WXM vs. QQC.TO
Compare and contrast key facts about WF International Ltd (WXM) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO).
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
WXM vs. QQC.TO - Performance Comparison
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WXM vs. QQC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WXM WF International Ltd | -5.08% | -88.11% |
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged | -5.91% | 30.39% |
Different Trading Currencies
WXM 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, WXM achieves a -5.08% return, which is significantly higher than QQC.TO's -5.91% return.
WXM
- 1D
- 1.00%
- 1M
- 12.90%
- YTD
- -5.08%
- 6M
- -85.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQC.TO
- 1D
- 3.26%
- 1M
- -4.77%
- YTD
- -5.91%
- 6M
- -3.54%
- 1Y
- 23.72%
- 3Y*
- 22.26%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
WXM vs. QQC.TO — Risk / Return Rank
WXM
QQC.TO
WXM vs. QQC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WF International Ltd (WXM) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| WXM | QQC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.55 | -1.20 |
Correlation
The correlation between WXM and QQC.TO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WXM vs. QQC.TO - Dividend Comparison
WXM has not paid dividends to shareholders, while QQC.TO's dividend yield for the trailing twelve months is around 0.41%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WXM WF International Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQC.TO Invesco NASDAQ 100 Index ETF CAD Hedged | 0.41% | 0.39% | 0.45% | 0.54% | 0.91% | 0.56% |
Drawdowns
WXM vs. QQC.TO - Drawdown Comparison
The maximum WXM drawdown since its inception was -90.67%, which is greater than QQC.TO's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for WXM and QQC.TO.
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Drawdown Indicators
| WXM | QQC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.67% | -31.81% | -58.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.02% | — |
Current DrawdownCurrent decline from peak | -88.72% | -9.37% | -79.35% |
Average DrawdownAverage peak-to-trough decline | -55.93% | -8.30% | -47.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.31% | — |
Volatility
WXM vs. QQC.TO - Volatility Comparison
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Volatility by Period
| WXM | QQC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 138.35% | 22.59% | +115.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 138.35% | 22.75% | +115.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 138.35% | 22.75% | +115.60% |