TSTX-U.TO vs. QQCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO).

TSTX-U.TO and QQCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSTX-U.TO is a passively managed fund by Global X that tracks the performance of the ICE U.S. Treasury 1-3 Year Bond Index. It was launched on Oct 7, 2025. QQCC.TO is managed by Global X. It was launched on Sep 13, 2011.

Performance

TSTX-U.TO vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.TO) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

TSTX-U.TO vs. QQCC.TO - Yearly Performance Comparison

	2026 (YTD)	2025
TSTX-U.TO Global X 1-3 Year U.S. Treasury Bond Index ETF	-0.24%	1.20%
QQCC.TO Global X NASDAQ-100 Covered Call ETF	-3.61%	0.32%

Returns By Period

In the year-to-date period, TSTX-U.TO achieves a -0.24% return, which is significantly higher than QQCC.TO's -3.61% return.

TSTX-U.TO

• 1D: -0.20%
• 1M: -0.82%
• YTD: -0.24%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQCC.TO

• 1D: 1.82%
• 1M: -3.14%
• YTD: -3.61%
• 6M: -1.75%
• 1Y: 15.14%
• 3Y*: 18.64%
• 5Y*: 12.76%
• 10Y*: 9.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSTX-U.TO vs. QQCC.TO - Expense Ratio Comparison

TSTX-U.TO has a 0.15% expense ratio, which is lower than QQCC.TO's 0.65% expense ratio.

QQCC.TO

Global X NASDAQ-100 Covered Call ETF

TSTX-U.TO

Global X 1-3 Year U.S. Treasury Bond Index ETF

Return for Risk

TSTX-U.TO vs. QQCC.TO — Risk / Return Rank

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

QQCC.TO

QQCC.TO Risk / Return Rank: 48
QQCC.TO Sharpe Ratio Rank: 43
QQCC.TO Sortino Ratio Rank: 42
QQCC.TO Omega Ratio Rank: 51
QQCC.TO Calmar Ratio Rank: 48
QQCC.TO Martin Ratio Rank: 54

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.

TSTX-U.TO vs. QQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TSTX-U.TO	QQCC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.75	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.25	-0.00	+1.25

Correlation

The correlation between TSTX-U.TO and QQCC.TO is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TSTX-U.TO vs. QQCC.TO - Dividend Comparison

TSTX-U.TO's dividend yield for the trailing twelve months is around 1.41%, less than QQCC.TO's 11.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TSTX-U.TO Global X 1-3 Year U.S. Treasury Bond Index ETF	1.41%	0.84%	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	11.12%	11.27%	9.89%	11.85%	11.04%	5.15%	5.84%	6.31%	7.90%	6.01%	6.73%	8.89%

Drawdowns

TSTX-U.TO vs. QQCC.TO - Drawdown Comparison

The maximum TSTX-U.TO drawdown since its inception was -0.90%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for TSTX-U.TO and QQCC.TO.

Drawdown Indicators

	TSTX-U.TO	QQCC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-0.90%	-100.13%	+99.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.70%	—
Current Drawdown Current decline from peak	-0.82%	-100.00%	+99.18%
Average Drawdown Average peak-to-trough decline	-0.19%	-99.78%	+99.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.15%	—

Volatility

Volatility by Period

	TSTX-U.TO	QQCC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.64%	20.26%	-18.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.64%	17.51%	-15.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.64%	17.30%	-15.66%