XQQ.TO vs. ESG
Compare and contrast key facts about iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) and FlexShares STOXX US ESG Select Index Fund (ESG).
XQQ.TO and ESG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XQQ.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on May 3, 2011. ESG is a passively managed fund by Northern Trust that tracks the performance of the STOXX USA ESG Select KPIs Index. It was launched on Jul 13, 2016. Both XQQ.TO and ESG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XQQ.TO or ESG.
Key characteristics
| XQQ.TO | ESG | |
|---|---|---|
| YTD Return | 18.01% | 15.80% |
| 1Y Return | 31.03% | 26.42% |
| 3Y Return (Ann) | 4.74% | 6.30% |
| 5Y Return (Ann) | 17.78% | 14.21% |
| Sharpe Ratio | 1.89 | 2.42 |
| Sortino Ratio | 2.55 | 3.25 |
| Omega Ratio | 1.34 | 1.44 |
| Calmar Ratio | 0.33 | 3.23 |
| Martin Ratio | 8.71 | 13.90 |
| Ulcer Index | 3.74% | 1.98% |
| Daily Std Dev | 17.24% | 11.38% |
| Max Drawdown | -100.00% | -32.53% |
| Current Drawdown | -99.99% | -3.22% |
Correlation
The correlation between XQQ.TO and ESG is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XQQ.TO vs. ESG - Performance Comparison
In the year-to-date period, XQQ.TO achieves a 18.01% return, which is significantly higher than ESG's 15.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XQQ.TO vs. ESG - Expense Ratio Comparison
XQQ.TO has a 0.39% expense ratio, which is higher than ESG's 0.32% expense ratio.
Risk-Adjusted Performance
XQQ.TO vs. ESG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) and FlexShares STOXX US ESG Select Index Fund (ESG). 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.
Dividends
XQQ.TO vs. ESG - Dividend Comparison
XQQ.TO's dividend yield for the trailing twelve months is around 0.32%, less than ESG's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged) | 0.32% | 0.31% | 0.43% | 0.17% | 0.26% | 0.46% | 0.52% | 0.53% | 0.76% | 0.62% | 1.30% | 1.10% |
ESG FlexShares STOXX US ESG Select Index Fund | 1.13% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.93% | 0.92% | 0.00% | 0.00% | 0.00% |
Drawdowns
XQQ.TO vs. ESG - Drawdown Comparison
The maximum XQQ.TO drawdown since its inception was -100.00%, which is greater than ESG's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for XQQ.TO and ESG. For additional features, visit the drawdowns tool.
Volatility
XQQ.TO vs. ESG - Volatility Comparison
iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) has a higher volatility of 4.30% compared to FlexShares STOXX US ESG Select Index Fund (ESG) at 3.02%. This indicates that XQQ.TO's price experiences larger fluctuations and is considered to be riskier than ESG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.