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QQCL.TO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQCL.TO vs. HEQT.TO - 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 Global X All-Equity Asset Allocation ETF (HEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with QQCL.TO having a 14.15% return and HEQT.TO slightly lower at 14.01%.


QQCL.TO

1D
1.28%
1M
-5.74%
6M
13.14%
YTD
14.15%
1Y
28.37%
3Y*
5Y*
10Y*
ALL TIME*
26.10%

HEQT.TO

1D
0.08%
1M
-1.89%
6M
11.56%
YTD
14.01%
1Y
27.88%
3Y*
20.21%
5Y*
12.25%
10Y*
ALL TIME*
14.72%
*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$118.97KCA$166.70KCA$187.80K
CA$1.23MCA$1.27MCA$1.40M

QQCL.TO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)202520242023
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
14.15%13.10%41.38%4.96%
HEQT.TO
Global X All-Equity Asset Allocation ETF
14.01%19.82%23.83%7.50%

Correlation

The correlation between QQCL.TO and HEQT.TO is 0.81, meaning they have usually moved in the same direction, including during past declines.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2023

0.77

The correlation between QQCL.TO and HEQT.TO has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

QQCL.TO vs. HEQT.TO — Risk / Return Rank

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

QQCL.TO
QQCL.TO Risk / Return Rank: 5656
Overall Rank
QQCL.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QQCL.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
QQCL.TO Omega Ratio Rank: 5353
Omega Ratio Rank
QQCL.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
QQCL.TO Martin Ratio Rank: 6161
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8585
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8686
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8888
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.

QQCL.TO vs. HEQT.TO - 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 Global X All-Equity Asset Allocation ETF (HEQT.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.


QQCL.TOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

2.08

3.10

-1.02

Martin ratioReturn relative to average drawdown

7.36

12.95

-5.59

QQCL.TO vs. HEQT.TO - Sharpe Ratio Comparison

The current QQCL.TO Sharpe Ratio is 1.30, which is lower than the HEQT.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of QQCL.TO and HEQT.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

QQCL.TO vs. HEQT.TO - Drawdown Comparison

The maximum QQCL.TO drawdown since its inception was -25.63%, smaller than the maximum HEQT.TO drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for QQCL.TO and HEQT.TO.


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Drawdown Indicators


QQCL.TOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.63%

-31.82%

+6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-8.49%

-3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

Current Drawdown

Current decline from peak

-8.07%

-2.05%

-6.02%

Average Drawdown

Average peak-to-trough decline

-3.35%

-5.10%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.03%

+1.44%

Volatility

QQCL.TO vs. HEQT.TO - Volatility Comparison

Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) has a higher volatility of 7.67% compared to Global X All-Equity Asset Allocation ETF (HEQT.TO) at 3.85%. This indicates that QQCL.TO's price experiences larger fluctuations and is considered to be riskier than HEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQCL.TOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

3.85%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

10.92%

+5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

13.07%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

15.03%

+6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

16.83%

+4.22%

QQCL.TO vs. HEQT.TO - Expense Ratio Comparison

QQCL.TO has a 0.85% expense ratio, which is higher than HEQT.TO's 0.24% expense ratio.


Dividends

QQCL.TO vs. HEQT.TO - Dividend Comparison

QQCL.TO's dividend yield for the trailing twelve months is around 14.39%, more than HEQT.TO's 1.51% yield.


PositionTTM2025202420232022202120202019
HEQT.TO
Global X All-Equity Asset Allocation ETF
1.51%1.70%1.67%0.84%0.03%0.02%1.40%0.22%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
14.39%14.54%11.87%3.68%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQCL.TO and HEQT.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.24% expense ratio, compared with 0.85% for QQCL.TO.

QQCL.TO is categorized as Nasdaq-100, while HEQT.TO is Global Equities. Their fees differ too: 0.85% for QQCL.TO and 0.24% for HEQT.TO.

Portfolio Optimizer

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