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

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X NASDAQ-100 Covered Call ETF (QQCC.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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Returns By Period

In the year-to-date period, QQCC.TO achieves a 16.94% return, which is significantly lower than QQC-F.TO's 19.79% return. Over the past 10 years, QQCC.TO has underperformed QQC-F.TO with an annualized return of 10.87%, while QQC-F.TO has yielded a comparatively higher 20.30% annualized return.


QQCC.TO

1D
0.69%
1M
10.18%
YTD
16.94%
6M
14.76%
1Y
35.05%
3Y*
23.56%
5Y*
15.67%
10Y*
10.87%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
16.94%11.64%33.48%35.99%-8.51%7.92%-3.26%16.18%-15.89%18.77%
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%

Correlation

The correlation between QQCC.TO and QQC-F.TO is 0.82, 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

0.82

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

0.85

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

0.69

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.54

Over the past year, QQCC.TO and QQC-F.TO have become more correlated (0.82) than their long-term average of 0.54, meaning their price movements have been converging.

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


Sectors
QQCC.TO
QQC-F.TO

Technology

50.5%
53.8%

Communication Services

16.1%
15.8%

Consumer Cyclical

12.6%
12.3%

Consumer Defensive

8.6%
7.7%

Healthcare

5.1%
4.2%

Industrials

3.3%
2.8%

Utilities

1.5%
1.4%

Basic Materials

1.3%
1.1%

Energy

0.7%
0.6%

Financial Services

0.2%
0.2%

Real Estate

0.1%
0.1%

Technology

QQCC.TO
50.5%
QQC-F.TO
53.8%

Communication Services

QQCC.TO
16.1%
QQC-F.TO
15.8%

Consumer Cyclical

QQCC.TO
12.6%
QQC-F.TO
12.3%

Consumer Defensive

QQCC.TO
8.6%
QQC-F.TO
7.7%

Healthcare

QQCC.TO
5.1%
QQC-F.TO
4.2%

Industrials

QQCC.TO
3.3%
QQC-F.TO
2.8%

Utilities

QQCC.TO
1.5%
QQC-F.TO
1.4%

Basic Materials

QQCC.TO
1.3%
QQC-F.TO
1.1%

Energy

QQCC.TO
0.7%
QQC-F.TO
0.6%

Financial Services

QQCC.TO
0.2%
QQC-F.TO
0.2%

Real Estate

QQCC.TO
0.1%
QQC-F.TO
0.1%

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQCC.TO
QQCC.TO Risk / Return Rank: 8282
Overall Rank
QQCC.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QQCC.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
QQCC.TO Omega Ratio Rank: 8282
Omega Ratio Rank
QQCC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
QQCC.TO Martin Ratio Rank: 8080
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ-100 Covered Call ETF (QQCC.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.


QQCC.TOQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.50

1.42

+0.08

Calmar ratioReturn relative to maximum drawdown

4.32

2.93

+1.39

Martin ratioReturn relative to average drawdown

16.04

10.91

+5.14

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

The current QQCC.TO Sharpe Ratio is 2.76, which is comparable to the QQC-F.TO Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of QQCC.TO and QQC-F.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


QQCC.TOQQC-F.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

2.43

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.73

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.91

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.92

-0.92

Drawdowns

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

The maximum QQCC.TO drawdown since its inception was -36.70%, roughly equal to the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for QQCC.TO and QQC-F.TO.


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Drawdown Indicators


QQCC.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-36.03%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-13.16%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-22.24%

-22.76%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

-36.03%

+13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-36.03%

-0.67%

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

-8.37%

-5.50%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.53%

-1.34%

Volatility

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

The current volatility for Global X NASDAQ-100 Covered Call ETF (QQCC.TO) is 3.75%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 4.49%. This indicates that QQCC.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


QQCC.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.49%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

12.08%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

15.89%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

22.45%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

22.54%

-5.25%

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

QQCC.TO has a 0.65% expense ratio, which is higher than QQC-F.TO's 0.20% expense ratio.


Dividends

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

QQCC.TO's dividend yield for the trailing twelve months is around 10.48%, while QQC-F.TO has not paid dividends to shareholders.


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%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
10.48%11.27%9.89%11.85%11.04%5.15%5.84%6.31%7.90%6.01%6.73%8.89%

Frequently Asked Questions


QQCC.TO and QQC-F.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQC-F.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQC-F.TO is cheaper with a 0.20% expense ratio, compared with 0.65% for QQCC.TO.

They also come from different issuers: Global X and Invesco. Their fees differ too: 0.65% for QQCC.TO and 0.20% for QQC-F.TO.

Portfolio Optimizer

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