CGGG vs. QCLR

Last updated Jun 24, 2026

CGGG (Capital Group U.S. Large Growth ETF) and QCLR (Global X NASDAQ 100 Collar 95-110 ETF) are both exchange-traded funds - CGGG is a Large Cap Growth Equities fund actively managed by Capital Group, while QCLR is a Nasdaq-100 fund tracking the NASDAQ-100 Quarterly Collar 95-110 Index. CGGG is actively managed, while QCLR is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. CGGG charges 0.39%/yr vs 0.60%/yr for QCLR.

Performance

CGGG vs. QCLR - Performance Comparison

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

Returns By Period

In the year-to-date period, CGGG achieves a -1.93% return, which is significantly lower than QCLR's 0.21% return.

CGGG

• 1D: -2.10%
• 1M: -2.48%
• YTD: -1.93%
• 6M: -2.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCLR

• 1D: -1.44%
• 1M: -0.86%
• YTD: 0.21%
• 6M: -0.60%
• 1Y: 9.10%
• 3Y*: 13.86%
• 5Y*: —
• 10Y*: —

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

CGGG vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025
CGGG Capital Group U.S. Large Growth ETF	-1.93%	10.90%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	0.21%	7.89%

Correlation

The correlation between CGGG and QCLR is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.84

Return for Risk

CGGG vs. QCLR — Risk / Return Rank

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

CGGG

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

QCLR

QCLR Risk / Return Rank: 25
QCLR Sharpe Ratio Rank: 27
QCLR Sortino Ratio Rank: 25
QCLR Omega Ratio Rank: 27
QCLR Calmar Ratio Rank: 21
QCLR Martin Ratio Rank: 25

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.

CGGG vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Growth ETF (CGGG) 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.

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.

	CGGG	QCLR	Difference
Sharpe ratio: Return per unit of total volatility	—	0.95	—
Sortino ratio: Return per unit of downside risk	—	1.30	—
Omega ratio: Gain probability vs. loss probability	—	1.18	—
Calmar ratio: Return relative to maximum drawdown	—	0.89	—
Martin ratio: Return relative to average drawdown	—	3.21	—

Drawdowns

CGGG vs. QCLR - Drawdown Comparison

The maximum CGGG drawdown since its inception was -17.75%, smaller than the maximum QCLR drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for CGGG and QCLR.

Drawdown Indicators

	CGGG	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-17.75%	-21.77%	+4.02%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.22%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.58%	—
Current Drawdown Current decline from peak	-5.75%	-2.05%	-3.70%
Average Drawdown Average peak-to-trough decline	-3.82%	-6.14%	+2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.84%	—

Volatility

Volatility by Period

	CGGG	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.33%	9.68%	+8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.33%	12.38%	+5.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	12.38%	+5.95%

CGGG vs. QCLR - Expense Ratio Comparison

CGGG has a 0.39% expense ratio, which is lower than QCLR's 0.60% expense ratio.

Dividends

CGGG vs. QCLR - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.07%, less than QCLR's 14.86% yield.

Position	TTM	2025	2024	2023	2022	2021
CGGG Capital Group U.S. Large Growth ETF	0.07%	0.07%	0.00%	0.00%	0.00%	0.00%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	14.86%	14.89%	8.89%	0.47%	0.27%	1.64%

Frequently Asked Questions

Can I hold both CGGG and QCLR in my portfolio?

CGGG and QCLR have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CGGG or QCLR?

On fees, CGGG is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CGGG or QCLR?

CGGG is cheaper with a 0.39% expense ratio, compared with 0.60% for QCLR.

Which ETF pays a higher dividend yield, CGGG or QCLR?

QCLR has the higher dividend yield at 14.86%, compared with 0.07% for CGGG.

What is the main difference between CGGG and QCLR?

CGGG is categorized as Large Cap Growth Equities, while QCLR is Nasdaq-100. They also come from different issuers: Capital Group and Global X. Their fees differ too: 0.39% for CGGG and 0.60% for QCLR.