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QBTL.TO vs. HDGE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTL.TO vs. HDGE.TO - 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 Accelerate Absolute Return Fund (HDGE.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, QBTL.TO achieves a -15.06% return, which is significantly lower than HDGE.TO's 1.64% 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%

HDGE.TO

1D
1.98%
1M
2.73%
6M
3.78%
YTD
1.64%
1Y
6.43%
3Y*
9.06%
5Y*
14.17%
10Y*
ALL TIME*
6.76%
*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$5.10KCA$9.90KCA$12.56K
CA$48.21KCA$82.83KCA$92.70K

QBTL.TO vs. HDGE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QBTL.TO
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
-15.06%-21.84%12.22%-15.56%21.08%-8.37%-12.51%-7.06%
HDGE.TO
Accelerate Absolute Return Fund
1.64%3.68%22.91%3.36%15.47%27.57%-20.14%4.11%

Correlation

The correlation between QBTL.TO and HDGE.TO is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.00

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2019

0.03

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Return for Risk

QBTL.TO vs. HDGE.TO — 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

HDGE.TO
HDGE.TO Risk / Return Rank: 2323
Overall Rank
HDGE.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
HDGE.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
HDGE.TO Omega Ratio Rank: 2222
Omega Ratio Rank
HDGE.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
HDGE.TO Martin Ratio Rank: 2525
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. HDGE.TO - 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 Accelerate Absolute Return Fund (HDGE.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.


QBTL.TOHDGE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

0.84

1.10

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.68

0.77

-1.45

Martin ratioReturn relative to average drawdown

-1.22

2.06

-3.27

QBTL.TO vs. HDGE.TO - Sharpe Ratio Comparison

The current QBTL.TO Sharpe Ratio is -1.02, which is lower than the HDGE.TO Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of QBTL.TO and HDGE.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

QBTL.TO vs. HDGE.TO - Drawdown Comparison

The maximum QBTL.TO drawdown since its inception was -54.72%, which is greater than HDGE.TO's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for QBTL.TO and HDGE.TO.


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Drawdown Indicators


QBTL.TOHDGE.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.72%

-29.81%

-24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-36.08%

-9.07%

-27.01%

Max Drawdown (3Y)

Largest decline over 3 years

-49.31%

-12.20%

-37.11%

Max Drawdown (5Y)

Largest decline over 5 years

-49.31%

-13.69%

-35.62%

Current Drawdown

Current decline from peak

-48.87%

-2.95%

-45.92%

Average Drawdown

Average peak-to-trough decline

-25.32%

-8.57%

-16.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.18%

3.39%

+16.79%

Volatility

QBTL.TO vs. HDGE.TO - Volatility Comparison

AGF US Market Neutral Anti-Beta CAD-Hedged ETF (QBTL.TO) has a higher volatility of 7.40% compared to Accelerate Absolute Return Fund (HDGE.TO) at 3.41%. This indicates that QBTL.TO's price experiences larger fluctuations and is considered to be riskier than HDGE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTL.TOHDGE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.40%

3.41%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.57%

10.78%

+7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

14.03%

+10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

16.45%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.03%

17.26%

+2.77%

QBTL.TO vs. HDGE.TO - Expense Ratio Comparison

QBTL.TO has a 0.55% expense ratio, which is lower than HDGE.TO's 3.95% expense ratio.


Dividends

QBTL.TO vs. HDGE.TO - Dividend Comparison

QBTL.TO has not paid dividends to shareholders, while HDGE.TO's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM2025202420232022202120202019
HDGE.TO
Accelerate Absolute Return Fund
1.44%1.45%1.48%2.10%2.14%2.05%3.01%0.99%
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 HDGE.TO have a correlation of -0.00, 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 3.95% for HDGE.TO.

QBTL.TO is categorized as Equity Market Neutral, while HDGE.TO is Long-Short. They also come from different issuers: AGF and Accelerate Financial Technologies Inc.. Their fees differ too: 0.55% for QBTL.TO and 3.95% for HDGE.TO.

Portfolio Optimizer

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