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ISIN
US37960A3059
CUSIP
37960A305
Issuer
Global X
Inception Date
Aug 25, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Cboe S&P 500 3-Month Collar 95-110 Index
Domicile
U.S.
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$3M

Share Price Chart


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Performance

XCLR Performance Chart

Global X S&P 500 Collar 95-110 ETF (XCLR) is up 2.7% since the beginning of the year. XCLR is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

Global X S&P 500 Collar 95-110 ETF (XCLR) has returned 2.72% so far this year and 12.63% over the past 12 months.


Global X S&P 500 Collar 95-110 ETF

1D
0.03%
1M
1.29%
YTD
2.72%
6M
3.18%
1Y
12.63%
3Y*
13.33%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCLR Monthly Returns History

Based on dividend-adjusted daily data since Aug 26, 2021, XCLR's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +6.5%, while the worst month was Apr 2022 at -5.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XCLR closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +3.5%, while the worst single day was Dec 18, 2024 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.12%-1.16%-5.30%6.06%1.85%0.47%2.72%
20251.99%-1.43%-5.67%-0.52%4.54%3.87%1.49%1.91%2.49%1.90%-0.29%-0.07%10.25%
20241.50%4.84%2.70%-3.44%3.86%3.63%0.92%1.96%1.79%-0.64%4.77%-2.56%20.67%
20234.12%-1.72%1.25%1.48%0.74%3.06%2.42%-1.51%-3.80%-1.67%6.48%4.26%15.64%
2022-4.24%-2.45%0.62%-5.79%-1.48%0.17%4.35%-0.73%-5.12%3.43%3.96%-5.73%-12.93%
20210.94%-3.76%4.33%-0.78%2.72%3.30%

Benchmark Metrics

Global X S&P 500 Collar 95-110 ETF has an annualized alpha of 1.18%, beta of 0.55, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since August 26, 2021.

  • This ETF participated in 72.21% of S&P 500 Index downside but only 62.64% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.55 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.18%
Beta
0.55
0.83
Upside Capture
62.64%
Downside Capture
72.21%

Expense Ratio

XCLR has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

XCLR ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XCLR Risk / Return Rank: 4141
Overall Rank
XCLR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XCLR Sortino Ratio Rank: 4343
Sortino Ratio Rank
XCLR Omega Ratio Rank: 4646
Omega Ratio Rank
XCLR Calmar Ratio Rank: 3131
Calmar Ratio Rank
XCLR Martin Ratio Rank: 4040
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XCLRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

1.53

2.71

-1.17

Martin ratioReturn relative to average drawdown

6.16

12.15

-5.99

Dividends

Dividend History

Global X S&P 500 Collar 95-110 ETF provided a 12.80% dividend yield over the last twelve months, with an annual payout of $3.55 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$3.55$3.55$5.19$0.38$0.24$0.47

Dividend yield

12.80%13.15%18.76%1.40%1.01%1.70%

Monthly Dividends

The table displays the monthly dividend distributions for Global X S&P 500 Collar 95-110 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$3.43$3.55
2024$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$5.04$5.19
2023$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.20$0.38
2022$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.15$0.24
2021$0.47$0.47

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 S&P 500 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 S&P 500 Collar 95-110 ETF was 14.63%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.63%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-12.46%Apr 2025
1mo 17d3mo 15d
5mo 2dFeb 2025 - Jul 2025
2026 pullback2026
-8.29%Mar 2026
2mo1mo 22d
3mo 22dJan 2026 - May 2026
2024 pullback2024
-5.81%Aug 2024
21d1mo 13d
2mo 4dJul 2024 - Sep 2024
2021 pullback2021
-4.35%Oct 2021
1mo 1d25d
1mo 26dSep 2021 - Oct 2021

Drawdown Indicators


XCLRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.63%

-56.78%

+42.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-9.10%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.46%

-18.90%

+6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-4.67%

-10.72%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.02%

+0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XCLR

Add Global X S&P 500 Collar 95-110 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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