XUSR.TO vs. QQQ
XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - XUSR.TO is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, XUSR.TO returned 16.66%/yr vs 21.31%/yr for QQQ. A 0.78 correlation means they provide meaningful diversification when combined. XUSR.TO charges 0.23%/yr vs 0.18%/yr for QQQ.
Performance
XUSR.TO vs. QQQ - Performance Comparison
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Different Trading Currencies
XUSR.TO is traded in CAD, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUSR.TO achieves a 21.07% return, which is significantly lower than QQQ's 22.67% return.
XUSR.TO
- 1D
- -0.71%
- 1M
- 11.78%
- YTD
- 21.07%
- 6M
- 17.73%
- 1Y
- 32.90%
- 3Y*
- 26.02%
- 5Y*
- 16.66%
- 10Y*
- —
QQQ
- 1D
- 0.00%
- 1M
- 12.65%
- YTD
- 22.67%
- 6M
- 19.03%
- 1Y
- 43.44%
- 3Y*
- 30.21%
- 5Y*
- 21.31%
- 10Y*
- 22.80%
XUSR.TO vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XUSR.TO iShares ESG Advanced MSCI USA Index ETF | 21.07% | 9.24% | 32.45% | 29.28% | -17.20% | 24.47% | 27.06% |
QQQ Invesco QQQ ETF | 22.84% | 15.23% | 36.37% | 51.45% | -27.77% | 26.27% | 35.77% |
Correlation
The correlation between XUSR.TO and QQQ is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.78 |
The correlation between XUSR.TO and QQQ has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
XUSR.TO vs. QQQ - Sectors Allocation Comparison
Sectors
XUSR.TO
QQQ
Technology
Financial Services
Industrials
Consumer Cyclical
Healthcare
Real Estate
Communication Services
Basic Materials
Utilities
Consumer Defensive
Energy
Technology
XUSR.TO
QQQ
Financial Services
XUSR.TO
QQQ
Industrials
XUSR.TO
QQQ
Consumer Cyclical
XUSR.TO
QQQ
Healthcare
XUSR.TO
QQQ
Real Estate
XUSR.TO
QQQ
Communication Services
XUSR.TO
QQQ
Basic Materials
XUSR.TO
QQQ
Utilities
XUSR.TO
QQQ
Consumer Defensive
XUSR.TO
QQQ
Energy
XUSR.TO
QQQ
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Return for Risk
XUSR.TO vs. QQQ — Risk / Return Rank
XUSR.TO
QQQ
XUSR.TO vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and Invesco QQQ ETF (QQQ). 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.
| XUSR.TO | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.50 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.55 | -0.68 |
| Martin ratioReturn relative to average drawdown | 8.61 | 11.34 | -2.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XUSR.TO | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 2.80 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.03 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.19 | -0.08 |
Drawdowns
XUSR.TO vs. QQQ - Drawdown Comparison
The maximum XUSR.TO drawdown since its inception was -28.39%, smaller than the maximum QQQ drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and QQQ.
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Drawdown Indicators
| XUSR.TO | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.39% | -31.80% | +3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -12.29% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.02% | -22.58% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -31.80% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.80% | — |
Current DrawdownCurrent decline from peak | -0.71% | 0.00% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -4.73% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.84% | -0.01% |
Volatility
XUSR.TO vs. QQQ - Volatility Comparison
iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) has a higher volatility of 4.94% compared to Invesco QQQ ETF (QQQ) at 4.35%. This indicates that XUSR.TO's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUSR.TO | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.35% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 11.80% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 15.62% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 20.72% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 20.82% | -3.23% |
XUSR.TO vs. QQQ - Expense Ratio Comparison
XUSR.TO has a 0.23% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XUSR.TO vs. QQQ - Dividend Comparison
XUSR.TO's dividend yield for the trailing twelve months is around 0.56%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
XUSR.TO iShares ESG Advanced MSCI USA Index ETF | 0.56% | 0.67% | 0.68% | 0.93% | 1.01% | 0.65% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUSR.TO and QQQ have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQ is cheaper with a 0.18% expense ratio, compared with 0.23% for XUSR.TO.
XUSR.TO is categorized as Large Cap Growth Equities, while QQQ is Nasdaq-100. XUSR.TO tracks MSCI USA Choice ESG Screened Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.23% for XUSR.TO and 0.18% for QQQ.
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