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  5. ZQQ: Hello, I bought ZQQ on 25 January 2021 for CDN $96. [BMO Nasdaq 100 Equity Hedged To CAD Index ETF]
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Investment Q&A

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Q: Hello, I bought ZQQ on 25 January 2021 for CDN $96.79/share. Its price on 26 April 24 was $27.73/share which is 28% gain. My understanding is ZQQ owns QQQ and is CDN $ hedged. QQQ had gain of 42% in US$ for the same period. Exchange rate (US$ to CDN$) for the same period had 7.6% gain. I expected ZQQ return to be roughly QQQ gain minus gain due to change in exchange rate (because it is hedged) which would be 42% - 7.6% = 34.4%. Why ZQQ return is 28% and not close to 34%.

My broker statement shows ZQQ declared dividends and shows DRIP for the same amount as dividend. There was no change in Cash balance and no change in ZQQ shares. What happened to the dividend and DRIP? Broker statement shows cost base of ZQQ went up by the same amount as dividend. This is in my TFSA. Can you please explain what is going on here. Thanks.
Asked by Naren on May 02, 2024
5i Research Answer:

Higher fees on ZQQ (0.39% vs 0.20%) would explain some of this difference. The cost of the hedge would also impair returns, likely in the 0.30% annual range (we are guessing here). Our data, including dividends, is much closer over a similar period. Three year returns QQQ are 8.31%, and ZQQ is 7.06%. This is 1.25% difference likely mostly explained by currency.