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

Performance

QQC-F.TO vs. XUU-U.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 iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO). 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 XUU-U.TO is traded in USD. To make them comparable, the XUU-U.TO 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 12.04% return, which is significantly lower than XUU-U.TO's 13.00% return.


QQC-F.TO

1D
-1.32%
1M
-3.53%
6M
10.95%
YTD
12.04%
1Y
22.02%
3Y*
20.50%
5Y*
13.33%
10Y*
19.30%

XUU-U.TO

1D
-0.53%
1M
1.28%
6M
9.53%
YTD
13.00%
1Y
22.76%
3Y*
21.32%
5Y*
14.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQC-F.TO vs. XUU-U.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
12.04%18.79%24.19%52.81%-33.42%27.15%45.04%10.14%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF
13.00%11.40%33.28%23.90%-15.09%28.35%16.34%6.82%

Correlation

The correlation between QQC-F.TO and XUU-U.TO is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.54

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

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.40

Over the past year, QQC-F.TO and XUU-U.TO have become more correlated (0.66) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

QQC-F.TO vs. XUU-U.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: 4141
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 3939
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 4545
Martin Ratio Rank

XUU-U.TO
XUU-U.TO Risk / Return Rank: 6363
Overall Rank
XUU-U.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XUU-U.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
XUU-U.TO Omega Ratio Rank: 6969
Omega Ratio Rank
XUU-U.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
XUU-U.TO Martin Ratio Rank: 7171
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. XUU-U.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 iShares Core S&P U.S. Total Market Index ETF (XUU-U.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.TOXUU-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.70

2.54

-0.84

Martin ratioReturn relative to average drawdown

5.88

9.59

-3.72

QQC-F.TO vs. XUU-U.TO - Sharpe Ratio Comparison

The current QQC-F.TO Sharpe Ratio is 1.19, which is lower than the XUU-U.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of QQC-F.TO and XUU-U.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.


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Drawdowns

QQC-F.TO vs. XUU-U.TO - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.03%, which is greater than XUU-U.TO's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and XUU-U.TO.


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Drawdown Indicators


QQC-F.TOXUU-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-24.00%

-12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-9.04%

-3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

-20.43%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-22.44%

-13.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

Current Drawdown

Current decline from peak

-6.77%

-2.08%

-4.69%

Average Drawdown

Average peak-to-trough decline

-5.48%

-4.80%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.38%

+1.38%

Volatility

QQC-F.TO vs. XUU-U.TO - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 7.42% compared to iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) at 3.30%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than XUU-U.TO 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.TOXUU-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

3.30%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

10.50%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

13.01%

+5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

17.25%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.69%

17.97%

+4.72%

QQC-F.TO vs. XUU-U.TO - Expense Ratio Comparison

QQC-F.TO has a 0.20% expense ratio, which is higher than XUU-U.TO's 0.08% 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. XUU-U.TO - Dividend Comparison

QQC-F.TO's dividend yield for the trailing twelve months is around 0.34%, less than XUU-U.TO's 1.05% 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%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF
1.05%1.15%1.05%1.14%1.32%0.97%1.21%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQC-F.TO and XUU-U.TO have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUU-U.TO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUU-U.TO is cheaper with a 0.08% expense ratio, compared with 0.20% for QQC-F.TO.

QQC-F.TO is categorized as Nasdaq-100, while XUU-U.TO is Large Cap Blend Equities. QQC-F.TO tracks NASDAQ-100 Index, while XUU-U.TO tracks S&P Total Market Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for QQC-F.TO and 0.08% for XUU-U.TO.

Portfolio Optimizer

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