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QCN.TO vs. GDXU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCN.TO vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mackenzie Canadian Equity Index ETF (QCN.TO) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). The values are adjusted to include any dividend payments, if applicable.

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QCN.TO vs. GDXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QCN.TO
Mackenzie Canadian Equity Index ETF
4.40%31.83%21.95%11.28%-5.45%24.65%1.21%
GDXU
MicroSectors Gold Miners 3X Leveraged ETN
-4.90%755.35%-11.61%-23.09%-60.17%-55.34%3.81%
Different Trading Currencies

QCN.TO is traded in CAD, while GDXU is traded in USD. To make them comparable, the GDXU values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QCN.TO achieves a 4.40% return, which is significantly higher than GDXU's -4.90% return.


QCN.TO

1D
0.59%
1M
-4.48%
YTD
4.40%
6M
10.59%
1Y
34.71%
3Y*
21.40%
5Y*
15.34%
10Y*

GDXU

1D
13.46%
1M
-50.72%
YTD
-4.90%
6M
8.61%
1Y
276.74%
3Y*
64.84%
5Y*
8.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCN.TO vs. GDXU - Expense Ratio Comparison

QCN.TO has a 0.04% expense ratio, which is lower than GDXU's 0.95% expense ratio.


Return for Risk

QCN.TO vs. GDXU — Risk / Return Rank

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

QCN.TO
QCN.TO Risk / Return Rank: 9393
Overall Rank
QCN.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QCN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
QCN.TO Omega Ratio Rank: 9494
Omega Ratio Rank
QCN.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
QCN.TO Martin Ratio Rank: 9393
Martin Ratio Rank

GDXU
GDXU Risk / Return Rank: 8989
Overall Rank
GDXU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 8686
Sortino Ratio Rank
GDXU Omega Ratio Rank: 8585
Omega Ratio Rank
GDXU Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDXU Martin Ratio Rank: 8787
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.

QCN.TO vs. GDXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie Canadian Equity Index ETF (QCN.TO) and MicroSectors Gold Miners 3X Leveraged ETN (GDXU). 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.


QCN.TOGDXUDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.02

+0.25

Sortino ratio

Return per unit of downside risk

2.88

2.35

+0.53

Omega ratio

Gain probability vs. loss probability

1.45

1.34

+0.11

Calmar ratio

Return relative to maximum drawdown

3.30

3.70

-0.41

Martin ratio

Return relative to average drawdown

14.55

10.40

+4.15

QCN.TO vs. GDXU - Sharpe Ratio Comparison

The current QCN.TO Sharpe Ratio is 2.27, which is comparable to the GDXU Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of QCN.TO and GDXU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QCN.TOGDXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.02

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

0.08

+1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.00

+0.78

Correlation

The correlation between QCN.TO and GDXU is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QCN.TO vs. GDXU - Dividend Comparison

QCN.TO's dividend yield for the trailing twelve months is around 2.08%, while GDXU has not paid dividends to shareholders.


TTM20252024202320222021202020192018
QCN.TO
Mackenzie Canadian Equity Index ETF
2.08%2.19%2.74%3.37%3.26%2.45%3.02%3.07%2.73%
GDXU
MicroSectors Gold Miners 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QCN.TO vs. GDXU - Drawdown Comparison

The maximum QCN.TO drawdown since its inception was -36.90%, smaller than the maximum GDXU drawdown of -93.99%. Use the drawdown chart below to compare losses from any high point for QCN.TO and GDXU.


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Drawdown Indicators


QCN.TOGDXUDifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-94.39%

+57.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-73.16%

+62.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-93.34%

+77.04%

Current Drawdown

Current decline from peak

-4.48%

-56.42%

+51.94%

Average Drawdown

Average peak-to-trough decline

-3.70%

-69.97%

+66.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

26.08%

-23.65%

Volatility

QCN.TO vs. GDXU - Volatility Comparison

The current volatility for Mackenzie Canadian Equity Index ETF (QCN.TO) is 5.92%, while MicroSectors Gold Miners 3X Leveraged ETN (GDXU) has a volatility of 52.69%. This indicates that QCN.TO experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCN.TOGDXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

52.69%

-46.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

121.07%

-109.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

138.29%

-122.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

105.96%

-92.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

106.01%

-90.18%