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QQCL.TO vs. HBIX.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQCL.TO vs. HBIX.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) and Harvest Bitcoin Enhanced Income ETF (HBIX.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQCL.TO achieves a 18.82% return, which is significantly higher than HBIX.NEO's -30.77% return.


QQCL.TO

1D
0.99%
1M
4.13%
YTD
18.82%
6M
19.27%
1Y
42.51%
3Y*
5Y*
10Y*

HBIX.NEO

1D
3.78%
1M
-21.97%
YTD
-30.77%
6M
-32.37%
1Y
-42.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQCL.TO vs. HBIX.NEO - Yearly Performance Comparison


2026 (YTD)2025
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
18.82%26.55%
HBIX.NEO
Harvest Bitcoin Enhanced Income ETF
-30.77%-9.56%

Correlation

The correlation between QQCL.TO and HBIX.NEO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since May 5, 2025

0.44

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Return for Risk

QQCL.TO vs. HBIX.NEO — Risk / Return Rank

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

QQCL.TO
QQCL.TO Risk / Return Rank: 8484
Overall Rank
QQCL.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QQCL.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
QQCL.TO Omega Ratio Rank: 8585
Omega Ratio Rank
QQCL.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
QQCL.TO Martin Ratio Rank: 8383
Martin Ratio Rank

HBIX.NEO
HBIX.NEO Risk / Return Rank: 33
Overall Rank
HBIX.NEO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HBIX.NEO Sortino Ratio Rank: 33
Sortino Ratio Rank
HBIX.NEO Omega Ratio Rank: 33
Omega Ratio Rank
HBIX.NEO Calmar Ratio Rank: 33
Calmar Ratio Rank
HBIX.NEO Martin Ratio Rank: 33
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.

QQCL.TO vs. HBIX.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) and Harvest Bitcoin Enhanced Income ETF (HBIX.NEO). 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.


QQCL.TOHBIX.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.32

Omega ratioGain probability vs. loss probability

1.45

0.87

+0.58

Calmar ratioReturn relative to maximum drawdown

3.90

-0.77

+4.67

Martin ratioReturn relative to average drawdown

14.28

-1.33

+15.60

QQCL.TO vs. HBIX.NEO - Sharpe Ratio Comparison

The current QQCL.TO Sharpe Ratio is 2.46, which is higher than the HBIX.NEO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of QQCL.TO and HBIX.NEO, 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

QQCL.TO vs. HBIX.NEO - Drawdown Comparison

The maximum QQCL.TO drawdown since its inception was -25.63%, smaller than the maximum HBIX.NEO drawdown of -57.09%. Use the drawdown chart below to compare losses from any high point for QQCL.TO and HBIX.NEO.


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Drawdown Indicators


QQCL.TOHBIX.NEODifference

Max Drawdown

Largest peak-to-trough decline

-25.63%

-57.09%

+31.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-57.09%

+46.39%

Current Drawdown

Current decline from peak

-1.68%

-54.15%

+52.47%

Average Drawdown

Average peak-to-trough decline

-3.32%

-24.75%

+21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

32.88%

-29.96%

Volatility

QQCL.TO vs. HBIX.NEO - Volatility Comparison

The current volatility for Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) is 7.65%, while Harvest Bitcoin Enhanced Income ETF (HBIX.NEO) has a volatility of 14.38%. This indicates that QQCL.TO experiences smaller price fluctuations and is considered to be less risky than HBIX.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQCL.TOHBIX.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

14.38%

-6.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

41.42%

-27.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

52.20%

-35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

51.19%

-30.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

51.19%

-30.56%

QQCL.TO vs. HBIX.NEO - Expense Ratio Comparison

QQCL.TO has a 0.85% expense ratio, which is higher than HBIX.NEO's 0.65% expense ratio.


Dividends

QQCL.TO vs. HBIX.NEO - Dividend Comparison

QQCL.TO's dividend yield for the trailing twelve months is around 13.37%, less than HBIX.NEO's 45.75% yield.


PositionTTM202520242023
HBIX.NEO
Harvest Bitcoin Enhanced Income ETF
45.75%20.21%0.00%0.00%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
13.37%14.54%11.87%3.68%

Frequently Asked Questions


QQCL.TO and HBIX.NEO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HBIX.NEO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HBIX.NEO is cheaper with a 0.65% expense ratio, compared with 0.85% for QQCL.TO.

QQCL.TO is categorized as Nasdaq-100, while HBIX.NEO is Leveraged Cryptocurrency. They also come from different issuers: Global X and Harvest. Their fees differ too: 0.85% for QQCL.TO and 0.65% for HBIX.NEO.

Portfolio Optimizer

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