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

XIU.TO vs. QQC-F.TO

Last updated Jun 14, 2026

XIU.TO (iShares S&P/TSX 60 Index ETF) and QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) are both exchange-traded funds - XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 Index, while QQC-F.TO is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, XIU.TO returned 13.04%/yr vs 20.16%/yr for QQC-F.TO. A 0.55 correlation means they provide meaningful diversification when combined. XIU.TO charges 0.18%/yr vs 0.20%/yr for QQC-F.TO.

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX 60 Index ETF (XIU.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, XIU.TO achieves a 11.35% return, which is significantly lower than QQC-F.TO's 16.04% return. Over the past 10 years, XIU.TO has underperformed QQC-F.TO with an annualized return of 13.04%, while QQC-F.TO has yielded a comparatively higher 20.16% annualized return.

XIU.TO

1D
0.62%
1M
3.42%
YTD
11.35%
6M
12.04%
1Y
32.96%
3Y*
22.94%
5Y*
14.53%
10Y*
13.04%

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)

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

2026 (YTD)202520242023202220212020201920182017
XIU.TO
iShares S&P/TSX 60 Index ETF		11.35%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%
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 XIU.TO and QQC-F.TO is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.55

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

0.55

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

0.61

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.55

The correlation between XIU.TO and QQC-F.TO has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

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

Sectors
XIU.TO
QQC-F.TO

Financial Services

39.4%
0.2%

Energy

18.6%
0.6%

Basic Materials

13.3%
1.1%

Technology

8.8%
53.8%

Industrials

7.9%
2.8%

Consumer Cyclical

4.1%
12.3%

Consumer Defensive

3.2%
7.7%

Utilities

2.6%
1.4%

Communication Services

2.0%
15.8%

Real Estate

0.2%
0.1%

Healthcare

-

4.2%

Financial Services

XIU.TO
39.4%
QQC-F.TO
0.2%

Energy

XIU.TO
18.6%
QQC-F.TO
0.6%

Basic Materials

XIU.TO
13.3%
QQC-F.TO
1.1%

Technology

XIU.TO
8.8%
QQC-F.TO
53.8%

Industrials

XIU.TO
7.9%
QQC-F.TO
2.8%

Consumer Cyclical

XIU.TO
4.1%
QQC-F.TO
12.3%

Consumer Defensive

XIU.TO
3.2%
QQC-F.TO
7.7%

Utilities

XIU.TO
2.6%
QQC-F.TO
1.4%

Communication Services

XIU.TO
2.0%
QQC-F.TO
15.8%

Real Estate

XIU.TO
0.2%
QQC-F.TO
0.1%

Healthcare

XIU.TO

-

QQC-F.TO
4.2%

Compare stocks, funds, or ETFs

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

iShares S&P/TSX 60 Index ETF

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIU.TO
XIU.TO Risk / Return Rank: 8989
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9292
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.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.

XIU.TOQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility
2.71
1.95

+0.76

Sortino ratioReturn per unit of downside risk
3.61
2.58

+1.03

Omega ratioGain probability vs. loss probability

1.49

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

4.26

2.55

+1.71

Martin ratioReturn relative to average drawdown

19.57

9.27

+10.31

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

The current XIU.TO Sharpe Ratio is 2.71, which is higher than the QQC-F.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XIU.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

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

The maximum XIU.TO drawdown since its inception was -46.98%, which is greater than QQC-F.TO's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for XIU.TO and QQC-F.TO.

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Drawdown Indicators

XIU.TOQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-36.03%

-10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-12.98%

+5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-22.76%

+10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-36.03%

+19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-36.03%

+0.57%

Current Drawdown

Current decline from peak

-0.19%

-3.44%

+3.25%

Average Drawdown

Average peak-to-trough decline

-6.85%

-5.49%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

3.57%

-1.91%

Volatility

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

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 4.06%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 7.16%. This indicates that XIU.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

XIU.TOQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

7.16%

-3.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

13.58%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

17.01%

-4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

22.60%

-9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

22.62%

-7.60%

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

XIU.TO has a 0.18% 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

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

XIU.TO's dividend yield for the trailing twelve months is around 2.18%, 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%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.18%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

XIU.TO and QQC-F.TO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.20% for QQC-F.TO.

XIU.TO is categorized as Canada Equities, while QQC-F.TO is Nasdaq-100. XIU.TO tracks S&P/TSX 60 Index, while QQC-F.TO tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for XIU.TO and 0.20% for QQC-F.TO.

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