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QQCI.TO vs. CLML.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQCI.TO vs. CLML.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) and CI Global Climate Leaders Fund (CLML.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, QQCI.TO achieves a 11.99% return, which is significantly lower than CLML.TO's 24.04% return.


QQCI.TO

1D
1.04%
1M
-4.23%
6M
12.17%
YTD
11.99%
1Y
24.09%
3Y*
5Y*
10Y*
ALL TIME*
19.32%

CLML.TO

1D
0.55%
1M
-8.07%
6M
17.71%
YTD
24.04%
1Y
32.66%
3Y*
36.77%
5Y*
20.37%
10Y*
ALL TIME*
20.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$201.36KCA$413.19KCA$399.09K
CA$141.03KCA$115.67KCA$152.23K

QQCI.TO vs. CLML.TO - Yearly Performance Comparison


2026 (YTD)20252024
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
11.99%12.64%11.81%
CLML.TO
CI Global Climate Leaders Fund
24.04%25.21%14.54%

Correlation

The correlation between QQCI.TO and CLML.TO is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2024

0.58

The correlation between QQCI.TO and CLML.TO has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

QQCI.TO vs. CLML.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QQCI.TO
QQCI.TO Risk / Return Rank: 6666
Overall Rank
QQCI.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 6060
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 7070
Martin Ratio Rank

CLML.TO
CLML.TO Risk / Return Rank: 5656
Overall Rank
CLML.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CLML.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
CLML.TO Omega Ratio Rank: 5151
Omega Ratio Rank
CLML.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
CLML.TO Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QQCI.TO vs. CLML.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) and CI Global Climate Leaders Fund (CLML.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QQCI.TOCLML.TODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

2.59

1.97

+0.63

Martin ratioReturn relative to average drawdown

8.57

7.95

+0.62

QQCI.TO vs. CLML.TO - Sharpe Ratio Comparison

The current QQCI.TO Sharpe Ratio is 1.47, which is comparable to the CLML.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of QQCI.TO and CLML.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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Drawdowns

QQCI.TO vs. CLML.TO - Drawdown Comparison

The maximum QQCI.TO drawdown since its inception was -18.95%, smaller than the maximum CLML.TO drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for QQCI.TO and CLML.TO.


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Drawdown Indicators


QQCI.TOCLML.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-28.17%

+9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-15.61%

+7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

Current Drawdown

Current decline from peak

-5.84%

-11.92%

+6.08%

Average Drawdown

Average peak-to-trough decline

-3.07%

-8.87%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.86%

-1.30%

Volatility

QQCI.TO vs. CLML.TO - Volatility Comparison

The current volatility for Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) is 4.91%, while CI Global Climate Leaders Fund (CLML.TO) has a volatility of 7.85%. This indicates that QQCI.TO experiences smaller price fluctuations and is considered to be less risky than CLML.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQCI.TOCLML.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

7.85%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

19.77%

-8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

23.72%

-8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

21.27%

-5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

21.17%

-5.25%

QQCI.TO vs. CLML.TO - Expense Ratio Comparison

QQCI.TO has a 0.21% expense ratio, which is lower than CLML.TO's 0.99% expense ratio.


Dividends

QQCI.TO vs. CLML.TO - Dividend Comparison

QQCI.TO's dividend yield for the trailing twelve months is around 9.32%, while CLML.TO has not paid dividends to shareholders.


PositionTTM20252024
CLML.TO
CI Global Climate Leaders Fund
0.00%0.00%0.00%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
9.32%9.34%3.17%

Frequently Asked Questions


QQCI.TO and CLML.TO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQCI.TO is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQCI.TO is cheaper with a 0.21% expense ratio, compared with 0.99% for CLML.TO.

QQCI.TO is categorized as Nasdaq-100, while CLML.TO is Alternative Energy Equities. Their fees differ too: 0.21% for QQCI.TO and 0.99% for CLML.TO.

Portfolio Optimizer

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