TUG vs. QQC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about STF Tactical Growth ETF (TUG) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO).

TUG and QQC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUG is an actively managed fund by STF. It was launched on May 18, 2022. QQC.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021.

Performance

TUG vs. QQC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). The values are adjusted to include any dividend payments, if applicable.

TUG vs. QQC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	-6.31%	20.43%	19.37%	38.24%	-12.62%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	-5.91%	20.90%	25.01%	55.18%	-7.85%

Different Trading Currencies

TUG is traded in USD, while QQC.TO is traded in CAD. To make them comparable, the QQC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TUG achieves a -6.31% return, which is significantly lower than QQC.TO's -5.91% return.

TUG

• 1D: 3.35%
• 1M: -4.80%
• YTD: -6.31%
• 6M: -3.64%
• 1Y: 22.12%
• 3Y*: 17.38%
• 5Y*: —
• 10Y*: —

QQC.TO

• 1D: 3.26%
• 1M: -4.77%
• YTD: -5.91%
• 6M: -3.54%
• 1Y: 23.72%
• 3Y*: 22.26%
• 5Y*: —
• 10Y*: —

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

TUG vs. QQC.TO - Expense Ratio Comparison

TUG has a 0.65% expense ratio, which is higher than QQC.TO's 0.20% expense ratio.

TUG

STF Tactical Growth ETF

QQC.TO

Invesco NASDAQ 100 Index ETF CAD Hedged

Return for Risk

TUG vs. QQC.TO — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 62
TUG Sharpe Ratio Rank: 57
TUG Sortino Ratio Rank: 61
TUG Omega Ratio Rank: 58
TUG Calmar Ratio Rank: 71
TUG Martin Ratio Rank: 65

QQC.TO

QQC.TO Risk / Return Rank: 57
QQC.TO Sharpe Ratio Rank: 53
QQC.TO Sortino Ratio Rank: 55
QQC.TO Omega Ratio Rank: 58
QQC.TO Calmar Ratio Rank: 66
QQC.TO Martin Ratio Rank: 53

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.

TUG vs. QQC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.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.

	TUG	QQC.TO	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.05	-0.05
Sortino ratio Return per unit of downside risk	1.57	1.63	-0.05
Omega ratio Gain probability vs. loss probability	1.22	1.23	-0.02
Calmar ratio Return relative to maximum drawdown	1.83	1.83	0.00
Martin ratio Return relative to average drawdown	6.55	6.82	-0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUG vs. QQC.TO - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 1.01, which is comparable to the QQC.TO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of TUG and QQC.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.

Sharpe Ratios by Period

	TUG	QQC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.05	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.55	+0.19

Correlation

The correlation between TUG and QQC.TO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TUG vs. QQC.TO - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.83%, more than QQC.TO's 0.41% yield.

	TTM	2025	2024	2023	2022	2021
TUG STF Tactical Growth ETF	1.83%	1.75%	4.97%	1.34%	1.14%	0.00%
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.41%	0.39%	0.45%	0.54%	0.91%	0.56%

Drawdowns

TUG vs. QQC.TO - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum QQC.TO drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for TUG and QQC.TO.

Drawdown Indicators

	TUG	QQC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-31.81%	+9.54%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-13.02%	+0.71%
Current Drawdown Current decline from peak	-9.37%	-9.37%	0.00%
Average Drawdown Average peak-to-trough decline	-4.45%	-8.30%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	4.31%	-0.87%

Volatility

TUG vs. QQC.TO - Volatility Comparison

STF Tactical Growth ETF (TUG) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) have volatilities of 6.53% and 6.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUG	QQC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	6.50%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	13.00%	12.72%	+0.28%
Volatility (1Y) Calculated over the trailing 1-year period	22.07%	22.59%	-0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	22.75%	-4.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	22.75%	-4.67%