PortfoliosLab logoPortfoliosLab logo
SOLL.TO vs. SOLQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLL.TO vs. SOLQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Solana ETF Currency Hedged Units (SOLL.TO) and 3iQ Solana Staking ETF (SOLQ.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SOLL.TO achieves a -41.88% return, which is significantly lower than SOLQ.TO's -38.75% return.


SOLL.TO

1D
-1.94%
1M
-11.48%
6M
-30.88%
YTD
-41.88%
1Y
-57.31%
3Y*
5Y*
10Y*
ALL TIME*
-36.41%

SOLQ.TO

1D
-2.23%
1M
-12.32%
6M
-26.74%
YTD
-38.75%
1Y
-54.00%
3Y*
5Y*
10Y*
ALL TIME*
-32.36%
*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$10.74KCA$31.07KCA$71.72K
CA$139.36KCA$147.53KCA$235.73K

SOLL.TO vs. SOLQ.TO - Yearly Performance Comparison


2026 (YTD)2025
SOLL.TO
Purpose Solana ETF Currency Hedged Units
-41.88%-4.02%
SOLQ.TO
3iQ Solana Staking ETF
-38.75%-1.38%

Correlation

The correlation between SOLL.TO and SOLQ.TO is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.98

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.98

The correlation between SOLL.TO and SOLQ.TO has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOLL.TO vs. SOLQ.TO — Risk / Return Rank

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

SOLL.TO
SOLL.TO Risk / Return Rank: 33
Overall Rank
SOLL.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOLL.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
SOLL.TO Omega Ratio Rank: 33
Omega Ratio Rank
SOLL.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
SOLL.TO Martin Ratio Rank: 44
Martin Ratio Rank

SOLQ.TO
SOLQ.TO Risk / Return Rank: 33
Overall Rank
SOLQ.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOLQ.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
SOLQ.TO Omega Ratio Rank: 33
Omega Ratio Rank
SOLQ.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
SOLQ.TO Martin Ratio Rank: 44
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.

SOLL.TO vs. SOLQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Solana ETF Currency Hedged Units (SOLL.TO) and 3iQ Solana Staking ETF (SOLQ.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.


SOLL.TOSOLQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

0.87

0.88

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.77

-0.02

Martin ratioReturn relative to average drawdown

-1.11

-1.08

-0.03

SOLL.TO vs. SOLQ.TO - Sharpe Ratio Comparison

The current SOLL.TO Sharpe Ratio is -0.81, which is comparable to the SOLQ.TO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of SOLL.TO and SOLQ.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.


Loading charts...

Drawdowns

SOLL.TO vs. SOLQ.TO - Drawdown Comparison

The maximum SOLL.TO drawdown since its inception was -75.04%, roughly equal to the maximum SOLQ.TO drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for SOLL.TO and SOLQ.TO.


Loading charts...

Drawdown Indicators


SOLL.TOSOLQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.04%

-73.59%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-75.04%

-73.59%

-1.45%

Current Drawdown

Current decline from peak

-71.26%

-69.32%

-1.94%

Average Drawdown

Average peak-to-trough decline

-39.10%

-38.45%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.38%

52.25%

+1.13%

Volatility

SOLL.TO vs. SOLQ.TO - Volatility Comparison

Purpose Solana ETF Currency Hedged Units (SOLL.TO) has a higher volatility of 12.52% compared to 3iQ Solana Staking ETF (SOLQ.TO) at 10.16%. This indicates that SOLL.TO's price experiences larger fluctuations and is considered to be riskier than SOLQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOLL.TOSOLQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.52%

10.16%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

51.63%

50.04%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

73.06%

71.89%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.13%

70.15%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.13%

70.15%

+0.98%

SOLL.TO vs. SOLQ.TO - Expense Ratio Comparison

SOLL.TO has a 1.00% expense ratio, which is higher than SOLQ.TO's 0.15% expense ratio.


Dividends

SOLL.TO vs. SOLQ.TO - Dividend Comparison

Neither SOLL.TO nor SOLQ.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, SOLL.TO and SOLQ.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SOLQ.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOLQ.TO is cheaper with a 0.15% expense ratio, compared with 1.00% for SOLL.TO.

They also come from different issuers: Purpose and 3iQ. Their fees differ too: 1.00% for SOLL.TO and 0.15% for SOLQ.TO.

Portfolio Optimizer

Find the right allocation for SOLL.TO and SOLQ.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer