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XQQ.TO vs. XBB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQQ.TO vs. XBB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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, XQQ.TO achieves a 19.59% return, which is significantly higher than XBB.TO's 1.72% return. Over the past 10 years, XQQ.TO has outperformed XBB.TO with an annualized return of 20.19%, while XBB.TO has yielded a comparatively lower 1.63% annualized return.


XQQ.TO

1D
3.04%
1M
4.80%
YTD
19.59%
6M
17.73%
1Y
35.57%
3Y*
24.45%
5Y*
14.91%
10Y*
20.19%

XBB.TO

1D
0.07%
1M
2.10%
YTD
1.72%
6M
1.94%
1Y
4.05%
3Y*
4.40%
5Y*
0.73%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQQ.TO vs. XBB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
19.59%15.77%24.69%53.25%-33.13%22.76%46.12%38.92%-1.32%33.41%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
1.72%2.59%4.00%6.64%-11.66%-2.81%8.58%7.28%1.00%2.42%

Correlation

The correlation between XQQ.TO and XBB.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.15

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

0.12

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 10, 2011

-0.06

The correlation between XQQ.TO and XBB.TO shifts across timeframes, from -0.06 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XQQ.TO vs. XBB.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XQQ.TO
XQQ.TO Risk / Return Rank: 6262
Overall Rank
XQQ.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XQQ.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XQQ.TO Omega Ratio Rank: 6868
Omega Ratio Rank
XQQ.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XQQ.TO Martin Ratio Rank: 5151
Martin Ratio Rank

XBB.TO
XBB.TO Risk / Return Rank: 2828
Overall Rank
XBB.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 2828
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.

XQQ.TO vs. XBB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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.


XQQ.TOXBB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.36

1.16

+0.20

Calmar ratioReturn relative to maximum drawdown

2.43

1.49

+0.94

Martin ratioReturn relative to average drawdown

8.08

3.47

+4.60

XQQ.TO vs. XBB.TO - Sharpe Ratio Comparison

The current XQQ.TO Sharpe Ratio is 2.05, which is higher than the XBB.TO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XQQ.TO and XBB.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

XQQ.TO vs. XBB.TO - Drawdown Comparison

The maximum XQQ.TO drawdown since its inception was -38.25%, which is greater than XBB.TO's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for XQQ.TO and XBB.TO.


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Drawdown Indicators


XQQ.TOXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.25%

-18.16%

-20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-2.73%

-11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-5.42%

-17.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.25%

-15.90%

-22.35%

Max Drawdown (10Y)

Largest decline over 10 years

-38.25%

-18.16%

-20.09%

Current Drawdown

Current decline from peak

-0.45%

-1.18%

+0.73%

Average Drawdown

Average peak-to-trough decline

-5.96%

-3.07%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

1.17%

+3.25%

Volatility

XQQ.TO vs. XBB.TO - Volatility Comparison

iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) has a higher volatility of 7.98% compared to iShares Core Canadian Universe Bond Index ETF (XBB.TO) at 1.44%. This indicates that XQQ.TO's price experiences larger fluctuations and is considered to be riskier than XBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XQQ.TOXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

1.44%

+6.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

3.26%

+10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

4.37%

+13.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

6.63%

+16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.53%

6.70%

+15.83%

XQQ.TO vs. XBB.TO - Expense Ratio Comparison

XQQ.TO has a 0.39% expense ratio, which is higher than XBB.TO's 0.10% expense ratio.


Dividends

XQQ.TO vs. XBB.TO - Dividend Comparison

XQQ.TO's dividend yield for the trailing twelve months is around 0.21%, less than XBB.TO's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.40%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
0.21%0.25%0.67%0.93%1.27%0.52%0.80%1.44%1.61%1.64%2.35%1.93%

Frequently Asked Questions


XQQ.TO and XBB.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBB.TO is cheaper with a 0.10% expense ratio, compared with 0.39% for XQQ.TO.

XQQ.TO is categorized as Nasdaq-100, while XBB.TO is Intermediate Core Bond. XQQ.TO tracks Morningstar US Market TR CAD, while XBB.TO tracks FTSE Canada Universe Bond Index. Their fees differ too: 0.39% for XQQ.TO and 0.10% for XBB.TO.

Portfolio Optimizer

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