QMVP.TO vs. QQC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Hamilton Champions U.S. Technology Index ETF (QMVP.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO).

QMVP.TO and QQC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QMVP.TO is a passively managed fund by Hamilton that tracks the performance of the Solactive Hamilton Champions U.S. Technology Index. It was launched on Jan 20, 2026. QQC.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. Both QMVP.TO and QQC.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QMVP.TO vs. QQC.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 Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)
QMVP.TO Hamilton Champions U.S. Technology Index ETF	-8.05%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	-5.63%

Returns By Period

QMVP.TO

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

QQC.TO

• 1D: 3.16%
• 1M: -2.97%
• YTD: -4.69%
• 6M: -3.66%
• 1Y: 19.58%
• 3Y*: 23.41%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

QMVP.TO has a 0.19% expense ratio, which is lower than QQC.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

QQC.TO

Invesco NASDAQ 100 Index ETF CAD Hedged

QMVP.TO

Hamilton Champions U.S. Technology Index ETF

Return for Risk

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

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

QQC.TO

QQC.TO Risk / Return Rank: 57
QQC.TO Sharpe Ratio Rank: 53
QQC.TO Sortino Ratio Rank: 55
QQC.TO Omega Ratio Rank: 58
QQC.TO Calmar Ratio Rank: 66
QQC.TO Martin Ratio Rank: 53

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. QQC.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 Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.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.

Sharpe Ratios by Period

	QMVP.TO	QQC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.60	0.76	-2.36

Correlation

The correlation between QMVP.TO and QQC.TO is 0.96, 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. QQC.TO - Dividend Comparison

QMVP.TO's dividend yield for the trailing twelve months is around 0.07%, less than QQC.TO's 0.41% yield.

	TTM	2025	2024	2023	2022	2021
QMVP.TO Hamilton Champions U.S. Technology Index ETF	0.07%	0.00%	0.00%	0.00%	0.00%	0.00%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.41%	0.39%	0.45%	0.54%	0.91%	0.56%

Drawdowns

QMVP.TO vs. QQC.TO - Drawdown Comparison

The maximum QMVP.TO drawdown since its inception was -12.77%, smaller than the maximum QQC.TO drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for QMVP.TO and QQC.TO.

Drawdown Indicators

	QMVP.TO	QQC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-12.77%	-31.81%	+19.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.02%	—
Current Drawdown Current decline from peak	-9.50%	-9.37%	-0.13%
Average Drawdown Average peak-to-trough decline	-6.27%	-8.30%	+2.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.31%	—

Volatility

Volatility by Period

	QMVP.TO	QQC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.51%	22.28%	+0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	20.98%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.51%	20.98%	+1.53%