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ALTL vs. QCLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALTL vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt Large Cap Alternator ETF (ALTL) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

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ALTL vs. QCLR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ALTL
Pacer Lunt Large Cap Alternator ETF
2.39%16.61%12.30%-15.85%-10.67%7.00%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
-6.67%11.27%20.27%28.87%-18.87%3.02%

Returns By Period

In the year-to-date period, ALTL achieves a 2.39% return, which is significantly higher than QCLR's -6.67% return.


ALTL

1D
0.37%
1M
-5.36%
YTD
2.39%
6M
4.18%
1Y
27.47%
3Y*
6.25%
5Y*
3.27%
10Y*

QCLR

1D
1.60%
1M
-5.31%
YTD
-6.67%
6M
-5.64%
1Y
10.86%
3Y*
12.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALTL vs. QCLR - Expense Ratio Comparison

Both ALTL and QCLR have an expense ratio of 0.60%.


Return for Risk

ALTL vs. QCLR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALTL
ALTL Risk / Return Rank: 8282
Overall Rank
ALTL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ALTL Sortino Ratio Rank: 7979
Sortino Ratio Rank
ALTL Omega Ratio Rank: 7575
Omega Ratio Rank
ALTL Calmar Ratio Rank: 8989
Calmar Ratio Rank
ALTL Martin Ratio Rank: 8787
Martin Ratio Rank

QCLR
QCLR Risk / Return Rank: 4848
Overall Rank
QCLR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QCLR Sortino Ratio Rank: 5252
Sortino Ratio Rank
QCLR Omega Ratio Rank: 4646
Omega Ratio Rank
QCLR Calmar Ratio Rank: 4343
Calmar Ratio Rank
QCLR Martin Ratio Rank: 4747
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.

ALTL vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt Large Cap Alternator ETF (ALTL) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ALTLQCLRDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.91

+0.58

Sortino ratio

Return per unit of downside risk

2.03

1.35

+0.67

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

2.98

1.06

+1.91

Martin ratio

Return relative to average drawdown

10.34

4.33

+6.01

ALTL vs. QCLR - Sharpe Ratio Comparison

The current ALTL Sharpe Ratio is 1.49, which is higher than the QCLR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ALTL and QCLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ALTLQCLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.91

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.53

+0.09

Correlation

The correlation between ALTL and QCLR is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ALTL vs. QCLR - Dividend Comparison

ALTL's dividend yield for the trailing twelve months is around 1.07%, less than QCLR's 15.95% yield.


TTM202520242023202220212020
ALTL
Pacer Lunt Large Cap Alternator ETF
1.07%0.95%1.56%1.28%1.23%1.06%0.75%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
15.95%14.89%8.89%0.47%0.27%1.64%0.00%

Drawdowns

ALTL vs. QCLR - Drawdown Comparison

The maximum ALTL drawdown since its inception was -31.91%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for ALTL and QCLR.


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Drawdown Indicators


ALTLQCLRDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-21.77%

-10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-10.22%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

Current Drawdown

Current decline from peak

-5.43%

-8.78%

+3.35%

Average Drawdown

Average peak-to-trough decline

-11.85%

-6.32%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.50%

+0.32%

Volatility

ALTL vs. QCLR - Volatility Comparison

The current volatility for Pacer Lunt Large Cap Alternator ETF (ALTL) is 2.97%, while Global X NASDAQ 100 Collar 95-110 ETF (QCLR) has a volatility of 3.86%. This indicates that ALTL experiences smaller price fluctuations and is considered to be less risky than QCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTLQCLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.86%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

8.53%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

12.06%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

12.61%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.11%

12.61%

+7.50%