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ZQQ.TO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZQQ.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO NASDAQ 100 Equity (CAD Hedged) (ZQQ.TO) and iShares Gold Bullion ETF (CGL-C.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, ZQQ.TO achieves a 19.82% return, which is significantly higher than CGL-C.TO's 4.39% return. Over the past 10 years, ZQQ.TO has outperformed CGL-C.TO with an annualized return of 20.08%, while CGL-C.TO has yielded a comparatively lower 13.74% annualized return.


ZQQ.TO

1D
-0.28%
1M
10.63%
YTD
19.82%
6M
18.08%
1Y
38.53%
3Y*
26.42%
5Y*
16.12%
10Y*
20.08%

CGL-C.TO

1D
-0.29%
1M
0.43%
YTD
4.39%
6M
5.02%
1Y
33.57%
3Y*
32.37%
5Y*
21.30%
10Y*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZQQ.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZQQ.TO
BMO NASDAQ 100 Equity (CAD Hedged)
19.82%18.38%24.00%52.52%-33.75%26.68%45.33%37.08%-2.29%31.51%
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%

Correlation

The correlation between ZQQ.TO and CGL-C.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.04

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

-0.06

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2011

-0.10

The correlation between ZQQ.TO and CGL-C.TO shifts across timeframes, from -0.10 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZQQ.TO vs. CGL-C.TO — Risk / Return Rank

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

ZQQ.TO
ZQQ.TO Risk / Return Rank: 6767
Overall Rank
ZQQ.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ZQQ.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
ZQQ.TO Omega Ratio Rank: 6969
Omega Ratio Rank
ZQQ.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
ZQQ.TO Martin Ratio Rank: 6161
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3535
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3131
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.

ZQQ.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO NASDAQ 100 Equity (CAD Hedged) (ZQQ.TO) and iShares Gold Bullion ETF (CGL-C.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.


ZQQ.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.43

1.27

+0.16

Calmar ratioReturn relative to maximum drawdown

3.01

1.94

+1.07

Martin ratioReturn relative to average drawdown

11.25

4.77

+6.48

ZQQ.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current ZQQ.TO Sharpe Ratio is 2.46, which is higher than the CGL-C.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ZQQ.TO and CGL-C.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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Sharpe Ratios by Period


ZQQ.TOCGL-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.33

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.26

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.89

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.60

+0.31

Drawdowns

ZQQ.TO vs. CGL-C.TO - Drawdown Comparison

The maximum ZQQ.TO drawdown since its inception was -36.39%, which is greater than CGL-C.TO's maximum drawdown of -33.04%. Use the drawdown chart below to compare losses from any high point for ZQQ.TO and CGL-C.TO.


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Drawdown Indicators


ZQQ.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-33.04%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-17.37%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-22.79%

-17.37%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-17.55%

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-22.78%

-13.61%

Current Drawdown

Current decline from peak

-0.28%

-15.34%

+15.06%

Average Drawdown

Average peak-to-trough decline

-5.37%

-12.24%

+6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

7.06%

-3.63%

Volatility

ZQQ.TO vs. CGL-C.TO - Volatility Comparison

The current volatility for BMO NASDAQ 100 Equity (CAD Hedged) (ZQQ.TO) is 4.54%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 5.33%. This indicates that ZQQ.TO experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZQQ.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.33%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

21.56%

-9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

25.35%

-9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

16.98%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

15.56%

+6.85%

ZQQ.TO vs. CGL-C.TO - Expense Ratio Comparison

ZQQ.TO has a 0.39% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

ZQQ.TO vs. CGL-C.TO - Dividend Comparison

ZQQ.TO's dividend yield for the trailing twelve months is around 0.22%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZQQ.TO
BMO NASDAQ 100 Equity (CAD Hedged)
0.22%0.27%0.37%0.32%0.45%0.14%0.41%0.51%0.64%0.57%1.60%0.81%

Frequently Asked Questions


ZQQ.TO and CGL-C.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZQQ.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZQQ.TO is cheaper with a 0.39% expense ratio, compared with 0.55% for CGL-C.TO.

ZQQ.TO is categorized as Nasdaq-100, while CGL-C.TO is Precious Metals. ZQQ.TO tracks NASDAQ-100 Index, while CGL-C.TO tracks Gold. They also come from different issuers: BMO and iShares. Their fees differ too: 0.39% for ZQQ.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

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