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QMVP.TO vs. AIGO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMVP.TO vs. AIGO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Champions U.S. Technology Index ETF (QMVP.TO) and Global X Artificial Intelligence & Technology Index ETF (AIGO.TO). The values are adjusted to include any dividend payments, if applicable.

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QMVP.TO vs. AIGO.TO - Yearly Performance Comparison


Returns By Period


QMVP.TO

1D
3.75%
1M
-2.61%
YTD
6M
1Y
3Y*
5Y*
10Y*

AIGO.TO

1D
4.48%
1M
-5.20%
YTD
-6.80%
6M
-5.06%
1Y
24.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMVP.TO vs. AIGO.TO - Expense Ratio Comparison

QMVP.TO has a 0.19% expense ratio, which is lower than AIGO.TO's 0.60% expense ratio.


Return for Risk

QMVP.TO vs. AIGO.TO — Risk / Return Rank

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

QMVP.TO

AIGO.TO
AIGO.TO Risk / Return Rank: 5151
Overall Rank
AIGO.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AIGO.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIGO.TO Omega Ratio Rank: 5454
Omega Ratio Rank
AIGO.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
AIGO.TO Martin Ratio Rank: 4242
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.

QMVP.TO vs. AIGO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Champions U.S. Technology Index ETF (QMVP.TO) and Global X Artificial Intelligence & Technology Index ETF (AIGO.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.

QMVP.TO vs. AIGO.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QMVP.TOAIGO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.60

0.82

-2.42

Correlation

The correlation between QMVP.TO and AIGO.TO is 0.92, 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

QMVP.TO vs. AIGO.TO - Dividend Comparison

QMVP.TO's dividend yield for the trailing twelve months is around 0.07%, less than AIGO.TO's 0.09% yield.


Drawdowns

QMVP.TO vs. AIGO.TO - Drawdown Comparison

The maximum QMVP.TO drawdown since its inception was -12.77%, smaller than the maximum AIGO.TO drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for QMVP.TO and AIGO.TO.


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Drawdown Indicators


QMVP.TOAIGO.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.77%

-26.71%

+13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

Current Drawdown

Current decline from peak

-9.50%

-13.43%

+3.93%

Average Drawdown

Average peak-to-trough decline

-6.27%

-4.77%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

Volatility

QMVP.TO vs. AIGO.TO - Volatility Comparison


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Volatility by Period


QMVP.TOAIGO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

27.62%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

23.91%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

23.91%

-1.40%