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QQC-F.TO vs. MON100.NS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQC-F.TO and MON100.NS is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

QQC-F.TO vs. MON100.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Motilal Oswal NASDAQ 100 ETF (MON100.NS). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
519.62%
1,612.56%
QQC-F.TO
MON100.NS

Key characteristics

Sharpe Ratio

QQC-F.TO:

0.38

MON100.NS:

0.73

Sortino Ratio

QQC-F.TO:

0.71

MON100.NS:

1.13

Omega Ratio

QQC-F.TO:

1.10

MON100.NS:

1.16

Calmar Ratio

QQC-F.TO:

0.41

MON100.NS:

0.72

Martin Ratio

QQC-F.TO:

1.39

MON100.NS:

2.11

Ulcer Index

QQC-F.TO:

6.79%

MON100.NS:

8.79%

Daily Std Dev

QQC-F.TO:

24.98%

MON100.NS:

25.52%

Max Drawdown

QQC-F.TO:

-36.02%

MON100.NS:

-36.27%

Current Drawdown

QQC-F.TO:

-12.88%

MON100.NS:

-22.67%

Returns By Period

In the year-to-date period, QQC-F.TO achieves a -8.01% return, which is significantly higher than MON100.NS's -20.20% return. Over the past 10 years, QQC-F.TO has underperformed MON100.NS with an annualized return of 15.30%, while MON100.NS has yielded a comparatively higher 19.86% annualized return.


QQC-F.TO

YTD

-8.01%

1M

-2.75%

6M

-5.33%

1Y

10.20%

5Y*

16.50%

10Y*

15.30%

MON100.NS

YTD

-20.20%

1M

-7.69%

6M

2.93%

1Y

20.12%

5Y*

21.87%

10Y*

19.86%

*Annualized

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QQC-F.TO vs. MON100.NS - Expense Ratio Comparison

QQC-F.TO has a 0.20% expense ratio, which is lower than MON100.NS's 0.58% expense ratio.


Expense ratio chart for MON100.NS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MON100.NS: 0.58%
Expense ratio chart for QQC-F.TO: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQC-F.TO: 0.20%

Risk-Adjusted Performance

QQC-F.TO vs. MON100.NS — Risk-Adjusted Performance Rank

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

QQC-F.TO
The Risk-Adjusted Performance Rank of QQC-F.TO is 5050
Overall Rank
The Sharpe Ratio Rank of QQC-F.TO is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QQC-F.TO is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QQC-F.TO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QQC-F.TO is 5454
Calmar Ratio Rank
The Martin Ratio Rank of QQC-F.TO is 4848
Martin Ratio Rank

MON100.NS
The Risk-Adjusted Performance Rank of MON100.NS is 7070
Overall Rank
The Sharpe Ratio Rank of MON100.NS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MON100.NS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of MON100.NS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MON100.NS is 7575
Calmar Ratio Rank
The Martin Ratio Rank of MON100.NS is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQC-F.TO vs. MON100.NS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Motilal Oswal NASDAQ 100 ETF (MON100.NS). 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.


The chart of Sharpe ratio for QQC-F.TO, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.00
QQC-F.TO: 0.18
MON100.NS: 0.68
The chart of Sortino ratio for QQC-F.TO, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
QQC-F.TO: 0.46
MON100.NS: 1.08
The chart of Omega ratio for QQC-F.TO, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
QQC-F.TO: 1.06
MON100.NS: 1.15
The chart of Calmar ratio for QQC-F.TO, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
QQC-F.TO: 0.21
MON100.NS: 0.67
The chart of Martin ratio for QQC-F.TO, currently valued at 0.68, compared to the broader market0.0020.0040.0060.00
QQC-F.TO: 0.68
MON100.NS: 1.85

The current QQC-F.TO Sharpe Ratio is 0.38, which is lower than the MON100.NS Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of QQC-F.TO and MON100.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.18
0.68
QQC-F.TO
MON100.NS

Dividends

QQC-F.TO vs. MON100.NS - Dividend Comparison

QQC-F.TO's dividend yield for the trailing twelve months is around 0.13%, while MON100.NS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
0.13%0.24%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%1.03%
MON100.NS
Motilal Oswal NASDAQ 100 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQC-F.TO vs. MON100.NS - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.02%, roughly equal to the maximum MON100.NS drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and MON100.NS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.46%
-22.67%
QQC-F.TO
MON100.NS

Volatility

QQC-F.TO vs. MON100.NS - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 17.41% compared to Motilal Oswal NASDAQ 100 ETF (MON100.NS) at 8.54%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than MON100.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.41%
8.54%
QQC-F.TO
MON100.NS