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

Performance

QQCI.TO vs. PXC.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 RAFI Canadian Index ETF (PXC.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 16.10% return, which is significantly lower than PXC.TO's 17.87% return.


QQCI.TO

1D
-1.72%
1M
2.76%
YTD
16.10%
6M
15.73%
1Y
33.58%
3Y*
5Y*
10Y*

PXC.TO

1D
0.32%
1M
0.42%
YTD
17.87%
6M
13.71%
1Y
37.88%
3Y*
25.91%
5Y*
17.02%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
16.10%12.64%11.81%
PXC.TO
Invesco RAFI Canadian Index ETF
17.87%26.50%7.90%

Correlation

The correlation between QQCI.TO and PXC.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.34

QQCI.TO vs. PXC.TO - Sectors Allocation Comparison


Sectors
QQCI.TO
PXC.TO

Technology

59.6%
2.2%

Communication Services

14.0%
2.7%

Consumer Cyclical

11.1%
6.6%

Consumer Defensive

6.3%
2.9%

Healthcare

3.6%
0.2%

Industrials

2.6%
7.2%

Utilities

1.1%
3.1%

Basic Materials

1.0%
13.0%

Energy

0.5%
26.6%

Financial Services

0.2%
34.7%

Real Estate

0.1%
0.8%

Technology

QQCI.TO
59.6%
PXC.TO
2.2%

Communication Services

QQCI.TO
14.0%
PXC.TO
2.7%

Consumer Cyclical

QQCI.TO
11.1%
PXC.TO
6.6%

Consumer Defensive

QQCI.TO
6.3%
PXC.TO
2.9%

Healthcare

QQCI.TO
3.6%
PXC.TO
0.2%

Industrials

QQCI.TO
2.6%
PXC.TO
7.2%

Utilities

QQCI.TO
1.1%
PXC.TO
3.1%

Basic Materials

QQCI.TO
1.0%
PXC.TO
13.0%

Energy

QQCI.TO
0.5%
PXC.TO
26.6%

Financial Services

QQCI.TO
0.2%
PXC.TO
34.7%

Real Estate

QQCI.TO
0.1%
PXC.TO
0.8%

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Return for Risk

QQCI.TO vs. PXC.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: 8282
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 8181
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 8282
Martin Ratio Rank

PXC.TO
PXC.TO Risk / Return Rank: 9696
Overall Rank
PXC.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PXC.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
PXC.TO Omega Ratio Rank: 9696
Omega Ratio Rank
PXC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PXC.TO Martin Ratio Rank: 9696
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. PXC.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 RAFI Canadian Index ETF (PXC.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.TOPXC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.44

1.72

-0.28

Calmar ratioReturn relative to maximum drawdown

4.43

8.19

-3.76

Martin ratioReturn relative to average drawdown

15.35

32.63

-17.28

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

The current QQCI.TO Sharpe Ratio is 2.44, which is lower than the PXC.TO Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of QQCI.TO and PXC.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. PXC.TO - Drawdown Comparison

The maximum QQCI.TO drawdown since its inception was -18.95%, smaller than the maximum PXC.TO drawdown of -41.78%. Use the drawdown chart below to compare losses from any high point for QQCI.TO and PXC.TO.


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Drawdown Indicators


QQCI.TOPXC.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-41.78%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-4.64%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

Current Drawdown

Current decline from peak

-1.80%

-0.66%

-1.14%

Average Drawdown

Average peak-to-trough decline

-3.05%

-5.05%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.16%

+1.03%

Volatility

QQCI.TO vs. PXC.TO - Volatility Comparison

Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) has a higher volatility of 5.26% compared to Invesco RAFI Canadian Index ETF (PXC.TO) at 3.09%. This indicates that QQCI.TO's price experiences larger fluctuations and is considered to be riskier than PXC.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.TOPXC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

3.09%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

8.53%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

10.37%

+3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

13.28%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

16.41%

-0.66%

Dividends

QQCI.TO vs. PXC.TO - Dividend Comparison

QQCI.TO's dividend yield for the trailing twelve months is around 8.60%, more than PXC.TO's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
PXC.TO
Invesco RAFI Canadian Index ETF
2.26%2.65%3.17%3.48%3.42%2.58%3.10%2.92%2.86%2.23%2.57%3.13%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
8.60%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 PXC.TO have a correlation of 0.28, 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 PXC.TO is Canada Equities. QQCI.TO tracks NASDAQ-100 Index, while PXC.TO tracks RAFI Canada Index.

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