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QQCC.TO vs. QQQI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQCC.TO vs. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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QQCC.TO vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
-3.61%11.64%27.12%
QQQI
NEOS Nasdaq-100 High Income ETF
-3.12%13.18%28.63%
Different Trading Currencies

QQCC.TO is traded in CAD, while QQQI is traded in USD. To make them comparable, the QQQI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQCC.TO achieves a -3.61% return, which is significantly lower than QQQI's -3.12% return.


QQCC.TO

1D
1.82%
1M
-3.14%
YTD
-3.61%
6M
-1.75%
1Y
15.14%
3Y*
18.64%
5Y*
12.76%
10Y*
9.08%

QQQI

1D
3.15%
1M
-2.22%
YTD
-3.12%
6M
-1.70%
1Y
16.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQCC.TO vs. QQQI - Expense Ratio Comparison

QQCC.TO has a 0.65% expense ratio, which is lower than QQQI's 0.68% expense ratio.


Return for Risk

QQCC.TO vs. QQQI — 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: 4848
Overall Rank
QQCC.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQCC.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
QQCC.TO Omega Ratio Rank: 5151
Omega Ratio Rank
QQCC.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
QQCC.TO Martin Ratio Rank: 5454
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 7272
Overall Rank
QQQI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQQI Omega Ratio Rank: 7171
Omega Ratio Rank
QQQI Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQI Martin Ratio Rank: 8181
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. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). 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.TOQQQIDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.87

-0.12

Sortino ratio

Return per unit of downside risk

1.12

1.33

-0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.15

1.55

-0.40

Martin ratio

Return relative to average drawdown

5.03

5.51

-0.48

QQCC.TO vs. QQQI - Sharpe Ratio Comparison

The current QQCC.TO Sharpe Ratio is 0.75, which is comparable to the QQQI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of QQCC.TO and QQQI, 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


QQCC.TOQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.87

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

1.01

-1.01

Correlation

The correlation between QQCC.TO and QQQI is 0.89, 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

QQCC.TO vs. QQQI - Dividend Comparison

QQCC.TO's dividend yield for the trailing twelve months is around 11.12%, less than QQQI's 15.05% yield.


TTM20252024202320222021202020192018201720162015
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
11.12%11.27%9.89%11.85%11.04%5.15%5.84%6.31%7.90%6.01%6.73%8.89%
QQQI
NEOS Nasdaq-100 High Income ETF
15.05%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQCC.TO vs. QQQI - Drawdown Comparison

The maximum QQCC.TO drawdown since its inception was -100.13%, which is greater than QQQI's maximum drawdown of -19.81%. Use the drawdown chart below to compare losses from any high point for QQCC.TO and QQQI.


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Drawdown Indicators


QQCC.TOQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-100.13%

-20.00%

-80.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-11.46%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-100.00%

-6.66%

-93.34%

Average Drawdown

Average peak-to-trough decline

-99.78%

-2.31%

-97.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.52%

+0.63%

Volatility

QQCC.TO vs. QQQI - Volatility Comparison

The current volatility for Global X NASDAQ-100 Covered Call ETF (QQCC.TO) is 5.36%, while NEOS Nasdaq-100 High Income ETF (QQQI) has a volatility of 6.00%. This indicates that QQCC.TO experiences smaller price fluctuations and is considered to be less risky than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQCC.TOQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

6.00%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

11.13%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

19.41%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

17.12%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

17.12%

+0.18%