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QQU.TO vs. QQCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQU.TO vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

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QQU.TO vs. QQCC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
-11.89%26.77%40.01%114.00%-61.73%52.20%83.84%80.24%-11.03%68.57%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
-1.53%11.64%33.48%35.99%-8.51%7.92%-3.26%16.18%-15.89%18.77%

Returns By Period

In the year-to-date period, QQU.TO achieves a -11.89% return, which is significantly lower than QQCC.TO's -1.53% return. Over the past 10 years, QQU.TO has outperformed QQCC.TO with an annualized return of 27.04%, while QQCC.TO has yielded a comparatively lower 9.32% annualized return.


QQU.TO

1D
1.69%
1M
-8.67%
YTD
-11.89%
6M
-11.12%
1Y
34.93%
3Y*
33.38%
5Y*
13.24%
10Y*
27.04%

QQCC.TO

1D
1.06%
1M
-1.52%
YTD
-1.53%
6M
-0.09%
1Y
17.42%
3Y*
19.49%
5Y*
13.24%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQU.TO vs. QQCC.TO - Expense Ratio Comparison

QQU.TO has a 1.46% expense ratio, which is higher than QQCC.TO's 0.65% expense ratio.


Return for Risk

QQU.TO vs. QQCC.TO — Risk / Return Rank

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

QQU.TO
QQU.TO Risk / Return Rank: 4747
Overall Rank
QQU.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QQU.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
QQU.TO Omega Ratio Rank: 4848
Omega Ratio Rank
QQU.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
QQU.TO Martin Ratio Rank: 4646
Martin Ratio Rank

QQCC.TO
QQCC.TO Risk / Return Rank: 4848
Overall Rank
QQCC.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
QQCC.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
QQCC.TO Omega Ratio Rank: 5252
Omega Ratio Rank
QQCC.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
QQCC.TO Martin Ratio Rank: 5555
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.

QQU.TO vs. QQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.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.


QQU.TOQQCC.TODifference

Sharpe ratio

Return per unit of total volatility

0.78

0.86

-0.07

Sortino ratio

Return per unit of downside risk

1.37

1.26

+0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.44

1.28

+0.16

Martin ratio

Return relative to average drawdown

4.63

5.59

-0.96

QQU.TO vs. QQCC.TO - Sharpe Ratio Comparison

The current QQU.TO Sharpe Ratio is 0.78, which is comparable to the QQCC.TO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of QQU.TO and QQCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQU.TOQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.86

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.76

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.54

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

-0.00

+0.49

Correlation

The correlation between QQU.TO and QQCC.TO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QQU.TO vs. QQCC.TO - Dividend Comparison

QQU.TO has not paid dividends to shareholders, while QQCC.TO's dividend yield for the trailing twelve months is around 12.05%.


TTM20252024202320222021202020192018201720162015
QQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
12.05%11.27%9.89%11.85%11.04%5.15%5.84%6.31%7.90%6.01%6.73%8.89%

Drawdowns

QQU.TO vs. QQCC.TO - Drawdown Comparison

The maximum QQU.TO drawdown since its inception was -78.51%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for QQU.TO and QQCC.TO.


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Drawdown Indicators


QQU.TOQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.51%

-100.13%

+21.62%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

-13.73%

-12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-64.83%

-22.24%

-42.59%

Max Drawdown (10Y)

Largest decline over 10 years

-64.83%

-36.70%

-28.13%

Current Drawdown

Current decline from peak

-19.09%

-100.00%

+80.91%

Average Drawdown

Average peak-to-trough decline

-17.16%

-99.78%

+82.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.04%

3.15%

+4.89%

Volatility

QQU.TO vs. QQCC.TO - Volatility Comparison

BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO) has a higher volatility of 13.58% compared to Global X NASDAQ-100 Covered Call ETF (QQCC.TO) at 5.91%. This indicates that QQU.TO's price experiences larger fluctuations and is considered to be riskier than QQCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQU.TOQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

5.91%

+7.67%

Volatility (6M)

Calculated over the trailing 6-month period

25.58%

10.73%

+14.85%

Volatility (1Y)

Calculated over the trailing 1-year period

44.77%

20.40%

+24.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.87%

17.55%

+27.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.76%

17.31%

+27.45%