QQCC.TO vs. QQC-F.TO
QQCC.TO (Global X NASDAQ-100 Covered Call ETF) and QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) are both Nasdaq-100 funds. Over the past 10 years, QQCC.TO returned 10.87%/yr vs 20.30%/yr for QQC-F.TO. A 0.54 correlation means they provide meaningful diversification when combined. QQCC.TO charges 0.65%/yr vs 0.20%/yr for QQC-F.TO.
Performance
QQCC.TO vs. QQC-F.TO - Performance Comparison
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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%
QQCC.TO vs. QQC-F.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
Communication Services
Consumer Cyclical
Consumer Defensive
Healthcare
Industrials
Utilities
Basic Materials
Energy
Financial Services
Real Estate
Technology
QQCC.TO
QQC-F.TO
Communication Services
QQCC.TO
QQC-F.TO
Consumer Cyclical
QQCC.TO
QQC-F.TO
Consumer Defensive
QQCC.TO
QQC-F.TO
Healthcare
QQCC.TO
QQC-F.TO
Industrials
QQCC.TO
QQC-F.TO
Utilities
QQCC.TO
QQC-F.TO
Basic Materials
QQCC.TO
QQC-F.TO
Energy
QQCC.TO
QQC-F.TO
Financial Services
QQCC.TO
QQC-F.TO
Real Estate
QQCC.TO
QQC-F.TO
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Return for Risk
QQCC.TO vs. QQC-F.TO — Risk / Return Rank
QQCC.TO
QQC-F.TO
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.TO | QQC-F.TO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQCC.TO | QQC-F.TO | Difference | |
|---|---|---|---|
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.TO | QQC-F.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -5.50% | -2.87% |
Ulcer IndexDepth 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.TO | QQC-F.TO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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