PortfoliosLab logoPortfoliosLab logo
VALT.TO vs. QQCI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VALT.TO vs. QQCI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Gold Bullion ETF (VALT.TO) and Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VALT.TO achieves a -6.93% return, which is significantly lower than QQCI.TO's 12.05% return.


VALT.TO

1D
0.19%
1M
1.59%
6M
-19.64%
YTD
-6.93%
1Y
17.76%
3Y*
25.22%
5Y*
16.17%
10Y*
ALL TIME*
13.95%

QQCI.TO

1D
-0.97%
1M
-2.73%
6M
10.61%
YTD
12.05%
1Y
23.66%
3Y*
5Y*
10Y*
ALL TIME*
19.57%
*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$110.99KCA$82.96KCA$149.10K
CA$185.75KCA$223.40KCA$363.49K

VALT.TO vs. QQCI.TO - Yearly Performance Comparison


2026 (YTD)20252024
VALT.TO
CI Gold Bullion ETF
-6.93%60.46%4.44%
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
12.05%12.64%11.81%

Correlation

The correlation between VALT.TO and QQCI.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2024

0.07

The correlation between VALT.TO and QQCI.TO shifts across timeframes, from 0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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

VALT.TO vs. QQCI.TO — Risk / Return Rank

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

VALT.TO
VALT.TO Risk / Return Rank: 2525
Overall Rank
VALT.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VALT.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
VALT.TO Omega Ratio Rank: 2929
Omega Ratio Rank
VALT.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
VALT.TO Martin Ratio Rank: 2222
Martin Ratio Rank

QQCI.TO
QQCI.TO Risk / Return Rank: 7373
Overall Rank
QQCI.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QQCI.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQCI.TO Omega Ratio Rank: 6969
Omega Ratio Rank
QQCI.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQCI.TO Martin Ratio Rank: 7777
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.

VALT.TO vs. QQCI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Gold Bullion ETF (VALT.TO) and Invesco NASDAQ 100 Income Advantage ETF (QQCI.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.


VALT.TOQQCI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.14

1.29

-0.15

Calmar ratioReturn relative to maximum drawdown

0.66

3.12

-2.46

Martin ratioReturn relative to average drawdown

1.48

9.99

-8.51

VALT.TO vs. QQCI.TO - Sharpe Ratio Comparison

The current VALT.TO Sharpe Ratio is 0.63, which is lower than the QQCI.TO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of VALT.TO and QQCI.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

VALT.TO vs. QQCI.TO - Drawdown Comparison

The maximum VALT.TO drawdown since its inception was -27.07%, which is greater than QQCI.TO's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for VALT.TO and QQCI.TO.


Loading charts...

Drawdown Indicators


VALT.TOQQCI.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-18.95%

-8.12%

Max Drawdown (1Y)

Largest decline over 1 year

-27.07%

-7.62%

-19.45%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Current Drawdown

Current decline from peak

-25.75%

-5.79%

-19.96%

Average Drawdown

Average peak-to-trough decline

-6.25%

-3.03%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.03%

2.37%

+9.66%

Volatility

VALT.TO vs. QQCI.TO - Volatility Comparison

CI Gold Bullion ETF (VALT.TO) has a higher volatility of 6.20% compared to Invesco NASDAQ 100 Income Advantage ETF (QQCI.TO) at 5.36%. This indicates that VALT.TO's price experiences larger fluctuations and is considered to be riskier than QQCI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VALT.TOQQCI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

5.36%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

11.34%

+12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

14.66%

+13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

15.86%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

15.86%

+2.35%

VALT.TO vs. QQCI.TO - Expense Ratio Comparison

VALT.TO has a 0.17% expense ratio, which is lower than QQCI.TO's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VALT.TO vs. QQCI.TO - Dividend Comparison

VALT.TO has not paid dividends to shareholders, while QQCI.TO's dividend yield for the trailing twelve months is around 9.13%.


PositionTTM20252024
QQCI.TO
Invesco NASDAQ 100 Income Advantage ETF
9.13%9.34%3.17%
VALT.TO
CI Gold Bullion ETF
0.00%0.00%0.00%

Frequently Asked Questions


VALT.TO and QQCI.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VALT.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VALT.TO is cheaper with a 0.17% expense ratio, compared with 0.21% for QQCI.TO.

VALT.TO is categorized as Gold, while QQCI.TO is Nasdaq-100. Their fees differ too: 0.17% for VALT.TO and 0.21% for QQCI.TO.

Portfolio Optimizer

Find the right allocation for VALT.TO and QQCI.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