Global X NASDAQ 100 Tail Risk ETF (QTR)
QTR is a passive ETF by Global X tracking the investment results of the NASDAQ-100 Quarterly Protective Put 90 Index. QTR launched on Aug 25, 2021 and has a 0.60% expense ratio.
ETF Info
| ISIN | US37960A4040 |
|---|---|
| CUSIP | 37960A404 |
| Issuer | Global X |
| Inception Date | Aug 25, 2021 |
| Region | North America (U.S.) |
| Category | Hedge Fund |
| Leveraged | 1x |
| Index Tracked | NASDAQ-100 Quarterly Protective Put 90 Index |
| Home Page | www.globalxetfs.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Expense Ratio
QTR features an expense ratio of 0.60%, falling within 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.
Popular comparisons: QTR vs. QCLR, QTR vs. TAIL, QTR vs. SPY, QTR vs. QQQ, QTR vs. XYLG, QTR vs. JEPQ, QTR vs. DBMF
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global X NASDAQ 100 Tail Risk ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Global X NASDAQ 100 Tail Risk ETF had a return of 17.13% year-to-date (YTD) and 29.48% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.13% | 22.49% |
| 1 month | 3.22% | 3.72% |
| 6 months | 13.05% | 16.33% |
| 1 year | 29.48% | 33.60% |
| 5 years (annualized) | N/A | 14.41% |
| 10 years (annualized) | N/A | 11.99% |
Monthly Returns
The table below presents the monthly returns of QTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.65% | 5.17% | 0.61% | -4.28% | 5.82% | 5.95% | -1.61% | 0.60% | 2.14% | 17.13% | |||
| 2023 | 8.56% | -0.39% | 7.93% | 0.17% | 7.36% | 6.12% | 3.17% | -1.38% | -4.89% | -2.02% | 9.29% | 5.42% | 45.52% |
| 2022 | -8.92% | -4.78% | 4.44% | -12.03% | -2.63% | -1.05% | 10.63% | -5.14% | -9.21% | 1.56% | 3.76% | -9.11% | -29.94% |
| 2021 | 0.40% | -3.54% | 5.24% | 1.70% | 0.89% | 4.57% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QTR is 51, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Global X NASDAQ 100 Tail Risk ETF (QTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Global X NASDAQ 100 Tail Risk ETF granted a 0.55% dividend yield in the last twelve months. The annual payout for that period amounted to $0.17 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.17 | $0.14 | $0.07 | $0.49 |
Dividend yield | 0.55% | 0.53% | 0.36% | 1.90% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X NASDAQ 100 Tail Risk ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | ||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.07 |
| 2021 | $0.49 | $0.49 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Global X NASDAQ 100 Tail Risk 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 Tail Risk ETF was 31.72%, occurring on Dec 28, 2022. Recovery took 244 trading sessions.
The current Global X NASDAQ 100 Tail Risk ETF drawdown is 3.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.72% | Nov 23, 2021 | 276 | Dec 28, 2022 | 244 | Dec 18, 2023 | 520 |
| -11.13% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -6.64% | Mar 4, 2024 | 34 | Apr 19, 2024 | 18 | May 15, 2024 | 52 |
| -6.58% | Sep 8, 2021 | 19 | Oct 4, 2021 | 21 | Nov 2, 2021 | 40 |
| -3.36% | Dec 28, 2023 | 5 | Jan 4, 2024 | 9 | Jan 18, 2024 | 14 |
Volatility
Volatility Chart
The current Global X NASDAQ 100 Tail Risk ETF volatility is 4.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.