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QBTC.TO vs. HDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTC.TO vs. HDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in The Bitcoin Fund (QBTC.TO) and Hamilton Enhanced Canadian Covered Call ETF (HDIV.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, QBTC.TO achieves a -34.60% return, which is significantly lower than HDIV.TO's 18.53% return.


QBTC.TO

1D
-3.77%
1M
-20.26%
YTD
-34.60%
6M
-35.49%
1Y
-44.97%
3Y*
23.08%
5Y*
10.25%
10Y*

HDIV.TO

1D
0.22%
1M
1.78%
YTD
18.53%
6M
17.93%
1Y
45.02%
3Y*
28.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTC.TO vs. HDIV.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QBTC.TO
The Bitcoin Fund
-34.60%-13.99%135.40%170.25%-65.85%56.70%
HDIV.TO
Hamilton Enhanced Canadian Covered Call ETF
18.53%33.87%23.15%13.91%-2.53%9.13%

Correlation

The correlation between QBTC.TO and HDIV.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2021

0.31

The correlation between QBTC.TO and HDIV.TO shifts across timeframes, from 0.28 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QBTC.TO vs. HDIV.TO — Risk / Return Rank

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

QBTC.TO
QBTC.TO Risk / Return Rank: 88
Overall Rank
QBTC.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
QBTC.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
QBTC.TO Omega Ratio Rank: 88
Omega Ratio Rank
QBTC.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
QBTC.TO Martin Ratio Rank: 99
Martin Ratio Rank

HDIV.TO
HDIV.TO Risk / Return Rank: 9595
Overall Rank
HDIV.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HDIV.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HDIV.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HDIV.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
HDIV.TO Martin Ratio Rank: 9595
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.

QBTC.TO vs. HDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bitcoin Fund (QBTC.TO) and Hamilton Enhanced Canadian Covered Call ETF (HDIV.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.


QBTC.TOHDIV.TODifference
Sharpe ratioReturn per unit of total volatility

-4.50

Sortino ratioReturn per unit of downside risk

-5.96

Omega ratioGain probability vs. loss probability

0.83

1.63

-0.80

Calmar ratioReturn relative to maximum drawdown

-0.81

5.18

-5.99

Martin ratioReturn relative to average drawdown

-1.41

24.68

-26.09

QBTC.TO vs. HDIV.TO - Sharpe Ratio Comparison

The current QBTC.TO Sharpe Ratio is -1.03, which is lower than the HDIV.TO Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of QBTC.TO and HDIV.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

QBTC.TO vs. HDIV.TO - Drawdown Comparison

The maximum QBTC.TO drawdown since its inception was -78.06%, which is greater than HDIV.TO's maximum drawdown of -22.32%. Use the drawdown chart below to compare losses from any high point for QBTC.TO and HDIV.TO.


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Drawdown Indicators


QBTC.TOHDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.06%

-22.32%

-55.74%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-8.73%

-46.78%

Max Drawdown (3Y)

Largest decline over 3 years

-55.51%

-14.58%

-40.93%

Max Drawdown (5Y)

Largest decline over 5 years

-78.06%

Current Drawdown

Current decline from peak

-55.51%

-0.58%

-54.93%

Average Drawdown

Average peak-to-trough decline

-31.79%

-4.18%

-27.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.01%

1.83%

+30.18%

Volatility

QBTC.TO vs. HDIV.TO - Volatility Comparison

The Bitcoin Fund (QBTC.TO) has a higher volatility of 13.19% compared to Hamilton Enhanced Canadian Covered Call ETF (HDIV.TO) at 4.29%. This indicates that QBTC.TO's price experiences larger fluctuations and is considered to be riskier than HDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTC.TOHDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.19%

4.29%

+8.90%

Volatility (6M)

Calculated over the trailing 6-month period

34.98%

10.86%

+24.12%

Volatility (1Y)

Calculated over the trailing 1-year period

43.73%

13.04%

+30.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.73%

15.60%

+37.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.27%

15.60%

+42.67%

Dividends

QBTC.TO vs. HDIV.TO - Dividend Comparison

QBTC.TO has not paid dividends to shareholders, while HDIV.TO's dividend yield for the trailing twelve months is around 9.31%.


PositionTTM20252024202320222021
HDIV.TO
Hamilton Enhanced Canadian Covered Call ETF
9.31%10.09%11.38%10.41%9.64%3.37%
QBTC.TO
The Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QBTC.TO and HDIV.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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