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FTHI vs. QCLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FTHI vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust BuyWrite Income ETF (FTHI) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.53%
8.08%
FTHI
QCLR

Returns By Period

In the year-to-date period, FTHI achieves a 18.86% return, which is significantly higher than QCLR's 17.58% return.


FTHI

YTD

18.86%

1M

1.95%

6M

9.52%

1Y

22.58%

5Y (annualized)

8.16%

10Y (annualized)

7.72%

QCLR

YTD

17.58%

1M

1.74%

6M

8.08%

1Y

23.47%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FTHIQCLR
Sharpe Ratio2.761.98
Sortino Ratio3.732.75
Omega Ratio1.591.36
Calmar Ratio3.942.91
Martin Ratio22.168.49
Ulcer Index1.03%2.84%
Daily Std Dev8.28%12.16%
Max Drawdown-32.65%-21.77%
Current Drawdown-1.17%-0.93%

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FTHI vs. QCLR - Expense Ratio Comparison

FTHI has a 0.85% expense ratio, which is higher than QCLR's 0.60% expense ratio.


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for QCLR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Correlation

-0.50.00.51.00.6

The correlation between FTHI and QCLR is 0.61, 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.

Risk-Adjusted Performance

FTHI vs. QCLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.


Sharpe ratio
The chart of Sharpe ratio for FTHI, currently valued at 2.76, compared to the broader market0.002.004.002.761.98
The chart of Sortino ratio for FTHI, currently valued at 3.73, compared to the broader market-2.000.002.004.006.008.0010.003.732.75
The chart of Omega ratio for FTHI, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.591.36
The chart of Calmar ratio for FTHI, currently valued at 3.94, compared to the broader market0.005.0010.0015.003.942.91
The chart of Martin ratio for FTHI, currently valued at 22.16, compared to the broader market0.0020.0040.0060.0080.00100.0022.168.49
FTHI
QCLR

The current FTHI Sharpe Ratio is 2.76, which is higher than the QCLR Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FTHI 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.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.76
1.98
FTHI
QCLR

Dividends

FTHI vs. QCLR - Dividend Comparison

FTHI's dividend yield for the trailing twelve months is around 7.68%, more than QCLR's 0.59% yield.


TTM2023202220212020201920182017201620152014
FTHI
First Trust BuyWrite Income ETF
7.68%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
0.59%0.47%0.28%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTHI vs. QCLR - Drawdown Comparison

The maximum FTHI drawdown since its inception was -32.65%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for FTHI and QCLR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.17%
-0.93%
FTHI
QCLR

Volatility

FTHI vs. QCLR - Volatility Comparison

The current volatility for First Trust BuyWrite Income ETF (FTHI) is 3.09%, while Global X NASDAQ 100 Collar 95-110 ETF (QCLR) has a volatility of 4.01%. This indicates that FTHI 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.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.09%
4.01%
FTHI
QCLR