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QBTL.TO vs. FCLS.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTL.TO vs. FCLS.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in AGF US Market Neutral Anti-Beta CAD-Hedged ETF (QBTL.TO) and Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QBTL.TO achieves a -15.06% return, which is significantly lower than FCLS.NEO's 6.53% return.


QBTL.TO

1D
0.78%
1M
6.72%
6M
-13.58%
YTD
-15.06%
1Y
-26.30%
3Y*
-9.01%
5Y*
-4.83%
10Y*
ALL TIME*
-7.98%

FCLS.NEO

1D
0.00%
1M
0.55%
6M
4.18%
YTD
6.53%
1Y
16.15%
3Y*
5Y*
10Y*
ALL TIME*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$7.59KCA$6.88KCA$11.81K
CA$48.21KCA$82.83KCA$92.70K

QBTL.TO vs. FCLS.NEO - Yearly Performance Comparison


2026 (YTD)20252024
QBTL.TO
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
-15.06%-21.84%3.80%
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
6.53%18.33%17.30%

Correlation

The correlation between QBTL.TO and FCLS.NEO is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.24

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

-0.29

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Return for Risk

QBTL.TO vs. FCLS.NEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QBTL.TO
QBTL.TO Risk / Return Rank: 22
Overall Rank
QBTL.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QBTL.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
QBTL.TO Omega Ratio Rank: 22
Omega Ratio Rank
QBTL.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
QBTL.TO Martin Ratio Rank: 33
Martin Ratio Rank

FCLS.NEO
FCLS.NEO Risk / Return Rank: 3939
Overall Rank
FCLS.NEO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FCLS.NEO Sortino Ratio Rank: 3737
Sortino Ratio Rank
FCLS.NEO Omega Ratio Rank: 4949
Omega Ratio Rank
FCLS.NEO Calmar Ratio Rank: 3434
Calmar Ratio Rank
FCLS.NEO Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QBTL.TO vs. FCLS.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF US Market Neutral Anti-Beta CAD-Hedged ETF (QBTL.TO) and Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO). 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.


QBTL.TOFCLS.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.84

1.25

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.68

1.24

-1.92

Martin ratioReturn relative to average drawdown

-1.22

4.94

-6.15

QBTL.TO vs. FCLS.NEO - Sharpe Ratio Comparison

The current QBTL.TO Sharpe Ratio is -1.02, which is lower than the FCLS.NEO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QBTL.TO and FCLS.NEO, 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

QBTL.TO vs. FCLS.NEO - Drawdown Comparison

The maximum QBTL.TO drawdown since its inception was -54.72%, which is greater than FCLS.NEO's maximum drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for QBTL.TO and FCLS.NEO.


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Drawdown Indicators


QBTL.TOFCLS.NEODifference

Max Drawdown

Largest peak-to-trough decline

-54.72%

-14.39%

-40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-36.08%

-12.39%

-23.69%

Max Drawdown (3Y)

Largest decline over 3 years

-49.31%

Max Drawdown (5Y)

Largest decline over 5 years

-49.31%

Current Drawdown

Current decline from peak

-48.87%

-2.78%

-46.09%

Average Drawdown

Average peak-to-trough decline

-25.32%

-2.13%

-23.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.18%

3.11%

+17.07%

Volatility

QBTL.TO vs. FCLS.NEO - Volatility Comparison

AGF US Market Neutral Anti-Beta CAD-Hedged ETF (QBTL.TO) has a higher volatility of 7.40% compared to Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) at 3.37%. This indicates that QBTL.TO's price experiences larger fluctuations and is considered to be riskier than FCLS.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTL.TOFCLS.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.40%

3.37%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.57%

13.43%

+5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

15.84%

+8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

13.91%

+6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.03%

13.91%

+6.12%

QBTL.TO vs. FCLS.NEO - Expense Ratio Comparison

QBTL.TO has a 0.55% expense ratio, which is lower than FCLS.NEO's 1.27% expense ratio.


Dividends

QBTL.TO vs. FCLS.NEO - Dividend Comparison

QBTL.TO has not paid dividends to shareholders, while FCLS.NEO's dividend yield for the trailing twelve months is around 0.61%.


PositionTTM2025202420232022202120202019
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
0.61%0.65%0.00%0.00%0.00%0.00%0.00%0.00%
QBTL.TO
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
0.00%0.00%0.00%0.00%3.09%0.00%6.68%0.16%

Frequently Asked Questions


QBTL.TO and FCLS.NEO have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QBTL.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QBTL.TO is cheaper with a 0.55% expense ratio, compared with 1.27% for FCLS.NEO.

QBTL.TO is categorized as Equity Market Neutral, while FCLS.NEO is Long-Short. They also come from different issuers: AGF and Fidelity. Their fees differ too: 0.55% for QBTL.TO and 1.27% for FCLS.NEO.

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