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

Performance

PXS.TO vs. QQCI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco RAFI U.S. Index ETF II CAD (PXS.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, PXS.TO achieves a 17.13% return, which is significantly higher than QQCI.TO's 16.15% return.


PXS.TO

1D
0.02%
1M
5.04%
YTD
17.13%
6M
18.30%
1Y
36.32%
3Y*
22.47%
5Y*
15.63%
10Y*
14.57%

QQCI.TO

1D
-0.93%
1M
4.80%
YTD
16.15%
6M
17.18%
1Y
34.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
PXS.TO
Invesco RAFI U.S. Index ETF II CAD
17.13%13.64%8.88%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
16.15%12.64%11.81%

Correlation

The correlation between PXS.TO and QQCI.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.35

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Return for Risk

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

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

PXS.TO
PXS.TO Risk / Return Rank: 9595
Overall Rank
PXS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PXS.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
PXS.TO Omega Ratio Rank: 9494
Omega Ratio Rank
PXS.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
PXS.TO Martin Ratio Rank: 9595
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: 8282
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 8383
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI U.S. Index ETF II CAD (PXS.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.


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

+0.80

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.66

1.47

+0.19

Calmar ratioReturn relative to maximum drawdown

7.58

4.59

+2.99

Martin ratioReturn relative to average drawdown

27.00

15.92

+11.08

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

The current PXS.TO Sharpe Ratio is 3.36, which is higher than the QQCI.TO Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of PXS.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

PXS.TO vs. QQCI.TO - Drawdown Comparison

The maximum PXS.TO drawdown since its inception was -31.87%, which is greater than QQCI.TO's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for PXS.TO and QQCI.TO.


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Drawdown Indicators


PXS.TOQQCI.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.87%

-18.95%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.88%

-7.62%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

Max Drawdown (10Y)

Largest decline over 10 years

-31.87%

Current Drawdown

Current decline from peak

0.00%

-0.93%

+0.93%

Average Drawdown

Average peak-to-trough decline

-3.36%

-3.07%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.19%

-0.82%

Volatility

PXS.TO vs. QQCI.TO - Volatility Comparison

The current volatility for Invesco RAFI U.S. Index ETF II CAD (PXS.TO) is 3.93%, while Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) has a volatility of 5.12%. This indicates that PXS.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


PXS.TOQQCI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

5.12%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

10.27%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

13.67%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

15.74%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

15.74%

-0.46%

Dividends

PXS.TO vs. QQCI.TO - Dividend Comparison

PXS.TO's dividend yield for the trailing twelve months is around 1.23%, less than QQCI.TO's 8.59% yield.


PositionTTM20252024202320222021202020192018201720162015
PXS.TO
Invesco RAFI U.S. Index ETF II CAD
1.23%1.49%1.53%1.53%1.80%1.51%2.51%1.91%1.84%1.50%1.62%1.40%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
8.59%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


PXS.TO and QQCI.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXS.TO is categorized as Large Cap Value Equities, while QQCI.TO is Nasdaq-100. PXS.TO tracks RAFI Fundamental Select US 1000 Index, while QQCI.TO tracks NASDAQ-100 Index.

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