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

QQI.TO vs. QQCI.TO

Last updated Jun 4, 2026

QQI.TO (BetaPro Nasdaq-100 Daily Inverse ETF) and QQCI.TO (Invesco NASDAQ 100 Income Advantage ETF) are both Nasdaq-100 funds - QQI.TO tracks the NASDAQ-100 Index (-100%) while QQCI.TO tracks the NASDAQ-100 Index. Both are passively managed. At a correlation of -0.78, they often move in opposite directions.

Performance

QQI.TO vs. QQCI.TO - 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 Invesco NASDAQ 100 Income Advantage ETF (QQCI.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, QQI.TO achieves a -16.51% return, which is significantly lower than QQCI.TO's 16.01% return.

QQI.TO

1D
0.06%
1M
-9.69%
YTD
-16.51%
6M
-16.11%
1Y
—
3Y*
—
5Y*
—
10Y*
—

QQCI.TO

1D
0.35%
1M
9.28%
YTD
16.01%
6M
14.16%
1Y
34.93%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQI.TO vs. QQCI.TO - Yearly Performance Comparison

2026 (YTD)2025
QQI.TO
BetaPro Nasdaq-100 Daily Inverse ETF		-16.51%-3.15%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF		16.01%3.31%

Correlation

The correlation between QQI.TO and QQCI.TO is -0.78, 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 23, 2025

-0.78

Compare stocks, funds, or ETFs

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

BetaPro Nasdaq-100 Daily Inverse ETF

Invesco NASDAQ 100 Income Advantage ETF

Often compared with QQI.TO:
QQI.TO vs. QQQL.TOQQI.TO vs. TQQQ.TOQQI.TO vs. QQC.TOQQI.TO vs. QQU.TOQQI.TO vs. QQCC.TOQQI.TO vs. HXT.TOQQI.TO vs. QQQT.TO
Often compared with QQCI.TO:
QQCI.TO vs. QQC-F.TOQQCI.TO vs. XQQ.TOQQCI.TO vs. HXQ.TOQQCI.TO vs. QQCE.TOQQCI.TO vs. XIU.TOQQCI.TO vs. ESG.TOQQCI.TO vs. QQC.TO

Return for Risk

QQI.TO vs. QQCI.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQI.TO
QQCI.TO
QQCI.TO Risk / Return Rank: 8282
Overall Rank
QQCI.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 8282
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 8282
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. QQCI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Nasdaq-100 Daily Inverse ETF (QQI.TO) and Invesco NASDAQ 100 Income Advantage ETF (QQCI.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.

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

QQI.TO vs. QQCI.TO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QQI.TOQQCI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.43

1.52

-2.95

Drawdowns

QQI.TO vs. QQCI.TO - Drawdown Comparison

The maximum QQI.TO drawdown since its inception was -25.19%, which is greater than QQCI.TO's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for QQI.TO and QQCI.TO.

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Drawdown Indicators

QQI.TOQQCI.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.19%

-18.95%

-6.24%

Max Drawdown (1Y)

Largest decline over 1 year

—

-7.62%

—

Current Drawdown

Current decline from peak

-25.14%

0.00%

-25.14%

Average Drawdown

Average peak-to-trough decline

-6.88%

-3.10%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.14%

—

Volatility

QQI.TO vs. QQCI.TO - Volatility Comparison

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Volatility by Period

QQI.TOQQCI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.32%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.39%

—

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

12.98%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

15.55%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

15.55%

+2.91%

Dividends

QQI.TO vs. QQCI.TO - Dividend Comparison

QQI.TO has not paid dividends to shareholders, while QQCI.TO's dividend yield for the trailing twelve months is around 8.60%.

PositionTTM20252024
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF		8.60%9.34%3.17%
QQI.TO
BetaPro Nasdaq-100 Daily Inverse ETF		0.00%0.00%0.00%

Frequently Asked Questions

QQI.TO and QQCI.TO have a correlation of -0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQI.TO tracks NASDAQ-100 Index (-100%), while QQCI.TO tracks NASDAQ-100 Index. They also come from different issuers: Global X and Invesco.

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