XTOT.TO vs. QQC-F.TO

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO).

XTOT.TO and QQC-F.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTOT.TO is a passively managed fund by iShares that tracks the performance of the S&P Total Market Index. It was launched on May 28, 2025. QQC-F.TO is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on May 27, 2021. Both XTOT.TO and QQC-F.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF	-2.34%	15.99%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	-5.48%	17.28%

Returns By Period

In the year-to-date period, XTOT.TO achieves a -2.34% return, which is significantly higher than QQC-F.TO's -5.48% return.

XTOT.TO

• 1D: 0.36%
• 1M: -2.93%
• YTD: -2.34%
• 6M: -1.05%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQC-F.TO

• 1D: 1.03%
• 1M: -4.11%
• YTD: -5.48%
• 6M: -4.18%
• 1Y: 21.25%
• 3Y*: 20.89%
• 5Y*: 11.67%
• 10Y*: 17.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XTOT.TO has a 0.07% 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%.

QQC-F.TO

Invesco NASDAQ 100 Index ETF CAD Hedged

XTOT.TO

iShares Core S&P Total U.S. Stock Market Index ETF

Return for Risk

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

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

QQC-F.TO

QQC-F.TO Risk / Return Rank: 56
QQC-F.TO Sharpe Ratio Rank: 51
QQC-F.TO Sortino Ratio Rank: 56
QQC-F.TO Omega Ratio Rank: 54
QQC-F.TO Calmar Ratio Rank: 63
QQC-F.TO Martin Ratio Rank: 58

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XTOT.TO	QQC-F.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.96	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.22	0.84	+0.38

Correlation

The correlation between XTOT.TO and QQC-F.TO is 0.71, 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.

Dividends

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

XTOT.TO's dividend yield for the trailing twelve months is around 0.70%, while QQC-F.TO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF	0.70%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Drawdowns

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

The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and QQC-F.TO.

Drawdown Indicators

	XTOT.TO	QQC-F.TO	Difference
Max Drawdown Largest peak-to-trough decline	-9.64%	-36.03%	+26.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.03%	—
Current Drawdown Current decline from peak	-6.40%	-9.00%	+2.60%
Average Drawdown Average peak-to-trough decline	-1.97%	-5.55%	+3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.76%	—

Volatility

Volatility by Period

	XTOT.TO	QQC-F.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.70%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.15%	22.30%	-9.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	22.47%	-9.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.15%	22.49%	-9.34%