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

XHU.TO vs. QQC-F.TO

Last updated Jun 5, 2026

XHU.TO (iShares U.S. High Dividend Equity Index ETF) and QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) are both exchange-traded funds - XHU.TO is a Large Cap Blend Equities fund tracking the Morningstar US Market TR CAD, while QQC-F.TO is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, XHU.TO returned 7.81%/yr vs 20.19%/yr for QQC-F.TO. At a 0.22 correlation, their price movements are largely independent. XHU.TO charges 0.34%/yr vs 0.20%/yr for QQC-F.TO.

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. High Dividend Equity Index ETF (XHU.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, XHU.TO achieves a 14.37% return, which is significantly lower than QQC-F.TO's 19.18% return. Over the past 10 years, XHU.TO has underperformed QQC-F.TO with an annualized return of 7.81%, while QQC-F.TO has yielded a comparatively higher 20.19% annualized return.

XHU.TO

1D
0.36%
1M
2.43%
YTD
14.37%
6M
5.83%
1Y
15.38%
3Y*
11.29%
5Y*
10.04%
10Y*
7.81%

QQC-F.TO

1D
-0.50%
1M
8.60%
YTD
19.18%
6M
17.61%
1Y
37.09%
3Y*
26.30%
5Y*
16.21%
10Y*
20.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XHU.TO
iShares U.S. High Dividend Equity Index ETF		14.37%-0.28%16.64%-1.52%12.37%18.23%-9.27%13.08%3.95%5.12%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		19.18%18.41%24.19%52.81%-33.42%27.15%45.04%37.63%-2.23%31.94%

Correlation

The correlation between XHU.TO and QQC-F.TO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.09

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

0.00

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

0.17

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

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2015

0.22

The correlation between XHU.TO and QQC-F.TO shifts across timeframes, from -0.09 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

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

Sectors
XHU.TO
QQC-F.TO

Consumer Defensive

24.1%
7.7%

Energy

21.2%
0.6%

Healthcare

16.8%
4.2%

Financial Services

10.8%
0.2%

Technology

9.0%
53.8%

Utilities

8.9%
1.4%

Consumer Cyclical

5.8%
12.3%

Industrials

2.0%
2.8%

Basic Materials

1.1%
1.1%

Communication Services

0.1%
15.8%

Real Estate

-

0.1%

Consumer Defensive

XHU.TO
24.1%
QQC-F.TO
7.7%

Energy

XHU.TO
21.2%
QQC-F.TO
0.6%

Healthcare

XHU.TO
16.8%
QQC-F.TO
4.2%

Financial Services

XHU.TO
10.8%
QQC-F.TO
0.2%

Technology

XHU.TO
9.0%
QQC-F.TO
53.8%

Utilities

XHU.TO
8.9%
QQC-F.TO
1.4%

Consumer Cyclical

XHU.TO
5.8%
QQC-F.TO
12.3%

Industrials

XHU.TO
2.0%
QQC-F.TO
2.8%

Basic Materials

XHU.TO
1.1%
QQC-F.TO
1.1%

Communication Services

XHU.TO
0.1%
QQC-F.TO
15.8%

Real Estate

XHU.TO

-

QQC-F.TO
0.1%

Compare stocks, funds, or ETFs

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iShares U.S. High Dividend Equity Index ETF

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with XHU.TO:
XHU.TO vs. CUD.TOXHU.TO vs. SCHDXHU.TO vs. VDY.TOXHU.TO vs. XEI.TOXHU.TO vs. XEQT.TOXHU.TO vs. DGROXHU.TO vs. XLY
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XHU.TO
XHU.TO Risk / Return Rank: 3737
Overall Rank
XHU.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XHU.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
XHU.TO Omega Ratio Rank: 4141
Omega Ratio Rank
XHU.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
XHU.TO Martin Ratio Rank: 3939
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6666
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6868
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (XHU.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.

XHU.TOQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility
1.32
2.35

-1.03

Sortino ratioReturn per unit of downside risk
1.72
3.14

-1.41

Omega ratioGain probability vs. loss probability

1.26

1.40

-0.15

Calmar ratioReturn relative to maximum drawdown

1.77

2.83

-1.06

Martin ratioReturn relative to average drawdown

6.15

10.53

-4.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XHU.TO Sharpe Ratio is 1.32, which is lower than the QQC-F.TO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of XHU.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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Sharpe Ratios by Period

XHU.TOQQC-F.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.35

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.73

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.90

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.92

-0.37

Drawdowns

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

The maximum XHU.TO drawdown since its inception was -29.94%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for XHU.TO and QQC-F.TO.

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Drawdown Indicators

XHU.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.94%

-36.03%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-13.16%

+4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.53%

-22.76%

+10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-12.53%

-36.03%

+23.50%

Max Drawdown (10Y)

Largest decline over 10 years

-29.94%

-36.03%

+6.09%

Current Drawdown

Current decline from peak

-1.48%

-0.73%

-0.75%

Average Drawdown

Average peak-to-trough decline

-3.73%

-5.50%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.53%

-1.02%

Volatility

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

The current volatility for iShares U.S. High Dividend Equity Index ETF (XHU.TO) is 3.50%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 4.48%. This indicates that XHU.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

XHU.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.48%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

12.08%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

15.89%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.89%

22.44%

-10.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

22.54%

-8.16%

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

XHU.TO has a 0.34% expense ratio, which is higher than QQC-F.TO's 0.20% expense ratio.

Dividends

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

XHU.TO's dividend yield for the trailing twelve months is around 2.43%, while QQC-F.TO has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.00%0.09%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
XHU.TO
iShares U.S. High Dividend Equity Index ETF		2.43%2.75%2.72%2.86%2.63%2.60%3.18%2.25%2.52%2.27%2.38%2.30%

Frequently Asked Questions

XHU.TO and QQC-F.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQC-F.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQC-F.TO is cheaper with a 0.20% expense ratio, compared with 0.34% for XHU.TO.

XHU.TO is categorized as Large Cap Blend Equities, while QQC-F.TO is Nasdaq-100. XHU.TO tracks Morningstar US Market TR CAD, while QQC-F.TO tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.34% for XHU.TO and 0.20% for QQC-F.TO.

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