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Global X NASDAQ 100 Collar 95-110 ETF (QCLR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37960A6029

CUSIP

37960A602

Issuer

Global X

Inception Date

Aug 25, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NASDAQ-100 Quarterly Collar 95-110 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Expense Ratio

QCLR has an expense ratio of 0.60%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Global X NASDAQ 100 Collar 95-110 ETF (QCLR) returned 0.20% year-to-date (YTD) and 11.31% over the past 12 months.


QCLR

YTD

0.20%

1M

10.00%

6M

4.11%

1Y

11.31%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of QCLR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.14%-2.61%-4.89%0.99%5.91%0.20%
20241.09%4.74%0.82%-3.19%4.80%5.05%-1.27%0.27%1.68%-0.46%4.28%1.19%20.28%
20236.43%0.14%5.47%0.80%4.31%0.41%2.47%-0.98%-4.07%-1.67%7.72%5.32%28.87%
2022-5.69%-2.70%3.43%-7.44%-1.94%0.26%4.70%-1.04%-4.86%1.06%2.87%-8.33%-18.87%
20211.31%-2.75%2.73%2.73%-0.92%3.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QCLR is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QCLR is 7171
Overall Rank
The Sharpe Ratio Rank of QCLR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of QCLR is 7575
Sortino Ratio Rank
The Omega Ratio Rank of QCLR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of QCLR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of QCLR is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X NASDAQ 100 Collar 95-110 ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.80
  • All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X NASDAQ 100 Collar 95-110 ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Global X NASDAQ 100 Collar 95-110 ETF provided a 8.87% dividend yield over the last twelve months, with an annual payout of $2.61 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.502021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$2.61$2.61$0.13$0.06$0.42

Dividend yield

8.87%8.89%0.47%0.28%1.64%

Monthly Dividends

The table displays the monthly dividend distributions for Global X NASDAQ 100 Collar 95-110 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$2.52$2.61
2023$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.09$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.04$0.06
2021$0.42$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X NASDAQ 100 Collar 95-110 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X NASDAQ 100 Collar 95-110 ETF was 21.77%, occurring on Dec 28, 2022. Recovery took 242 trading sessions.

The current Global X NASDAQ 100 Collar 95-110 ETF drawdown is 3.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.77%Nov 22, 2021277Dec 28, 2022242Dec 14, 2023519
-13.58%Feb 19, 202535Apr 8, 2025
-8.28%Jul 11, 202420Aug 7, 202465Nov 7, 202485
-4.74%Apr 12, 20246Apr 19, 202418May 15, 202424
-3.94%Sep 9, 202124Oct 12, 202115Nov 2, 202139

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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