BBHL vs. QCLR

Last updated Apr 2, 2026

Compare and contrast key facts about BBH Select Large Cap ETF (BBHL) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).

BBHL and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBHL is a passively managed fund by BBH that tracks the performance of the Actively Managed. It was launched on Sep 9, 2019. QCLR is a passively managed fund by Global X that tracks the performance of the NASDAQ-100 Quarterly Collar 95-110 Index. It was launched on Aug 25, 2021. Both BBHL and QCLR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BBHL vs. QCLR - Performance Comparison

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

BBHL vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025
BBHL BBH Select Large Cap ETF	-6.51%	2.72%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-5.93%	0.90%

Returns By Period

In the year-to-date period, BBHL achieves a -6.51% return, which is significantly lower than QCLR's -5.93% return.

BBHL

• 1D: 0.33%
• 1M: -5.22%
• YTD: -6.51%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCLR

• 1D: 0.05%
• 1M: -3.93%
• YTD: -5.93%
• 6M: -5.41%
• 1Y: 10.72%
• 3Y*: 13.08%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHL vs. QCLR - Expense Ratio Comparison

BBHL has a 0.71% expense ratio, which is higher than QCLR's 0.60% expense ratio.

BBHL

BBH Select Large Cap ETF

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

Return for Risk

BBHL vs. QCLR — Risk / Return Rank

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

QCLR

QCLR Risk / Return Rank: 41
QCLR Sharpe Ratio Rank: 45
QCLR Sortino Ratio Rank: 45
QCLR Omega Ratio Rank: 40
QCLR Calmar Ratio Rank: 35
QCLR Martin Ratio Rank: 39

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.

BBHL vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BBHL	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.81	0.55	-1.36

Correlation

The correlation between BBHL and QCLR is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BBHL vs. QCLR - Dividend Comparison

BBHL has not paid dividends to shareholders, while QCLR's dividend yield for the trailing twelve months is around 15.83%.

	TTM	2025	2024	2023	2022	2021
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	15.83%	14.89%	8.89%	0.47%	0.27%	1.64%

Drawdowns

BBHL vs. QCLR - Drawdown Comparison

The maximum BBHL drawdown since its inception was -11.99%, smaller than the maximum QCLR drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for BBHL and QCLR.

Drawdown Indicators

	BBHL	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-11.99%	-21.77%	+9.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.22%	—
Current Drawdown Current decline from peak	-9.41%	-8.06%	-1.35%
Average Drawdown Average peak-to-trough decline	-3.42%	-6.32%	+2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.61%	—

Volatility

Volatility by Period

	BBHL	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.04%	12.07%	+0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.04%	12.60%	+0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.04%	12.60%	+0.44%