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

QQC-F.TO vs. XUU.TO

Last updated Jun 4, 2026

QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) and XUU.TO (iShares Core S&P 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 XUU.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD. Both are passively managed. Over the past 10 years, QQC-F.TO returned 20.30%/yr vs 15.46%/yr for XUU.TO. A 0.73 correlation means they provide meaningful diversification when combined. QQC-F.TO charges 0.20%/yr vs 0.07%/yr for XUU.TO.

Performance

QQC-F.TO vs. XUU.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.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQC-F.TO achieves a 19.79% return, which is significantly higher than XUU.TO's 12.48% return. Over the past 10 years, QQC-F.TO has outperformed XUU.TO with an annualized return of 20.30%, while XUU.TO has yielded a comparatively lower 15.46% annualized return.

QQC-F.TO

1D
-0.22%
1M
10.71%
YTD
19.79%
6M
17.83%
1Y
38.43%
3Y*
26.56%
5Y*
16.33%
10Y*
20.30%

XUU.TO

1D
-0.29%
1M
7.40%
YTD
12.48%
6M
10.56%
1Y
29.05%
3Y*
23.13%
5Y*
15.81%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		19.79%18.41%24.19%52.81%-33.42%27.15%45.04%37.63%-2.23%31.94%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		12.48%11.25%34.07%23.11%-13.53%25.93%16.25%23.77%2.42%12.79%

Correlation

The correlation between QQC-F.TO and XUU.TO is 0.83, 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

0.83

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

0.84

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

0.86

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

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2015

0.73

The correlation between QQC-F.TO and XUU.TO shifts across timeframes, from 0.73 (all time) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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

Sectors
QQC-F.TO
XUU.TO

Technology

53.8%
37.3%

Communication Services

15.8%
9.8%

Consumer Cyclical

12.3%
9.8%

Consumer Defensive

7.7%
4.4%

Healthcare

4.2%
8.4%

Industrials

2.8%
8.8%

Utilities

1.4%
2.5%

Basic Materials

1.1%
1.9%

Energy

0.6%
3.4%

Financial Services

0.2%
11.2%

Real Estate

0.1%
2.2%

Technology

QQC-F.TO
53.8%
XUU.TO
37.3%

Communication Services

QQC-F.TO
15.8%
XUU.TO
9.8%

Consumer Cyclical

QQC-F.TO
12.3%
XUU.TO
9.8%

Consumer Defensive

QQC-F.TO
7.7%
XUU.TO
4.4%

Healthcare

QQC-F.TO
4.2%
XUU.TO
8.4%

Industrials

QQC-F.TO
2.8%
XUU.TO
8.8%

Utilities

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

Basic Materials

QQC-F.TO
1.1%
XUU.TO
1.9%

Energy

QQC-F.TO
0.6%
XUU.TO
3.4%

Financial Services

QQC-F.TO
0.2%
XUU.TO
11.2%

Real Estate

QQC-F.TO
0.1%
XUU.TO
2.2%

Compare stocks, funds, or ETFs

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Invesco NASDAQ 100 Index ETF CAD Hedged

iShares Core S&P 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 XUU.TO:
XUU.TO vs. XUS.TOXUU.TO vs. VUN.TOXUU.TO vs. XAW.TOXUU.TO vs. XUU-U.TOXUU.TO vs. XIC.TOXUU.TO vs. VTIXUU.TO vs. VOO

Return for Risk

QQC-F.TO vs. XUU.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: 6666
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6868
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 6060
Martin Ratio Rank
XUU.TO
XUU.TO Risk / Return Rank: 7070
Overall Rank
XUU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XUU.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
XUU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
XUU.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XUU.TO Martin Ratio Rank: 6767
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.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.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.

QQC-F.TOXUU.TODifference
Sharpe ratioReturn per unit of total volatility
2.43
2.42

+0.01

Sortino ratioReturn per unit of downside risk
3.23
3.32

-0.08

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

2.93

3.32

-0.38

Martin ratioReturn relative to average drawdown

10.91

12.64

-1.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current QQC-F.TO Sharpe Ratio is 2.43, which is comparable to the XUU.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of QQC-F.TO and XUU.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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Sharpe Ratios by Period

QQC-F.TOXUU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.42

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.03

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.94

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.86

+0.06

Drawdowns

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

The maximum QQC-F.TO drawdown since its inception was -36.03%, which is greater than XUU.TO's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and XUU.TO.

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Drawdown Indicators

QQC-F.TOXUU.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-28.22%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-8.80%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

-19.70%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-23.41%

-12.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-28.22%

-7.81%

Current Drawdown

Current decline from peak

-0.22%

-0.29%

+0.07%

Average Drawdown

Average peak-to-trough decline

-5.50%

-4.09%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.30%

+1.23%

Volatility

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

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 4.49% compared to iShares Core S&P U.S. Total Market Index ETF (XUU.TO) at 3.29%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than XUU.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.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

3.29%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

9.08%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

12.06%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

15.45%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

16.59%

+5.95%

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

QQC-F.TO has a 0.20% expense ratio, which is higher than XUU.TO's 0.07% 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.TO - Dividend Comparison

QQC-F.TO has not paid dividends to shareholders, while XUU.TO's dividend yield for the trailing twelve months is around 1.01%.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.00%0.09%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		1.01%1.16%1.02%1.22%1.38%1.01%1.33%1.68%1.73%1.49%1.65%1.52%

Frequently Asked Questions

QQC-F.TO and XUU.TO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUU.TO is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUU.TO is cheaper with a 0.07% expense ratio, compared with 0.20% for QQC-F.TO.

QQC-F.TO is categorized as Nasdaq-100, while XUU.TO is Large Cap Blend Equities. QQC-F.TO tracks NASDAQ-100 Index, while XUU.TO tracks Morningstar US Market TR CAD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for QQC-F.TO and 0.07% for XUU.TO.

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