PortfoliosLab logoPortfoliosLab logo
QDAY.NEO vs. QQCI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDAY.NEO vs. QQCI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDAY.NEO achieves a 30.22% return, which is significantly higher than QQCI.TO's 16.78% return.


QDAY.NEO

1D
6.39%
1M
2.14%
6M
31.70%
YTD
30.22%
1Y
47.32%
3Y*
5Y*
10Y*
ALL TIME*
46.34%

QQCI.TO

1D
4.27%
1M
-0.13%
6M
16.86%
YTD
16.78%
1Y
29.39%
3Y*
5Y*
10Y*
ALL TIME*
21.78%
*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$429.00KCA$183.86KCA$63.29K
CA$127.06KCA$114.04KCA$155.19K

QDAY.NEO vs. QQCI.TO - Yearly Performance Comparison


Correlation

The correlation between QDAY.NEO and QQCI.TO is 0.85, meaning they have usually moved in the same direction, including during past declines.


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

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.85

The correlation between QDAY.NEO and QQCI.TO has been stable across timeframes, ranging from 0.85 to 0.85 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QDAY.NEO vs. QQCI.TO — Risk / Return Rank

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

QDAY.NEO
QDAY.NEO Risk / Return Rank: 6262
Overall Rank
QDAY.NEO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QDAY.NEO Sortino Ratio Rank: 6363
Sortino Ratio Rank
QDAY.NEO Omega Ratio Rank: 6666
Omega Ratio Rank
QDAY.NEO Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDAY.NEO Martin Ratio Rank: 5151
Martin Ratio Rank

QQCI.TO
QQCI.TO Risk / Return Rank: 7777
Overall Rank
QQCI.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 7373
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 7979
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.

QDAY.NEO vs. QQCI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) 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.


QDAY.NEOQQCI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

2.47

3.48

-1.01

Martin ratioReturn relative to average drawdown

6.57

11.50

-4.92

QDAY.NEO vs. QQCI.TO - Sharpe Ratio Comparison

The current QDAY.NEO Sharpe Ratio is 1.81, which is comparable to the QQCI.TO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of QDAY.NEO 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.


Loading charts...

Drawdowns

QDAY.NEO vs. QQCI.TO - Drawdown Comparison

The maximum QDAY.NEO drawdown since its inception was -19.44%, roughly equal to the maximum QQCI.TO drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for QDAY.NEO and QQCI.TO.


Loading charts...

Drawdown Indicators


QDAY.NEOQQCI.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.44%

-18.95%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-19.44%

-8.48%

-10.96%

Current Drawdown

Current decline from peak

-1.96%

-1.82%

-0.14%

Average Drawdown

Average peak-to-trough decline

-5.15%

-3.07%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.27%

2.56%

+4.71%

Volatility

QDAY.NEO vs. QQCI.TO - Volatility Comparison

Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) has a higher volatility of 10.38% compared to Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) at 6.46%. This indicates that QDAY.NEO's price experiences larger fluctuations and is considered to be riskier than QQCI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDAY.NEOQQCI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

6.46%

+3.92%

Volatility (6M)

Calculated over the trailing 6-month period

21.71%

12.18%

+9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.57%

15.41%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.18%

16.18%

+10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.18%

16.18%

+10.00%

QDAY.NEO vs. QQCI.TO - Expense Ratio Comparison

QDAY.NEO has a 0.85% expense ratio, which is higher than QQCI.TO's 0.21% expense ratio.


Dividends

QDAY.NEO vs. QQCI.TO - Dividend Comparison

QDAY.NEO's dividend yield for the trailing twelve months is around 16.94%, more than QQCI.TO's 8.94% yield.


PositionTTM20252024
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
16.94%8.78%0.00%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
8.94%9.34%3.17%

Frequently Asked Questions


QDAY.NEO and QQCI.TO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQCI.TO is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQCI.TO is cheaper with a 0.21% expense ratio, compared with 0.85% for QDAY.NEO.

QDAY.NEO is categorized as Derivative Income, while QQCI.TO is Nasdaq-100. They also come from different issuers: Hamilton and CI. Their fees differ too: 0.85% for QDAY.NEO and 0.21% for QQCI.TO.

Portfolio Optimizer

Find the right allocation for QDAY.NEO and QQCI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer