PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTHI vs. QCLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTHI and QCLR is 0.62, 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.


-0.50.00.51.00.6

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.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%AugustSeptemberOctoberNovemberDecember2025
46.15%
32.36%
FTHI
QCLR

Key characteristics

Sharpe Ratio

FTHI:

2.14

QCLR:

1.60

Sortino Ratio

FTHI:

2.81

QCLR:

2.24

Omega Ratio

FTHI:

1.45

QCLR:

1.29

Calmar Ratio

FTHI:

3.34

QCLR:

2.40

Martin Ratio

FTHI:

16.16

QCLR:

6.92

Ulcer Index

FTHI:

1.20%

QCLR:

2.87%

Daily Std Dev

FTHI:

9.07%

QCLR:

12.48%

Max Drawdown

FTHI:

-32.65%

QCLR:

-21.77%

Current Drawdown

FTHI:

-0.40%

QCLR:

-0.33%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FTHI at 2.17% and QCLR at 2.17%.


FTHI

YTD

2.17%

1M

0.31%

6M

9.80%

1Y

18.70%

5Y*

8.37%

10Y*

7.96%

QCLR

YTD

2.17%

1M

-0.21%

6M

10.90%

1Y

19.81%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

Risk-Adjusted Performance

FTHI vs. QCLR — Risk-Adjusted Performance Rank

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

FTHI
The Risk-Adjusted Performance Rank of FTHI is 8686
Overall Rank
The Sharpe Ratio Rank of FTHI is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 9191
Martin Ratio Rank

QCLR
The Risk-Adjusted Performance Rank of QCLR is 6565
Overall Rank
The Sharpe Ratio Rank of QCLR is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QCLR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of QCLR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of QCLR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of QCLR is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.14, compared to the broader market0.002.004.002.141.60
The chart of Sortino ratio for FTHI, currently valued at 2.81, compared to the broader market0.005.0010.002.812.24
The chart of Omega ratio for FTHI, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.29
The chart of Calmar ratio for FTHI, currently valued at 3.34, compared to the broader market0.005.0010.0015.0020.003.342.40
The chart of Martin ratio for FTHI, currently valued at 16.16, compared to the broader market0.0020.0040.0060.0080.00100.0016.166.92
FTHI
QCLR

The current FTHI Sharpe Ratio is 2.14, which is higher than the QCLR Sharpe Ratio of 1.60. 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.14
1.60
FTHI
QCLR

Dividends

FTHI vs. QCLR - Dividend Comparison

FTHI's dividend yield for the trailing twelve months is around 8.55%, less than QCLR's 8.70% yield.


TTM20242023202220212020201920182017201620152014
FTHI
First Trust BuyWrite Income ETF
8.55%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.80%4.98%3.96%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
8.70%8.89%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%AugustSeptemberOctoberNovemberDecember2025
-0.40%
-0.33%
FTHI
QCLR

Volatility

FTHI vs. QCLR - Volatility Comparison

The current volatility for First Trust BuyWrite Income ETF (FTHI) is 3.24%, while Global X NASDAQ 100 Collar 95-110 ETF (QCLR) has a volatility of 3.44%. 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%AugustSeptemberOctoberNovemberDecember2025
3.24%
3.44%
FTHI
QCLR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab