GRW vs. QCLR

Last updated Apr 2, 2026

Compare and contrast key facts about TCW Durable Growth ETF (GRW) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).

GRW and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GRW is an actively managed fund by TCW. It was launched on May 6, 2024. 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.

Performance

GRW vs. QCLR - Performance Comparison

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

GRW vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GRW TCW Durable Growth ETF	-10.76%	-5.07%	11.08%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-5.98%	11.27%	11.06%

Returns By Period

In the year-to-date period, GRW achieves a -10.76% return, which is significantly lower than QCLR's -5.98% return.

GRW

• 1D: 0.94%
• 1M: -8.00%
• YTD: -10.76%
• 6M: -13.16%
• 1Y: -16.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCLR

• 1D: 0.74%
• 1M: -4.77%
• YTD: -5.98%
• 6M: -5.17%
• 1Y: 11.38%
• 3Y*: 12.99%
• 5Y*: —
• 10Y*: —

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

GRW vs. QCLR - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than QCLR's 0.60% expense ratio.

GRW

TCW Durable Growth ETF

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

Return for Risk

GRW vs. QCLR — Risk / Return Rank

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

GRW

GRW Risk / Return Rank: 1
GRW Sharpe Ratio Rank: 1
GRW Sortino Ratio Rank: 1
GRW Omega Ratio Rank: 1
GRW Calmar Ratio Rank: 2
GRW Martin Ratio Rank: 1

QCLR

QCLR Risk / Return Rank: 46
QCLR Sharpe Ratio Rank: 50
QCLR Sortino Ratio Rank: 51
QCLR Omega Ratio Rank: 43
QCLR Calmar Ratio Rank: 41
QCLR Martin Ratio Rank: 45

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.

GRW vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) 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.

	GRW	QCLR	Difference
Sharpe ratio Return per unit of total volatility	-0.93	0.95	-1.87
Sortino ratio Return per unit of downside risk	-1.26	1.41	-2.67
Omega ratio Gain probability vs. loss probability	0.84	1.18	-0.34
Calmar ratio Return relative to maximum drawdown	-0.67	1.14	-1.81
Martin ratio Return relative to average drawdown	-1.61	4.57	-6.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRW vs. QCLR - Sharpe Ratio Comparison

The current GRW Sharpe Ratio is -0.93, which is lower than the QCLR Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GRW 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.

Sharpe Ratios by Period

	GRW	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.93	0.95	-1.87
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.55	-0.75

Correlation

The correlation between GRW and QCLR is 0.64, 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

GRW vs. QCLR - Dividend Comparison

GRW's dividend yield for the trailing twelve months is around 0.30%, less than QCLR's 15.83% yield.

	TTM	2025	2024	2023	2022	2021
GRW TCW Durable Growth ETF	0.30%	0.27%	11.37%	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

GRW vs. QCLR - Drawdown Comparison

The maximum GRW drawdown since its inception was -23.84%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for GRW and QCLR.

Drawdown Indicators

	GRW	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-23.84%	-21.77%	-2.07%
Max Drawdown (1Y) Largest decline over 1 year	-23.84%	-10.22%	-13.62%
Current Drawdown Current decline from peak	-21.01%	-8.10%	-12.91%
Average Drawdown Average peak-to-trough decline	-5.89%	-6.32%	+0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.96%	2.56%	+7.40%

Volatility

GRW vs. QCLR - Volatility Comparison

TCW Durable Growth ETF (GRW) has a higher volatility of 5.74% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.93%. This indicates that GRW's price experiences larger fluctuations and is considered to be riskier than QCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GRW	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	3.93%	+1.81%
Volatility (6M) Calculated over the trailing 6-month period	10.79%	8.56%	+2.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.98%	12.08%	+5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	12.61%	+3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	12.61%	+3.60%