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QQI.TO vs. KNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQI.TO vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Nasdaq-100 Daily Inverse ETF (QQI.TO) and FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQI.TO is traded in CAD, while KNG is traded in USD. To make them comparable, the KNG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQI.TO achieves a -16.04% return, which is significantly lower than KNG's 11.21% return.


QQI.TO

1D
-2.02%
1M
-0.31%
YTD
-16.04%
6M
-16.04%
1Y
3Y*
5Y*
10Y*

KNG

1D
-0.10%
1M
8.09%
YTD
11.21%
6M
10.62%
1Y
16.25%
3Y*
9.77%
5Y*
8.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQI.TO vs. KNG - Yearly Performance Comparison


Correlation

The correlation between QQI.TO and KNG is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 22, 2025

-0.13

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Return for Risk

QQI.TO vs. KNG — Risk / Return Rank

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

QQI.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


KNG
KNG Risk / Return Rank: 3232
Overall Rank
KNG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KNG Sortino Ratio Rank: 3737
Sortino Ratio Rank
KNG Omega Ratio Rank: 3131
Omega Ratio Rank
KNG Calmar Ratio Rank: 3131
Calmar Ratio Rank
KNG Martin Ratio Rank: 2828
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.

QQI.TO vs. KNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Nasdaq-100 Daily Inverse ETF (QQI.TO) and FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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.


QQI.TOKNGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.99

Martin ratioReturn relative to average drawdown

5.17

QQI.TO vs. KNG - Sharpe Ratio Comparison


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Drawdowns

QQI.TO vs. KNG - Drawdown Comparison

The maximum QQI.TO drawdown since its inception was -25.23%, smaller than the maximum KNG drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for QQI.TO and KNG.


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Drawdown Indicators


QQI.TOKNGDifference

Max Drawdown

Largest peak-to-trough decline

-25.23%

-29.00%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.05%

Max Drawdown (5Y)

Largest decline over 5 years

-15.24%

Current Drawdown

Current decline from peak

-24.72%

-0.34%

-24.38%

Average Drawdown

Average peak-to-trough decline

-8.42%

-3.40%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

QQI.TO vs. KNG - Volatility Comparison


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Volatility by Period


QQI.TOKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

11.31%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

14.76%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

18.06%

+2.20%

QQI.TO vs. KNG - Expense Ratio Comparison

QQI.TO has a 1.15% expense ratio, which is higher than KNG's 0.75% expense ratio.


Dividends

QQI.TO vs. KNG - Dividend Comparison

QQI.TO has not paid dividends to shareholders, while KNG's dividend yield for the trailing twelve months is around 8.32%.


PositionTTM20252024202320222021202020192018
KNG
FT Vest S&P 500 Dividend Aristocrats Target Income ETF
8.32%8.61%9.08%5.91%4.00%3.45%3.62%4.09%3.46%
QQI.TO
BetaPro Nasdaq-100 Daily Inverse ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQI.TO and KNG have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KNG is cheaper with a 0.75% expense ratio, compared with 1.15% for QQI.TO.

QQI.TO is categorized as Nasdaq-100, while KNG is Dividend. QQI.TO tracks NASDAQ-100 Index (-100%), while KNG tracks Cboe S&P 500 Dividend Aristocrats Target Income Index Monthly Series. They also come from different issuers: Global X and First Trust. Their fees differ too: 1.15% for QQI.TO and 0.75% for KNG.

Portfolio Optimizer

Find the right allocation for QQI.TO and KNG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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