QQCE.TO vs. VUN.TO
Compare and contrast key facts about Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) and Vanguard US Total Market Index ETF (VUN.TO).
QQCE.TO and VUN.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. VUN.TO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Aug 2, 2013. Both QQCE.TO and VUN.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. VUN.TO - Performance Comparison
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QQCE.TO vs. VUN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QQCE.TO Invesco ESG NASDAQ 100 Index ETF | -5.29% | 16.43% | 36.67% | 44.13% | -25.37% | 5.14% |
VUN.TO Vanguard US Total Market Index ETF | -2.82% | 11.43% | 33.76% | 23.00% | -14.20% | 4.09% |
Returns By Period
In the year-to-date period, QQCE.TO achieves a -5.29% return, which is significantly lower than VUN.TO's -2.82% return.
QQCE.TO
- 1D
- 3.45%
- 1M
- -2.64%
- YTD
- -5.29%
- 6M
- -4.07%
- 1Y
- 20.65%
- 3Y*
- 23.60%
- 5Y*
- —
- 10Y*
- —
VUN.TO
- 1D
- 2.65%
- 1M
- -3.16%
- YTD
- -2.82%
- 6M
- -1.85%
- 1Y
- 13.71%
- 3Y*
- 18.56%
- 5Y*
- 12.38%
- 10Y*
- 13.94%
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QQCE.TO vs. VUN.TO - Expense Ratio Comparison
QQCE.TO has a 0.21% expense ratio, which is higher than VUN.TO's 0.17% 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%.
Return for Risk
QQCE.TO vs. VUN.TO — Risk / Return Rank
QQCE.TO
VUN.TO
QQCE.TO vs. VUN.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 Vanguard US Total Market Index ETF (VUN.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.TO | VUN.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.74 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.12 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.17 | +0.38 |
Martin ratioReturn relative to average drawdown | 4.48 | 4.47 | +0.01 |
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
| QQCE.TO | VUN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.74 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.94 | -0.32 |
Correlation
The correlation between QQCE.TO and VUN.TO is 0.56, 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. VUN.TO - Dividend Comparison
QQCE.TO's dividend yield for the trailing twelve months is around 0.34%, less than VUN.TO's 0.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQCE.TO Invesco ESG NASDAQ 100 Index ETF | 0.34% | 0.32% | 0.38% | 0.44% | 0.79% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUN.TO Vanguard US Total Market Index ETF | 0.86% | 0.84% | 0.93% | 1.10% | 1.21% | 0.97% | 1.15% | 1.45% | 1.52% | 1.39% | 1.49% | 1.49% |
Drawdowns
QQCE.TO vs. VUN.TO - Drawdown Comparison
The maximum QQCE.TO drawdown since its inception was -30.86%, which is greater than VUN.TO's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for QQCE.TO and VUN.TO.
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Drawdown Indicators
| QQCE.TO | VUN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -28.19% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -12.74% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -10.17% | -6.09% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -3.84% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 3.35% | +1.33% |
Volatility
QQCE.TO vs. VUN.TO - Volatility Comparison
Invesco ESG NASDAQ 100 Index ETF (QQCE.TO) has a higher volatility of 6.66% compared to Vanguard US Total Market Index ETF (VUN.TO) at 5.24%. This indicates that QQCE.TO's price experiences larger fluctuations and is considered to be riskier than VUN.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.TO | VUN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 5.24% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 9.69% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.51% | 18.76% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.82% | 15.44% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 16.72% | +4.10% |