PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QQC-F.TO vs. VUN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQC-F.TO vs. VUN.TO

Last updated Jun 14, 2026

QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) and VUN.TO (Vanguard U.S. Total Market Index ETF) are both exchange-traded funds - QQC-F.TO is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VUN.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, QQC-F.TO returned 20.16%/yr vs 15.56%/yr for VUN.TO. A 0.75 correlation means they provide meaningful diversification when combined. QQC-F.TO charges 0.20%/yr vs 0.17%/yr for VUN.TO.

Performance

QQC-F.TO vs. VUN.TO - 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 Vanguard U.S. Total Market Index ETF (VUN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QQC-F.TO achieves a 16.04% return, which is significantly higher than VUN.TO's 11.51% return. Over the past 10 years, QQC-F.TO has outperformed VUN.TO with an annualized return of 20.16%, while VUN.TO has yielded a comparatively lower 15.56% 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%

VUN.TO

1D
0.65%
1M
1.61%
YTD
11.51%
6M
11.24%
1Y
29.65%
3Y*
22.18%
5Y*
14.98%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQC-F.TO vs. VUN.TO - 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%
VUN.TO
Vanguard U.S. Total Market Index ETF		11.51%11.43%33.76%23.00%-14.20%24.54%18.22%23.99%2.35%13.01%

Correlation

The correlation between QQC-F.TO and VUN.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.81

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

0.82

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

0.85

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

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2013

0.75

The correlation between QQC-F.TO and VUN.TO shifts across timeframes, from 0.75 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

QQC-F.TO vs. VUN.TO - Sectors Allocation Comparison

Sectors
QQC-F.TO
VUN.TO

Technology

53.8%
31.5%

Communication Services

15.8%
9.7%

Consumer Cyclical

12.3%
10.0%

Consumer Defensive

7.7%
5.0%

Healthcare

4.2%
10.2%

Industrials

2.8%
9.9%

Utilities

1.4%
2.5%

Basic Materials

1.1%
2.2%

Energy

0.6%
4.2%

Financial Services

0.2%
12.5%

Real Estate

0.1%
2.5%

Technology

QQC-F.TO
53.8%
VUN.TO
31.5%

Communication Services

QQC-F.TO
15.8%
VUN.TO
9.7%

Consumer Cyclical

QQC-F.TO
12.3%
VUN.TO
10.0%

Consumer Defensive

QQC-F.TO
7.7%
VUN.TO
5.0%

Healthcare

QQC-F.TO
4.2%
VUN.TO
10.2%

Industrials

QQC-F.TO
2.8%
VUN.TO
9.9%

Utilities

QQC-F.TO
1.4%
VUN.TO
2.5%

Basic Materials

QQC-F.TO
1.1%
VUN.TO
2.2%

Energy

QQC-F.TO
0.6%
VUN.TO
4.2%

Financial Services

QQC-F.TO
0.2%
VUN.TO
12.5%

Real Estate

QQC-F.TO
0.1%
VUN.TO
2.5%

Compare stocks, funds, or ETFs

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

Invesco NASDAQ 100 Index ETF CAD Hedged

Vanguard U.S. Total Market Index ETF

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 VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY

Return for Risk

QQC-F.TO vs. VUN.TO — 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
VUN.TO
VUN.TO Risk / Return Rank: 7979
Overall Rank
VUN.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 7575
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. VUN.TO - 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 Vanguard U.S. Total Market Index ETF (VUN.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.

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.TOVUN.TODifference
Sharpe ratioReturn per unit of total volatility
1.95
2.28

-0.34

Sortino ratioReturn per unit of downside risk
2.58
3.09

-0.52

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

2.55

3.30

-0.75

Martin ratioReturn relative to average drawdown

9.27

12.24

-2.97

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

The current QQC-F.TO Sharpe Ratio is 1.95, which is comparable to the VUN.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of QQC-F.TO and VUN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

QQC-F.TO vs. VUN.TO - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.03%, which is greater than VUN.TO's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and VUN.TO.

Loading charts...

Drawdown Indicators

QQC-F.TOVUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-28.19%

-7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-8.51%

-4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

-19.88%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-23.67%

-12.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-28.19%

-7.84%

Current Drawdown

Current decline from peak

-3.44%

-1.32%

-2.12%

Average Drawdown

Average peak-to-trough decline

-5.49%

-3.80%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

2.29%

+1.28%

Volatility

QQC-F.TO vs. VUN.TO - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 7.16% compared to Vanguard U.S. Total Market Index ETF (VUN.TO) at 4.41%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than VUN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

QQC-F.TOVUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

4.41%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

9.44%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

12.32%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

15.50%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

16.73%

+5.89%

QQC-F.TO vs. VUN.TO - Expense Ratio Comparison

QQC-F.TO has a 0.20% expense ratio, which is higher than VUN.TO's 0.17% 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%.

Dividends

QQC-F.TO vs. VUN.TO - Dividend Comparison

QQC-F.TO's dividend yield for the trailing twelve months is around 0.34%, less than VUN.TO's 0.75% 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%
VUN.TO
Vanguard U.S. Total Market Index ETF		0.75%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.50%1.49%

Frequently Asked Questions

QQC-F.TO and VUN.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUN.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.20% for QQC-F.TO.

QQC-F.TO is categorized as Nasdaq-100, while VUN.TO is Large Cap Blend Equities. QQC-F.TO tracks NASDAQ-100 Index, while VUN.TO tracks CRSP US Total Market Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.20% for QQC-F.TO and 0.17% for VUN.TO.

Portfolio Optimizer

Find the right allocation for QQC-F.TO and VUN.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer