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

Performance

QQQL.TO vs. OOQB - 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 Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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 OOQB is traded in USD. To make them comparable, the OOQB 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 27.90% return, which is significantly higher than OOQB's -17.73% return.


QQQL.TO

1D
0.19%
1M
15.99%
YTD
27.90%
6M
24.31%
1Y
56.27%
3Y*
5Y*
10Y*

OOQB

1D
-0.00%
1M
1.87%
YTD
-17.73%
6M
-24.13%
1Y
-24.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQL.TO vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between QQQL.TO and OOQB is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.35

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Return for Risk

QQQL.TO vs. OOQB — Risk / Return Rank

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

QQQL.TO
QQQL.TO Risk / Return Rank: 8383
Overall Rank
QQQL.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
QQQL.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
QQQL.TO Omega Ratio Rank: 9494
Omega Ratio Rank
QQQL.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQQL.TO Martin Ratio Rank: 6363
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 55
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 55
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
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.

QQQL.TO vs. OOQB - 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 Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


QQQL.TOOOQBDifference

Sharpe ratio

Return per unit of total volatility

2.99

-0.49

+3.49

Sortino ratio

Return per unit of downside risk

3.96

-0.42

+4.39

Omega ratio

Gain probability vs. loss probability

1.69

0.95

+0.74

Calmar ratio

Return relative to maximum drawdown

4.41

-0.47

+4.87

Martin ratio

Return relative to average drawdown

11.65

-0.82

+12.46

QQQL.TO vs. OOQB - Sharpe Ratio Comparison

The current QQQL.TO Sharpe Ratio is 2.99, which is higher than the OOQB Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of QQQL.TO and OOQB, 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


QQQL.TOOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

-0.49

+3.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

-0.45

+1.82

Drawdowns

QQQL.TO vs. OOQB - Drawdown Comparison

The maximum QQQL.TO drawdown since its inception was -27.82%, smaller than the maximum OOQB drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for QQQL.TO and OOQB.


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Drawdown Indicators


QQQL.TOOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-53.58%

+25.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-53.58%

+40.89%

Current Drawdown

Current decline from peak

0.00%

-44.11%

+44.11%

Average Drawdown

Average peak-to-trough decline

-4.89%

-23.77%

+18.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

30.51%

-25.71%

Volatility

QQQL.TO vs. OOQB - Volatility Comparison

Global X Enhanced Nasdaq-100 Index ETF (QQQL.TO) has a higher volatility of 5.63% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.76%. This indicates that QQQL.TO's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQL.TOOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

0.76%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

39.52%

-25.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

50.82%

-31.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.74%

57.13%

-31.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

57.13%

-31.39%

QQQL.TO vs. OOQB - Expense Ratio Comparison

QQQL.TO has a 0.49% expense ratio, which is lower than OOQB's 0.75% expense ratio.


Dividends

QQQL.TO vs. OOQB - Dividend Comparison

QQQL.TO has not paid dividends to shareholders, while OOQB's dividend yield for the trailing twelve months is around 11.62%.


Frequently Asked Questions


QQQL.TO and OOQB have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQL.TO is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQL.TO is cheaper with a 0.49% expense ratio, compared with 0.75% for OOQB.

They also come from different issuers: Global X and Volatility Shares. Their fees differ too: 0.49% for QQQL.TO and 0.75% for OOQB.

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