PortfoliosLab logoPortfoliosLab logo
QMVP.TO vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMVP.TO vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QMVP.TO vs. SCHG - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period


QMVP.TO

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

SCHG

1D
0.00%
1M
-6.58%
YTD
-12.51%
6M
-11.75%
1Y
9.03%
3Y*
21.65%
5Y*
14.09%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


QMVP.TO vs. SCHG - Expense Ratio Comparison

QMVP.TO has a 0.19% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

QMVP.TO vs. SCHG — Risk / Return Rank

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

QMVP.TO

SCHG
SCHG Risk / Return Rank: 4646
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4949
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHG Martin Ratio Rank: 4141
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


QMVP.TOSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.60

0.98

-2.58

Correlation

The correlation between QMVP.TO and SCHG is 0.91, 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. SCHG - Dividend Comparison

QMVP.TO's dividend yield for the trailing twelve months is around 0.07%, less than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
QMVP.TO
Hamilton Champions U.S. Technology Index ETF
0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

QMVP.TO vs. SCHG - Drawdown Comparison

The maximum QMVP.TO drawdown since its inception was -12.77%, smaller than the maximum SCHG drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for QMVP.TO and SCHG.


Loading graphics...

Drawdown Indicators


QMVP.TOSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-12.77%

-34.59%

+21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-9.50%

-13.34%

+3.84%

Average Drawdown

Average peak-to-trough decline

-6.27%

-5.22%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

QMVP.TO vs. SCHG - Volatility Comparison


Loading graphics...

Volatility by Period


QMVP.TOSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

21.88%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

20.59%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

19.95%

+2.56%