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

Performance

QQCL.TO vs. QQQL.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 Enhanced Nasdaq-100 Index ETF (QQQL.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, QQCL.TO achieves a 20.85% return, which is significantly lower than QQQL.TO's 28.52% return.


QQCL.TO

1D
0.47%
1M
12.39%
YTD
20.85%
6M
17.94%
1Y
43.99%
3Y*
5Y*
10Y*

QQQL.TO

1D
0.49%
1M
16.49%
YTD
28.52%
6M
24.33%
1Y
57.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
20.85%13.10%23.23%
QQQL.TO
Global X Enhanced Nasdaq-100 Index ETF
28.52%16.16%24.06%

Correlation

The correlation between QQCL.TO and QQQL.TO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

Correlation (All Time)
Calculated using the full available price history since May 23, 2024

0.59

The correlation between QQCL.TO and QQQL.TO has been stable across timeframes, ranging from 0.56 to 0.59 - a consistent structural relationship.

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Return for Risk

QQCL.TO vs. QQQL.TO — 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: 8181
Overall Rank
QQCL.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
QQCL.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
QQCL.TO Omega Ratio Rank: 8282
Omega Ratio Rank
QQCL.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
QQCL.TO Martin Ratio Rank: 7878
Martin Ratio Rank

QQQL.TO
QQQL.TO Risk / Return Rank: 8484
Overall Rank
QQQL.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QQQL.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
QQQL.TO Omega Ratio Rank: 9494
Omega Ratio Rank
QQQL.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQL.TO Martin Ratio Rank: 6565
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. QQQL.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 Enhanced Nasdaq-100 Index ETF (QQQL.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.


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

-0.23

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.51

1.69

-0.19

Calmar ratioReturn relative to maximum drawdown

4.14

4.52

-0.38

Martin ratioReturn relative to average drawdown

15.49

11.91

+3.58

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

The current QQCL.TO Sharpe Ratio is 2.81, which is comparable to the QQQL.TO Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of QQCL.TO and QQQL.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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Sharpe Ratios by Period


QQCL.TOQQQL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

3.04

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

1.39

+0.14

Drawdowns

QQCL.TO vs. QQQL.TO - Drawdown Comparison

The maximum QQCL.TO drawdown since its inception was -25.63%, smaller than the maximum QQQL.TO drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for QQCL.TO and QQQL.TO.


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Drawdown Indicators


QQCL.TOQQQL.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.63%

-27.82%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-12.69%

+2.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.32%

-4.88%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

4.80%

-1.95%

Volatility

QQCL.TO vs. QQQL.TO - Volatility Comparison

The current volatility for Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) is 4.30%, while Global X Enhanced Nasdaq-100 Index ETF (QQQL.TO) has a volatility of 5.60%. This indicates that QQCL.TO experiences smaller price fluctuations and is considered to be less risky than QQQL.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.TOQQQL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

5.60%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

13.85%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

18.89%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

25.71%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

25.71%

-5.33%

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

QQCL.TO has a 0.85% expense ratio, which is higher than QQQL.TO's 0.49% expense ratio.


Dividends

QQCL.TO vs. QQQL.TO - Dividend Comparison

QQCL.TO's dividend yield for the trailing twelve months is around 13.15%, while QQQL.TO has not paid dividends to shareholders.


PositionTTM202520242023
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
13.15%14.54%11.87%3.68%
QQQL.TO
Global X Enhanced Nasdaq-100 Index ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQCL.TO and QQQL.TO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQL.TO is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQL.TO is cheaper with a 0.49% expense ratio, compared with 0.85% for QQCL.TO.

Their fees differ too: 0.85% for QQCL.TO and 0.49% for QQQL.TO.

Portfolio Optimizer

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