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QQQ vs. XLB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. XLB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and iShares Core Canadian Long Term Bond Index ETF (XLB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQQ achieves a 16.71% return, which is significantly higher than XLB.TO's -0.90% return. Over the past 10 years, QQQ has outperformed XLB.TO with an annualized return of 21.59%, while XLB.TO has yielded a comparatively lower -0.33% annualized return.


QQQ

1D
1.56%
1M
0.68%
YTD
16.71%
6M
15.00%
1Y
35.78%
3Y*
27.15%
5Y*
16.98%
10Y*
21.59%

XLB.TO

1D
-1.34%
1M
-2.55%
YTD
-0.90%
6M
0.33%
1Y
-0.56%
3Y*
1.08%
5Y*
-4.72%
10Y*
-0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. XLB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
16.71%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
XLB.TO
iShares Core Canadian Long Term Bond Index ETF
-0.90%3.99%-7.15%11.81%-26.31%-4.54%13.88%17.71%-7.99%14.89%

Correlation

The correlation between QQQ and XLB.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2006

0.01

Over the past year, QQQ and XLB.TO have become more correlated (0.21) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

QQQ vs. XLB.TO — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7070
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6868
Martin Ratio Rank

XLB.TO
XLB.TO Risk / Return Rank: 1212
Overall Rank
XLB.TO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLB.TO Sortino Ratio Rank: 1111
Sortino Ratio Rank
XLB.TO Omega Ratio Rank: 1111
Omega Ratio Rank
XLB.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
XLB.TO Martin Ratio Rank: 1212
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.

QQQ vs. XLB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and iShares Core Canadian Long Term Bond Index ETF (XLB.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.


QQQXLB.TODifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.38

1.00

+0.38

Calmar ratioReturn relative to maximum drawdown

3.00

-0.10

+3.10

Martin ratioReturn relative to average drawdown

11.43

-0.22

+11.65

QQQ vs. XLB.TO - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.15, which is higher than the XLB.TO Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of QQQ and XLB.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


QQQXLB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

-0.06

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

-0.34

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

-0.02

+0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.18

+0.22

Drawdowns

QQQ vs. XLB.TO - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than XLB.TO's maximum drawdown of -36.38%. Use the drawdown chart below to compare losses from any high point for QQQ and XLB.TO.


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Drawdown Indicators


QQQXLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-36.38%

-46.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-5.76%

-6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-14.63%

-8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-34.20%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-36.38%

+1.26%

Current Drawdown

Current decline from peak

-4.03%

-24.88%

+20.85%

Average Drawdown

Average peak-to-trough decline

-32.77%

-11.08%

-21.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.59%

+0.55%

Volatility

QQQ vs. XLB.TO - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 6.84% compared to iShares Core Canadian Long Term Bond Index ETF (XLB.TO) at 3.03%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than XLB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

3.03%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

7.04%

+6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

8.92%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

13.88%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

13.36%

+9.00%

QQQ vs. XLB.TO - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than XLB.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QQQ vs. XLB.TO - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than XLB.TO's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
XLB.TO
iShares Core Canadian Long Term Bond Index ETF
4.08%4.05%3.82%3.73%3.97%3.03%2.90%3.18%3.56%3.45%3.62%3.64%

Frequently Asked Questions


QQQ and XLB.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.20% for XLB.TO.

QQQ is categorized as Nasdaq-100, while XLB.TO is Canadian Government Bonds. QQQ tracks NASDAQ-100 Index, while XLB.TO tracks Morningstar Can 10+Y Core Bd GR CAD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for QQQ and 0.20% for XLB.TO.

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