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QQC-F.TO vs. V
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQC-F.TO vs. V

Last updated Jun 14, 2026

QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while V (Visa Inc.) is a stock. Over the past 10 years, QQC-F.TO returned 20.16%/yr vs 16.97%/yr for V. At a 0.47 correlation, their price movements are largely independent.

Performance

QQC-F.TO vs. V - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQC-F.TO achieves a 16.04% return, which is significantly higher than V's -5.82% return. Over the past 10 years, QQC-F.TO has outperformed V with an annualized return of 20.16%, while V has yielded a comparatively lower 16.97% annualized return.

QQC-F.TO

1D
0.65%
1M
-0.06%
YTD
16.04%
6M
16.23%
1Y
34.78%
3Y*
24.55%
5Y*
15.31%
10Y*
20.16%

V

1D
1.23%
1M
0.76%
YTD
-5.82%
6M
-5.60%
1Y
-5.36%
3Y*
15.57%
5Y*
10.48%
10Y*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQC-F.TO vs. V - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		16.04%18.79%24.19%52.81%-33.42%27.15%45.04%37.63%-2.23%31.94%
V
Visa Inc.		-5.82%6.66%32.68%23.30%2.72%-0.36%14.35%37.42%26.28%37.21%

Correlation

The correlation between QQC-F.TO and V is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.47

Over the past year, the correlation between QQC-F.TO and V has dropped to 0.19 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Invesco NASDAQ 100 Index ETF CAD Hedged

Visa Inc.

Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. XEQT.TOQQC-F.TO vs. QQQQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. VFV.TO
Often compared with V:
V vs. MAV vs. SPYV vs. AXPV vs. HDV vs. VOOV vs. NVDAV vs. TSM

Return for Risk

QQC-F.TO vs. V — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6464
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6666
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5959
Martin Ratio Rank
V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
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.

QQC-F.TO vs. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Visa Inc. (V). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

QQC-F.TOVDifference
Sharpe ratioReturn per unit of total volatility
1.95
-0.46

+2.41

Sortino ratioReturn per unit of downside risk
2.58
-0.54

+3.11

Omega ratioGain probability vs. loss probability

1.34

0.93

+0.41

Calmar ratioReturn relative to maximum drawdown

2.55

-0.63

+3.18

Martin ratioReturn relative to average drawdown

9.27

-1.36

+10.62

QQC-F.TO vs. V - Sharpe Ratio Comparison

The current QQC-F.TO Sharpe Ratio is 1.95, which is higher than the V Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of QQC-F.TO and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QQC-F.TO vs. V - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.03%, smaller than the maximum V drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and V.

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Drawdown Indicators

QQC-F.TOVDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-41.45%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-16.70%

+3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

-21.28%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-22.58%

-13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-30.58%

-5.45%

Current Drawdown

Current decline from peak

-3.44%

-13.19%

+9.75%

Average Drawdown

Average peak-to-trough decline

-5.49%

-7.31%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

10.03%

-6.46%

Volatility

QQC-F.TO vs. V - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 7.16% compared to Visa Inc. (V) at 5.72%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQC-F.TOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

5.72%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

18.21%

-4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

22.91%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

23.63%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

25.30%

-2.68%

Dividends

QQC-F.TO vs. V - Dividend Comparison

QQC-F.TO's dividend yield for the trailing twelve months is around 0.34%, less than V's 0.81% yield.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.34%0.39%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
V
Visa Inc.		0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions

QQC-F.TO and V have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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