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

Performance

QQCI.TO vs. PSB.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 Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.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 15.98% return, which is significantly higher than PSB.TO's 1.32% return.


QQCI.TO

1D
-0.97%
1M
1.23%
6M
13.08%
YTD
15.98%
1Y
29.53%
3Y*
5Y*
10Y*

PSB.TO

1D
-0.28%
1M
-0.23%
6M
1.10%
YTD
1.32%
1Y
3.42%
3Y*
5.96%
5Y*
2.92%
10Y*
2.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between QQCI.TO and PSB.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.14

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQCI.TO
QQCI.TO Risk / Return Rank: 8282
Overall Rank
QQCI.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 7979
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 8484
Martin Ratio Rank

PSB.TO
PSB.TO Risk / Return Rank: 4949
Overall Rank
PSB.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 4040
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 5555
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.

QQCI.TO vs. PSB.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 Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.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.TOPSB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

3.89

2.49

+1.41

Martin ratioReturn relative to average drawdown

13.21

7.60

+5.61

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

The current QQCI.TO Sharpe Ratio is 2.06, which is higher than the PSB.TO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of QQCI.TO and PSB.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. PSB.TO - Drawdown Comparison

The maximum QQCI.TO drawdown since its inception was -18.95%, which is greater than PSB.TO's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for QQCI.TO and PSB.TO.


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Drawdown Indicators


QQCI.TOPSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-13.24%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-1.38%

-6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-13.24%

Current Drawdown

Current decline from peak

-2.49%

-0.44%

-2.05%

Average Drawdown

Average peak-to-trough decline

-3.01%

-1.00%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

0.46%

+1.78%

Volatility

QQCI.TO vs. PSB.TO - Volatility Comparison

Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) has a higher volatility of 5.78% compared to Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) at 0.64%. This indicates that QQCI.TO's price experiences larger fluctuations and is considered to be riskier than PSB.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.TOPSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

0.64%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

1.96%

+9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

2.80%

+11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

3.32%

+12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

4.85%

+11.00%

Dividends

QQCI.TO vs. PSB.TO - Dividend Comparison

QQCI.TO's dividend yield for the trailing twelve months is around 8.82%, more than PSB.TO's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.21%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
8.82%9.34%3.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQCI.TO and PSB.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQCI.TO is categorized as Nasdaq-100, while PSB.TO is Corporate Bonds. QQCI.TO tracks NASDAQ-100 Index, while PSB.TO tracks FTSE Canada Investment Grade 1-5 Year Laddered Corporate Bond Index.

Portfolio Optimizer

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