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

QQC.TO vs. QQC-F.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).

QQC.TO and QQC-F.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQC.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. QQC-F.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. Both QQC.TO and QQC-F.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QQC.TO vs. QQC-F.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.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024202320222021
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		-3.76%15.38%35.73%51.73%-28.07%25.01%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		-5.48%18.41%24.19%52.81%-33.42%19.56%

Returns By Period

In the year-to-date period, QQC.TO achieves a -3.76% return, which is significantly higher than QQC-F.TO's -5.48% return.

QQC.TO

1D
0.97%
1M
-2.39%
YTD
-3.76%
6M
-3.22%
1Y
20.45%
3Y*
23.81%
5Y*
—
10Y*
—

QQC-F.TO

1D
1.03%
1M
-4.11%
YTD
-5.48%
6M
-4.18%
1Y
21.25%
3Y*
20.89%
5Y*
11.67%
10Y*
17.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco NASDAQ 100 Index ETF CAD Hedged

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with QQC.TO:
QQC.TO vs. VFV.TOQQC.TO vs. XQQ.TOQQC.TO vs. QQQQQC.TO vs. HXQ.TOQQC.TO vs. TEC.TOQQC.TO vs. QQQMQQC.TO vs. ZQQ.TO
Often compared with QQC-F.TO:
QQC-F.TO vs. QQQQQC-F.TO vs. XEQT.TOQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. MON100.NSQQC-F.TO vs. HTAE.TO

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

Both QQC.TO and QQC-F.TO have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

QQC.TO vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQC.TO
QQC.TO Risk / Return Rank: 5252
Overall Rank
QQC.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QQC.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
QQC.TO Omega Ratio Rank: 5353
Omega Ratio Rank
QQC.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
QQC.TO Martin Ratio Rank: 4848
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 5656
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 5454
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5858
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.TO vs. QQC-F.TO - Risk-Adjusted Trends Comparison

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

Sharpe ratio

Return per unit of total volatility

0.92

0.96

-0.04

Sortino ratio

Return per unit of downside risk

1.39

1.52

-0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.59

1.68

-0.09

Martin ratio

Return relative to average drawdown

4.77

5.88

-1.11

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

The current QQC.TO Sharpe Ratio is 0.92, which is comparable to the QQC-F.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QQC.TO and QQC-F.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

QQC.TOQQC-F.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.96

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.52

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.84

-0.07

Correlation

The correlation between QQC.TO and QQC-F.TO is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

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

QQC.TO's dividend yield for the trailing twelve months is around 0.40%, while QQC-F.TO has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.40%0.39%0.45%0.54%0.91%0.56%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

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

The maximum QQC.TO drawdown since its inception was -31.81%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for QQC.TO and QQC-F.TO.

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Drawdown Indicators

QQC.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.81%

-36.03%

+4.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-13.16%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

—

-36.03%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.03%

—

Current Drawdown

Current decline from peak

-8.49%

-9.00%

+0.51%

Average Drawdown

Average peak-to-trough decline

-8.30%

-5.55%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

3.76%

+0.59%

Volatility

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

The current volatility for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) is 6.27%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 6.70%. This indicates that QQC.TO experiences smaller price fluctuations and is considered to be less risky than QQC-F.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.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

6.70%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

12.87%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

22.30%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

22.47%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

22.49%

-1.52%