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QQCE.TO vs. ESG.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQCE.TO vs. ESG.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) and Invesco S&P 500 ESG Index ETF (ESG.TO).

QQCE.TO and ESG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQCE.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 ESG Index. It was launched on Nov 15, 2021. ESG.TO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Mar 5, 2020. Both QQCE.TO and ESG.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

QQCE.TO vs. ESG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) and Invesco S&P 500 ESG Index ETF (ESG.TO). The values are adjusted to include any dividend payments, if applicable.

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QQCE.TO vs. ESG.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
QQCE.TO
Invesco ESG NASDAQ 100 Index ETF		-5.29%16.43%36.67%44.13%-25.37%5.14%
ESG.TO
Invesco S&P 500 ESG Index ETF		-3.46%10.99%33.33%25.19%-14.05%8.23%

Returns By Period

In the year-to-date period, QQCE.TO achieves a -5.29% return, which is significantly lower than ESG.TO's -3.46% return.

QQCE.TO

1D
3.45%
1M
-2.64%
YTD
-5.29%
6M
-4.07%
1Y
20.65%
3Y*
23.60%
5Y*
—
10Y*
—

ESG.TO

1D
3.05%
1M
-3.23%
YTD
-3.46%
6M
-2.19%
1Y
14.25%
3Y*
18.23%
5Y*
14.03%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Invesco ESG NASDAQ 100 Index ETF

Invesco S&P 500 ESG Index ETF

Often compared with QQCE.TO:
QQCE.TO vs. XIU.TOQQCE.TO vs. QQCI.TOQQCE.TO vs. ZGRO.TOQQCE.TO vs. QQC-F.TOQQCE.TO vs. EQLI.TOQQCE.TO vs. VUN.TOQQCE.TO vs. FCMO.NEO
Often compared with ESG.TO:
ESG.TO vs. INAI.TOESG.TO vs. TLV.TOESG.TO vs. HIU.TOESG.TO vs. ZSP-U.TOESG.TO vs. GEQT.TOESG.TO vs. QQCI.TOESG.TO vs. EQLI.TO

QQCE.TO vs. ESG.TO - Expense Ratio Comparison

QQCE.TO has a 0.21% expense ratio, which is higher than ESG.TO's 0.20% 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%.

QQCE.TO
Invesco ESG NASDAQ 100 Index ETF
ESG.TO
Invesco S&P 500 ESG Index ETF

Return for Risk

QQCE.TO vs. ESG.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQCE.TO
QQCE.TO Risk / Return Rank: 5050
Overall Rank
QQCE.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
QQCE.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
QQCE.TO Omega Ratio Rank: 5252
Omega Ratio Rank
QQCE.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
QQCE.TO Martin Ratio Rank: 4646
Martin Ratio Rank
ESG.TO
ESG.TO Risk / Return Rank: 4141
Overall Rank
ESG.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ESG.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
ESG.TO Omega Ratio Rank: 4444
Omega Ratio Rank
ESG.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
ESG.TO Martin Ratio Rank: 4141
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.

QQCE.TO vs. ESG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) and Invesco S&P 500 ESG Index ETF (ESG.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.

QQCE.TOESG.TODifference

Sharpe ratio

Return per unit of total volatility

0.88

0.77

+0.11

Sortino ratio

Return per unit of downside risk

1.37

1.19

+0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.55

1.09

+0.46

Martin ratio

Return relative to average drawdown

4.48

3.97

+0.50

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

QQCE.TO vs. ESG.TO - Sharpe Ratio Comparison

The current QQCE.TO Sharpe Ratio is 0.88, which is comparable to the ESG.TO Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of QQCE.TO and ESG.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

QQCE.TOESG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.77

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.96

-0.34

Correlation

The correlation between QQCE.TO and ESG.TO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QQCE.TO vs. ESG.TO - Dividend Comparison

QQCE.TO's dividend yield for the trailing twelve months is around 0.34%, less than ESG.TO's 0.87% yield.

TTM202520242023202220212020
QQCE.TO
Invesco ESG NASDAQ 100 Index ETF		0.34%0.32%0.38%0.44%0.79%0.14%0.00%
ESG.TO
Invesco S&P 500 ESG Index ETF		0.87%0.85%0.92%1.11%1.38%1.11%0.95%

Drawdowns

QQCE.TO vs. ESG.TO - Drawdown Comparison

The maximum QQCE.TO drawdown since its inception was -30.86%, which is greater than ESG.TO's maximum drawdown of -22.31%. Use the drawdown chart below to compare losses from any high point for QQCE.TO and ESG.TO.

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Drawdown Indicators

QQCE.TOESG.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-22.31%

-8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-13.02%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.31%

—

Current Drawdown

Current decline from peak

-10.17%

-6.93%

-3.24%

Average Drawdown

Average peak-to-trough decline

-8.98%

-4.39%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

3.57%

+1.11%

Volatility

QQCE.TO vs. ESG.TO - Volatility Comparison

Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) has a higher volatility of 6.66% compared to Invesco S&P 500 ESG Index ETF (ESG.TO) at 5.29%. This indicates that QQCE.TO's price experiences larger fluctuations and is considered to be riskier than ESG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQCE.TOESG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

5.29%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

9.59%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

18.52%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

14.98%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

16.45%

+4.37%