PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QQCI.TO vs. QQC-F.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQCI.TO vs. QQC-F.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).

QQCI.TO and QQC-F.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQCI.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Nov 6, 2025. QQC-F.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. Both QQCI.TO and QQC-F.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

QQCI.TO vs. QQC-F.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 NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QQCI.TO vs. QQC-F.TO - Yearly Performance Comparison

2026 (YTD)20252024
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF		-2.67%12.64%11.70%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		-6.44%18.41%6.03%

Returns By Period

In the year-to-date period, QQCI.TO achieves a -2.67% return, which is significantly higher than QQC-F.TO's -6.44% return.

QQCI.TO

1D
2.68%
1M
-1.51%
YTD
-2.67%
6M
0.24%
1Y
18.29%
3Y*
—
5Y*
—
10Y*
—

QQC-F.TO

1D
3.72%
1M
-4.95%
YTD
-6.44%
6M
-4.40%
1Y
20.87%
3Y*
20.48%
5Y*
11.44%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco NASDAQ 100 Income Advantage ETF

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with QQCI.TO:
QQCI.TO vs. XIU.TOQQCI.TO vs. ESG.TOQQCI.TO vs. HXQ.TOQQCI.TO vs. JEPQQQCI.TO vs. QQCE.TOQQCI.TO vs. QQC.TOQQCI.TO vs. QQQI
Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. QQQQQC-F.TO vs. XEQT.TOQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. MON100.NS

QQCI.TO vs. QQC-F.TO - Expense Ratio Comparison

QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

QQCI.TO vs. QQC-F.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: 6161
Overall Rank
QQCI.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 6060
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 5959
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6161
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6060
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 6161
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. QQC-F.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 NASDAQ 100 Index ETF CAD Hedged (QQC-F.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.

QQCI.TOQQC-F.TODifference

Sharpe ratio

Return per unit of total volatility

1.12

0.94

+0.18

Sortino ratio

Return per unit of downside risk

1.54

1.49

+0.05

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.62

1.58

+0.04

Martin ratio

Return relative to average drawdown

5.92

5.59

+0.33

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

QQCI.TO vs. QQC-F.TO - Sharpe Ratio Comparison

The current QQCI.TO Sharpe Ratio is 1.12, which is comparable to the QQC-F.TO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of QQCI.TO and QQC-F.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.

Loading graphics...

Sharpe Ratios by Period

QQCI.TOQQC-F.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.94

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.51

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.84

+0.02

Correlation

The correlation between QQCI.TO and QQC-F.TO is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QQCI.TO vs. QQC-F.TO - Dividend Comparison

QQCI.TO's dividend yield for the trailing twelve months is around 9.81%, while QQC-F.TO has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF		9.81%9.34%3.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.00%0.09%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%

Drawdowns

QQCI.TO vs. QQC-F.TO - Drawdown Comparison

The maximum QQCI.TO drawdown since its inception was -18.95%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for QQCI.TO and QQC-F.TO.

Loading graphics...

Drawdown Indicators

QQCI.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-36.03%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-13.16%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

—

-36.03%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.03%

—

Current Drawdown

Current decline from peak

-5.14%

-9.93%

+4.79%

Average Drawdown

Average peak-to-trough decline

-3.37%

-5.55%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.72%

-0.77%

Volatility

QQCI.TO vs. QQC-F.TO - Volatility Comparison

The current volatility for Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) is 4.86%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 6.63%. This indicates that QQCI.TO experiences smaller price fluctuations and is considered to be less risky than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

QQCI.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

6.63%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

12.82%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

22.28%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

22.48%

-6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

22.49%

-6.72%