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HEQT vs. XCLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HEQT and XCLR is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

HEQT vs. XCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Hedged Equity ETF (HEQT) and Global X S&P 500 Collar 95-110 ETF (XCLR). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
26.19%
16.11%
HEQT
XCLR

Key characteristics

Sharpe Ratio

HEQT:

1.03

XCLR:

0.58

Sortino Ratio

HEQT:

1.47

XCLR:

0.85

Omega Ratio

HEQT:

1.21

XCLR:

1.11

Calmar Ratio

HEQT:

1.01

XCLR:

0.20

Martin Ratio

HEQT:

3.84

XCLR:

1.75

Ulcer Index

HEQT:

2.78%

XCLR:

3.85%

Daily Std Dev

HEQT:

10.33%

XCLR:

11.69%

Max Drawdown

HEQT:

-11.51%

XCLR:

-46.74%

Current Drawdown

HEQT:

-6.10%

XCLR:

-29.19%

Returns By Period

In the year-to-date period, HEQT achieves a -2.78% return, which is significantly higher than XCLR's -6.22% return.


HEQT

YTD

-2.78%

1M

-0.80%

6M

-1.47%

1Y

10.80%

5Y*

N/A

10Y*

N/A

XCLR

YTD

-6.22%

1M

-2.23%

6M

-5.49%

1Y

7.05%

5Y*

N/A

10Y*

N/A

*Annualized

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HEQT vs. XCLR - Expense Ratio Comparison

HEQT has a 0.53% expense ratio, which is lower than XCLR's 0.60% expense ratio.


Expense ratio chart for XCLR: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XCLR: 0.60%
Expense ratio chart for HEQT: current value is 0.53%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HEQT: 0.53%

Risk-Adjusted Performance

HEQT vs. XCLR — Risk-Adjusted Performance Rank

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

HEQT
The Risk-Adjusted Performance Rank of HEQT is 8080
Overall Rank
The Sharpe Ratio Rank of HEQT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of HEQT is 8080
Sortino Ratio Rank
The Omega Ratio Rank of HEQT is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HEQT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HEQT is 7979
Martin Ratio Rank

XCLR
The Risk-Adjusted Performance Rank of XCLR is 5454
Overall Rank
The Sharpe Ratio Rank of XCLR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of XCLR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of XCLR is 5656
Omega Ratio Rank
The Calmar Ratio Rank of XCLR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of XCLR is 5555
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.

HEQT vs. XCLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Hedged Equity ETF (HEQT) and Global X S&P 500 Collar 95-110 ETF (XCLR). 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.


The chart of Sharpe ratio for HEQT, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.00
HEQT: 1.03
XCLR: 0.58
The chart of Sortino ratio for HEQT, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.00
HEQT: 1.47
XCLR: 0.85
The chart of Omega ratio for HEQT, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
HEQT: 1.21
XCLR: 1.11
The chart of Calmar ratio for HEQT, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.00
HEQT: 1.01
XCLR: 0.54
The chart of Martin ratio for HEQT, currently valued at 3.84, compared to the broader market0.0020.0040.0060.00
HEQT: 3.84
XCLR: 1.75

The current HEQT Sharpe Ratio is 1.03, which is higher than the XCLR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of HEQT and XCLR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.03
0.58
HEQT
XCLR

Dividends

HEQT vs. XCLR - Dividend Comparison

HEQT's dividend yield for the trailing twelve months is around 1.26%, less than XCLR's 20.00% yield.


TTM2024202320222021
HEQT
Simplify Hedged Equity ETF
1.26%1.29%4.11%3.93%0.27%
XCLR
Global X S&P 500 Collar 95-110 ETF
20.00%18.76%1.39%1.01%2.58%

Drawdowns

HEQT vs. XCLR - Drawdown Comparison

The maximum HEQT drawdown since its inception was -11.51%, smaller than the maximum XCLR drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for HEQT and XCLR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.10%
-9.46%
HEQT
XCLR

Volatility

HEQT vs. XCLR - Volatility Comparison

Simplify Hedged Equity ETF (HEQT) and Global X S&P 500 Collar 95-110 ETF (XCLR) have volatilities of 5.78% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.78%
5.68%
HEQT
XCLR