REIT.TO vs. QQCC.TO
REIT.TO (Global X Equal Weight Canadian REITs Index ETF) and QQCC.TO (Global X NASDAQ-100 Covered Call ETF) are both exchange-traded funds - REIT.TO is a REIT fund tracking the Mirae Asset Equal Weight Canadian REITs Index, while QQCC.TO is a Nasdaq-100 fund managed by Global X. Over the past year, REIT.TO returned 20.88% vs 30.92% for QQCC.TO. At a 0.23 correlation, their price movements are largely independent.
Performance
REIT.TO vs. QQCC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, REIT.TO achieves a 15.70% return, which is significantly lower than QQCC.TO's 17.50% return.
REIT.TO
- 1D
- 0.04%
- 1M
- 4.69%
- 6M
- 15.92%
- YTD
- 15.70%
- 1Y
- 20.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQCC.TO
- 1D
- 1.33%
- 1M
- 4.51%
- 6M
- 17.78%
- YTD
- 17.50%
- 1Y
- 30.92%
- 3Y*
- 23.01%
- 5Y*
- 0.53%
- 10Y*
- 1.30%
REIT.TO vs. QQCC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
REIT.TO Global X Equal Weight Canadian REITs Index ETF | 15.70% | 12.44% |
QQCC.TO Global X NASDAQ-100 Covered Call ETF | 17.50% | 23.27% |
Correlation
The correlation between REIT.TO and QQCC.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2025 | 0.23 |
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Return for Risk
REIT.TO vs. QQCC.TO — Risk / Return Rank
REIT.TO
QQCC.TO
REIT.TO vs. QQCC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian REITs Index ETF (REIT.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.
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.
| REIT.TO | QQCC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.88 | -0.96 |
| Martin ratioReturn relative to average drawdown | 8.61 | 13.67 | -5.06 |
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Drawdowns
REIT.TO vs. QQCC.TO - Drawdown Comparison
The maximum REIT.TO drawdown since its inception was -7.19%, smaller than the maximum QQCC.TO drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for REIT.TO and QQCC.TO.
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Drawdown Indicators
| REIT.TO | QQCC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.19% | -67.77% | +60.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -8.15% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.24% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.91% | — |
Current DrawdownCurrent decline from peak | 0.00% | -22.25% | +22.25% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -28.25% | +26.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.31% | +0.12% |
Volatility
REIT.TO vs. QQCC.TO - Volatility Comparison
The current volatility for Global X Equal Weight Canadian REITs Index ETF (REIT.TO) is 2.51%, while Global X NASDAQ-100 Covered Call ETF (QQCC.TO) has a volatility of 8.43%. This indicates that REIT.TO experiences smaller price fluctuations and is considered to be less risky 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
| REIT.TO | QQCC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 8.43% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 12.65% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 14.96% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.85% | 28.43% | -15.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.85% | 23.32% | -10.47% |
Dividends
REIT.TO vs. QQCC.TO - Dividend Comparison
REIT.TO's dividend yield for the trailing twelve months is around 4.22%, less than QQCC.TO's 10.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQCC.TO Global X NASDAQ-100 Covered Call ETF | 10.59% | 11.27% | 9.84% | 11.79% | 11.06% | 2.58% | 2.92% | 3.14% | 3.96% | 3.00% | 3.36% | 4.44% |
REIT.TO Global X Equal Weight Canadian REITs Index ETF | 4.22% | 3.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
REIT.TO and QQCC.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REIT.TO is categorized as REIT, while QQCC.TO is Nasdaq-100.
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