSB.TO's dividend yield for the trailing twelve months is around 3.21%, less than QQCI.TO's 8.75% yield.


PositionTTM20252024202320222021202020192018201720162015
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.21%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
8.75%9.34%3.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PSB.TO and QQCI.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSB.TO is categorized as Corporate Bonds, while QQCI.TO is Nasdaq-100. PSB.TO tracks FTSE Canada Investment Grade 1-5 Year Laddered Corporate Bond Index, while QQCI.TO tracks NASDAQ-100 Index.

Portfolio Optimizer

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