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VUN.TO vs. QQC-F.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUN.TO vs. QQC-F.TO

Last updated Jun 14, 2026

VUN.TO (Vanguard U.S. Total Market Index ETF) and QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) are both exchange-traded funds - VUN.TO is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while QQC-F.TO is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, VUN.TO returned 15.56%/yr vs 20.16%/yr for QQC-F.TO. A 0.75 correlation means they provide meaningful diversification when combined. VUN.TO charges 0.17%/yr vs 0.20%/yr for QQC-F.TO.

Performance

VUN.TO vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (VUN.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUN.TO achieves a 11.51% return, which is significantly lower than QQC-F.TO's 16.04% return. Over the past 10 years, VUN.TO has underperformed QQC-F.TO with an annualized return of 15.56%, while QQC-F.TO has yielded a comparatively higher 20.16% annualized return.

VUN.TO

1D
0.65%
1M
1.61%
YTD
11.51%
6M
11.24%
1Y
29.65%
3Y*
22.18%
5Y*
14.98%
10Y*
15.56%

QQC-F.TO

1D
0.65%
1M
-0.06%
YTD
16.04%
6M
16.23%
1Y
34.78%
3Y*
24.55%
5Y*
15.31%
10Y*
20.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUN.TO vs. QQC-F.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VUN.TO
Vanguard U.S. Total Market Index ETF		11.51%11.43%33.76%23.00%-14.20%24.54%18.22%23.99%2.35%13.01%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		16.04%18.79%24.19%52.81%-33.42%27.15%45.04%37.63%-2.23%31.94%

Correlation

The correlation between VUN.TO and QQC-F.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2013

0.75

The correlation between VUN.TO and QQC-F.TO shifts across timeframes, from 0.75 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

VUN.TO vs. QQC-F.TO - Sectors Allocation Comparison

Sectors
VUN.TO
QQC-F.TO

Technology

31.5%
53.8%

Financial Services

12.5%
0.2%

Healthcare

10.2%
4.2%

Consumer Cyclical

10.0%
12.3%

Industrials

9.9%
2.8%

Communication Services

9.7%
15.8%

Consumer Defensive

5.0%
7.7%

Energy

4.2%
0.6%

Utilities

2.5%
1.4%

Real Estate

2.5%
0.1%

Basic Materials

2.2%
1.1%

Technology

VUN.TO
31.5%
QQC-F.TO
53.8%

Financial Services

VUN.TO
12.5%
QQC-F.TO
0.2%

Healthcare

VUN.TO
10.2%
QQC-F.TO
4.2%

Consumer Cyclical

VUN.TO
10.0%
QQC-F.TO
12.3%

Industrials

VUN.TO
9.9%
QQC-F.TO
2.8%

Communication Services

VUN.TO
9.7%
QQC-F.TO
15.8%

Consumer Defensive

VUN.TO
5.0%
QQC-F.TO
7.7%

Energy

VUN.TO
4.2%
QQC-F.TO
0.6%

Utilities

VUN.TO
2.5%
QQC-F.TO
1.4%

Real Estate

VUN.TO
2.5%
QQC-F.TO
0.1%

Basic Materials

VUN.TO
2.2%
QQC-F.TO
1.1%

Compare stocks, funds, or ETFs

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

Vanguard U.S. Total Market Index ETF

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY
Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. XEQT.TOQQC-F.TO vs. QQQQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. VFV.TO

Return for Risk

VUN.TO vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUN.TO
VUN.TO Risk / Return Rank: 7979
Overall Rank
VUN.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 7575
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6464
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6666
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5959
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.

VUN.TO vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (VUN.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.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.

VUN.TOQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility
2.28
1.95

+0.34

Sortino ratioReturn per unit of downside risk
3.09
2.58

+0.52

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

3.30

2.55

+0.75

Martin ratioReturn relative to average drawdown

12.24

9.27

+2.97

VUN.TO vs. QQC-F.TO - Sharpe Ratio Comparison

The current VUN.TO Sharpe Ratio is 2.28, which is comparable to the QQC-F.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VUN.TO and QQC-F.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.

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Drawdowns

VUN.TO vs. QQC-F.TO - Drawdown Comparison

The maximum VUN.TO drawdown since its inception was -28.19%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for VUN.TO and QQC-F.TO.

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Drawdown Indicators

VUN.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-36.03%

+7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-12.98%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-19.88%

-22.76%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

-36.03%

+12.36%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

-36.03%

+7.84%

Current Drawdown

Current decline from peak

-1.32%

-3.44%

+2.12%

Average Drawdown

Average peak-to-trough decline

-3.80%

-5.49%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

3.57%

-1.28%

Volatility

VUN.TO vs. QQC-F.TO - Volatility Comparison

The current volatility for Vanguard U.S. Total Market Index ETF (VUN.TO) is 4.41%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 7.16%. This indicates that VUN.TO experiences smaller price fluctuations and is considered to be less risky than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VUN.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

7.16%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

13.58%

-4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

17.01%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

22.60%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

22.62%

-5.89%

VUN.TO vs. QQC-F.TO - Expense Ratio Comparison

VUN.TO has a 0.17% expense ratio, which is lower than QQC-F.TO's 0.20% 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

VUN.TO vs. QQC-F.TO - Dividend Comparison

VUN.TO's dividend yield for the trailing twelve months is around 0.75%, more than QQC-F.TO's 0.34% yield.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.34%0.39%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
VUN.TO
Vanguard U.S. Total Market Index ETF		0.75%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.50%1.49%

Frequently Asked Questions

VUN.TO and QQC-F.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.20% for QQC-F.TO.

VUN.TO is categorized as Large Cap Blend Equities, while QQC-F.TO is Nasdaq-100. VUN.TO tracks CRSP US Total Market Index, while QQC-F.TO tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.17% for VUN.TO and 0.20% for QQC-F.TO.

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