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GLV vs. GLQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLV vs. GLQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Dividend and Income Fund (GLV) and Clough Global Equity Fund (GLQ). The values are adjusted to include any dividend payments, if applicable.

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GLV vs. GLQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLV
Clough Global Dividend and Income Fund
1.90%23.01%17.85%-8.45%-31.93%14.47%7.91%22.40%-16.22%22.36%
GLQ
Clough Global Equity Fund
1.01%28.55%25.41%2.67%-42.31%6.48%28.28%23.94%-9.74%32.83%

Returns By Period

In the year-to-date period, GLV achieves a 1.90% return, which is significantly higher than GLQ's 1.01% return. Over the past 10 years, GLV has underperformed GLQ with an annualized return of 4.82%, while GLQ has yielded a comparatively higher 8.06% annualized return.


GLV

1D
1.72%
1M
-5.60%
YTD
1.90%
6M
4.97%
1Y
20.93%
3Y*
13.30%
5Y*
-2.15%
10Y*
4.82%

GLQ

1D
2.45%
1M
-7.98%
YTD
1.01%
6M
4.31%
1Y
33.54%
3Y*
20.37%
5Y*
-2.22%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLV vs. GLQ - Expense Ratio Comparison

GLV has a 0.02% expense ratio, which is lower than GLQ's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GLV vs. GLQ — Risk / Return Rank

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

GLV
GLV Risk / Return Rank: 8080
Overall Rank
GLV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GLV Sortino Ratio Rank: 7777
Sortino Ratio Rank
GLV Omega Ratio Rank: 7575
Omega Ratio Rank
GLV Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLV Martin Ratio Rank: 8484
Martin Ratio Rank

GLQ
GLQ Risk / Return Rank: 8989
Overall Rank
GLQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLQ Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLQ Omega Ratio Rank: 8787
Omega Ratio Rank
GLQ Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLQ Martin Ratio Rank: 9393
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.

GLV vs. GLQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Dividend and Income Fund (GLV) and Clough Global Equity Fund (GLQ). 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.


GLVGLQDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.78

-0.43

Sortino ratio

Return per unit of downside risk

1.94

2.43

-0.49

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.08

Calmar ratio

Return relative to maximum drawdown

2.61

2.63

-0.03

Martin ratio

Return relative to average drawdown

8.53

11.38

-2.85

GLV vs. GLQ - Sharpe Ratio Comparison

The current GLV Sharpe Ratio is 1.35, which is comparable to the GLQ Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of GLV and GLQ, 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


GLVGLQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.78

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.11

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.37

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.25

-0.04

Correlation

The correlation between GLV and GLQ is 0.67, 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

GLV vs. GLQ - Dividend Comparison

GLV's dividend yield for the trailing twelve months is around 10.86%, more than GLQ's 10.67% yield.


TTM20252024202320222021202020192018201720162015
GLV
Clough Global Dividend and Income Fund
10.86%10.57%11.64%13.92%16.99%10.82%11.67%11.17%13.68%10.00%11.26%10.69%
GLQ
Clough Global Equity Fund
10.67%10.18%10.86%12.13%21.42%12.25%9.66%10.96%13.68%9.63%11.68%11.01%

Drawdowns

GLV vs. GLQ - Drawdown Comparison

The maximum GLV drawdown since its inception was -61.66%, roughly equal to the maximum GLQ drawdown of -64.45%. Use the drawdown chart below to compare losses from any high point for GLV and GLQ.


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Drawdown Indicators


GLVGLQDifference

Max Drawdown

Largest peak-to-trough decline

-61.66%

-64.45%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-12.58%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-57.47%

+10.10%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-57.47%

+10.10%

Current Drawdown

Current decline from peak

-14.28%

-18.35%

+4.07%

Average Drawdown

Average peak-to-trough decline

-14.93%

-17.36%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.91%

-0.37%

Volatility

GLV vs. GLQ - Volatility Comparison

The current volatility for Clough Global Dividend and Income Fund (GLV) is 5.45%, while Clough Global Equity Fund (GLQ) has a volatility of 6.95%. This indicates that GLV experiences smaller price fluctuations and is considered to be less risky than GLQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLVGLQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

6.95%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

11.38%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

18.90%

-3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

20.58%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

21.95%

-2.13%