PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QQCL.TO vs. ^IXIC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QQCL.TO and ^IXIC is 0.83, 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.


-0.50.00.51.00.8

Performance

QQCL.TO vs. ^IXIC - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.22%
13.30%
QQCL.TO
^IXIC

Key characteristics

Sharpe Ratio

QQCL.TO:

2.13

^IXIC:

1.44

Sortino Ratio

QQCL.TO:

2.89

^IXIC:

1.95

Omega Ratio

QQCL.TO:

1.38

^IXIC:

1.26

Calmar Ratio

QQCL.TO:

2.98

^IXIC:

2.02

Martin Ratio

QQCL.TO:

12.34

^IXIC:

7.20

Ulcer Index

QQCL.TO:

3.03%

^IXIC:

3.69%

Daily Std Dev

QQCL.TO:

17.56%

^IXIC:

18.38%

Max Drawdown

QQCL.TO:

-12.54%

^IXIC:

-77.93%

Current Drawdown

QQCL.TO:

-0.76%

^IXIC:

-1.05%

Returns By Period

In the year-to-date period, QQCL.TO achieves a 3.90% return, which is significantly higher than ^IXIC's 3.37% return.


QQCL.TO

YTD

3.90%

1M

0.95%

6M

23.09%

1Y

37.74%

5Y*

N/A

10Y*

N/A

^IXIC

YTD

3.37%

1M

1.04%

6M

13.30%

1Y

28.12%

5Y*

15.88%

10Y*

14.98%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

QQCL.TO vs. ^IXIC — Risk-Adjusted Performance Rank

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

QQCL.TO
The Risk-Adjusted Performance Rank of QQCL.TO is 8383
Overall Rank
The Sharpe Ratio Rank of QQCL.TO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of QQCL.TO is 8484
Sortino Ratio Rank
The Omega Ratio Rank of QQCL.TO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of QQCL.TO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of QQCL.TO is 8484
Martin Ratio Rank

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 6666
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQCL.TO vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) and NASDAQ Composite (^IXIC). 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.


Sharpe ratio
The chart of Sharpe ratio for QQCL.TO, currently valued at 1.54, compared to the broader market0.002.004.001.541.35
The chart of Sortino ratio for QQCL.TO, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.0012.002.121.83
The chart of Omega ratio for QQCL.TO, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.25
The chart of Calmar ratio for QQCL.TO, currently valued at 2.02, compared to the broader market0.005.0010.0015.002.021.86
The chart of Martin ratio for QQCL.TO, currently valued at 8.38, compared to the broader market0.0020.0040.0060.0080.00100.008.386.62
QQCL.TO
^IXIC

The current QQCL.TO Sharpe Ratio is 2.13, which is higher than the ^IXIC Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of QQCL.TO and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.50Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.54
1.35
QQCL.TO
^IXIC

Drawdowns

QQCL.TO vs. ^IXIC - Drawdown Comparison

The maximum QQCL.TO drawdown since its inception was -12.54%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for QQCL.TO and ^IXIC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.38%
-1.05%
QQCL.TO
^IXIC

Volatility

QQCL.TO vs. ^IXIC - Volatility Comparison

The current volatility for Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO) is 4.33%, while NASDAQ Composite (^IXIC) has a volatility of 5.14%. This indicates that QQCL.TO experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.33%
5.14%
QQCL.TO
^IXIC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab