Global X NASDAQ 100 Collar 95-110 ETF (QCLR) Sharpe Ratio: 1.21

QCLR's Sharpe Ratio of 1.21 indicates that for each unit of volatility, it generates 1.21 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

QCLR Sharpe Ratio Rank

Below Average

QCLR ranks above 34.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

QCLR Sharpe Ratio Market Positioning

The chart shows QCLR's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.86 or lower
Yellow zone (middle 50%): 0.86 to 2.31
Green zone (top 25%): 2.31 or higher
Top 1%: 7.36+
Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares Global X NASDAQ 100 Collar 95-110 ETF's Sharpe Ratio with other ETFs in the Nasdaq-100, Hedge Fund category across multiple time periods, showing how QCLR's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

Symbol	Name	1Y Sharpe Ratio
PQAP	PGIM Nasdaq-100 Buffer 12 ETF - April	4.31
NAPR	Innovator Nasdaq-100 Power Buffer ETF - April	4.19
QMAR	FT Cboe Vest Nasdaq-100 Buffer ETF - March	3.53
QQQA	ProShares Nasdaq-100 Dorsey Wright Momentum ETF	3.45
QCAP	FT Vest NASDAQ-100 Conservative Buffer ETF - April	3.12
PBQQ	PGIM Laddered Nasdaq-100 Buffer 12 ETF	2.89
FTQI	First Trust Nasdaq BuyWrite Income ETF	2.79
QYLD	Global X NASDAQ 100 Covered Call ETF	2.73
NJUL	Innovator Nasdaq-100 Power Buffer ETF - July	2.65
PQJA	PGIM Nasdaq-100 Buffer 12 ETF - January	2.65
QCLR	Global X NASDAQ 100 Collar 95-110 ETF	1.21

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows QCLR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QCLR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does QCLR fit in your portfolio?

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