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

Performance

QQQL.TO vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Nasdaq-100 Index ETF (QQQL.TO) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQQL.TO achieves a 17.78% return, which is significantly higher than GPIQ's 14.25% return.


QQQL.TO

1D
1.29%
1M
-6.36%
6M
17.49%
YTD
17.78%
1Y
32.85%
3Y*
5Y*
10Y*
ALL TIME*
26.51%

GPIQ

1D
0.40%
1M
-4.26%
6M
12.15%
YTD
14.25%
1Y
25.54%
3Y*
5Y*
10Y*
ALL TIME*
26.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$121.82MCA$115.13MCA$116.20M
CA$54.65KCA$68.99KCA$73.06K

QQQL.TO vs. GPIQ - Yearly Performance Comparison


2026 (YTD)20252024
QQQL.TO
Global X Enhanced Nasdaq-100 Index ETF
17.78%16.12%21.98%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
14.25%14.31%16.13%

Correlation

The correlation between QQQL.TO and GPIQ is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (All Time)
Calculated using the full available price history since May 27, 2024

0.60

The correlation between QQQL.TO and GPIQ has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

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Return for Risk

QQQL.TO vs. GPIQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QQQL.TO
QQQL.TO Risk / Return Rank: 5656
Overall Rank
QQQL.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QQQL.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
QQQL.TO Omega Ratio Rank: 6363
Omega Ratio Rank
QQQL.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
QQQL.TO Martin Ratio Rank: 4848
Martin Ratio Rank

GPIQ
GPIQ Risk / Return Rank: 6060
Overall Rank
GPIQ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GPIQ Sortino Ratio Rank: 5454
Sortino Ratio Rank
GPIQ Omega Ratio Rank: 5555
Omega Ratio Rank
GPIQ Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPIQ Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QQQL.TO vs. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Nasdaq-100 Index ETF (QQQL.TO) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.


QQQL.TOGPIQDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.26

2.47

-0.21

Martin ratioReturn relative to average drawdown

5.56

8.45

-2.88

QQQL.TO vs. GPIQ - Sharpe Ratio Comparison

The current QQQL.TO Sharpe Ratio is 1.30, which is comparable to the GPIQ Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QQQL.TO and GPIQ, 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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Drawdowns

QQQL.TO vs. GPIQ - Drawdown Comparison

The maximum QQQL.TO drawdown since its inception was -27.82%, which is greater than GPIQ's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for QQQL.TO and GPIQ.


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Drawdown Indicators


QQQL.TOGPIQDifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-20.90%

-6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-9.71%

-3.31%

Current Drawdown

Current decline from peak

-9.52%

-6.88%

-2.64%

Average Drawdown

Average peak-to-trough decline

-4.88%

-2.61%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

2.83%

+2.43%

Volatility

QQQL.TO vs. GPIQ - Volatility Comparison

Global X Enhanced Nasdaq-100 Index ETF (QQQL.TO) has a higher volatility of 7.01% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 6.21%. This indicates that QQQL.TO's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQL.TOGPIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

6.21%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.95%

14.36%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

16.92%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.25%

18.75%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.25%

18.75%

+7.50%

QQQL.TO vs. GPIQ - Expense Ratio Comparison

QQQL.TO has a 0.49% expense ratio, which is higher than GPIQ's 0.29% expense ratio.


Dividends

QQQL.TO vs. GPIQ - Dividend Comparison

QQQL.TO has not paid dividends to shareholders, while GPIQ's dividend yield for the trailing twelve months is around 10.12%.


PositionTTM202520242023
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
9.32%9.81%9.18%1.74%
QQQL.TO
Global X Enhanced Nasdaq-100 Index ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQL.TO and GPIQ have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPIQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPIQ is cheaper with a 0.29% expense ratio, compared with 0.49% for QQQL.TO.

They also come from different issuers: Global X and Goldman Sachs. Their fees differ too: 0.49% for QQQL.TO and 0.29% for GPIQ.

Portfolio Optimizer

Find the right allocation for QQQL.TO and GPIQ

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