QDAY.NEO vs. XQQ.TO
Compare and contrast key facts about Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO).
QDAY.NEO and XQQ.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDAY.NEO is an actively managed fund by Hamilton Capital. It was launched on Jul 14, 2025. XQQ.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on May 3, 2011.
Performance
QDAY.NEO vs. XQQ.TO - Performance Comparison
Loading graphics...
QDAY.NEO vs. XQQ.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | -11.66% | 9.17% |
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged) | -5.44% | 9.70% |
Returns By Period
In the year-to-date period, QDAY.NEO achieves a -11.66% return, which is significantly lower than XQQ.TO's -5.44% return.
QDAY.NEO
- 1D
- 1.64%
- 1M
- -3.87%
- YTD
- -11.66%
- 6M
- -15.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XQQ.TO
- 1D
- 1.10%
- 1M
- -4.10%
- YTD
- -5.44%
- 6M
- -4.10%
- 1Y
- 21.49%
- 3Y*
- 20.76%
- 5Y*
- 10.69%
- 10Y*
- 16.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QDAY.NEO vs. XQQ.TO - Expense Ratio Comparison
QDAY.NEO has a 0.85% expense ratio, which is higher than XQQ.TO's 0.39% expense ratio.
Return for Risk
QDAY.NEO vs. XQQ.TO — Risk / Return Rank
QDAY.NEO
XQQ.TO
QDAY.NEO vs. XQQ.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading graphics...
Sharpe Ratios by Period
| QDAY.NEO | XQQ.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.97 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | -1.31 | +1.10 |
Correlation
The correlation between QDAY.NEO and XQQ.TO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QDAY.NEO vs. XQQ.TO - Dividend Comparison
QDAY.NEO's dividend yield for the trailing twelve months is around 5.37%, more than XQQ.TO's 0.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 5.37% | 4.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged) | 0.27% | 0.25% | 0.32% | 0.31% | 0.43% | 0.17% | 0.26% | 0.46% | 0.52% | 0.53% | 0.76% | 0.62% |
Drawdowns
QDAY.NEO vs. XQQ.TO - Drawdown Comparison
The maximum QDAY.NEO drawdown since its inception was -25.46%, smaller than the maximum XQQ.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QDAY.NEO and XQQ.TO.
Loading graphics...
Drawdown Indicators
| QDAY.NEO | XQQ.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -100.00% | +74.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.55% | — |
Current DrawdownCurrent decline from peak | -21.83% | -99.98% | +78.15% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -99.99% | +92.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.67% | — |
Volatility
QDAY.NEO vs. XQQ.TO - Volatility Comparison
Loading graphics...
Volatility by Period
| QDAY.NEO | XQQ.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.71% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 22.25% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 22.53% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.28% | 22.29% | +0.99% |