IQSU vs. QCLR

Last updated Jun 4, 2026

IQSU (IQ Candriam ESG U.S. Equity ETF) and QCLR (Global X NASDAQ 100 Collar 95-110 ETF) are both exchange-traded funds - IQSU is a Large Cap Growth Equities fund tracking the IQ Candriam ESG US Equity Index, while QCLR is a Nasdaq-100 fund tracking the NASDAQ-100 Quarterly Collar 95-110 Index. Both are passively managed. Over the past 3 years, IQSU returned 19.64%/yr vs 13.84%/yr for QCLR. A 0.79 correlation means they provide meaningful diversification when combined. IQSU charges 0.09%/yr vs 0.60%/yr for QCLR.

Performance

IQSU vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Candriam ESG U.S. Equity ETF (IQSU) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IQSU achieves a 13.06% return, which is significantly higher than QCLR's 1.40% return.

IQSU

• 1D: -0.46%
• 1M: 6.63%
• YTD: 13.06%
• 6M: 13.30%
• 1Y: 29.34%
• 3Y*: 19.64%
• 5Y*: 12.84%
• 10Y*: —

QCLR

• 1D: 0.00%
• 1M: 1.52%
• YTD: 1.40%
• 6M: -0.07%
• 1Y: 11.39%
• 3Y*: 13.84%
• 5Y*: —
• 10Y*: —

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

IQSU vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IQSU IQ Candriam ESG U.S. Equity ETF	13.06%	14.44%	16.64%	32.96%	-22.10%	8.04%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	1.40%	11.27%	20.27%	28.87%	-18.87%	3.02%

Correlation

The correlation between IQSU and QCLR is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 27, 2021	0.79

The correlation between IQSU and QCLR has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

IQSU vs. QCLR - Sectors Allocation Comparison

Sectors	IQSU	QCLR
Technology	34.0%	53.8%
Communication Services	15.0%	15.8%
Consumer Cyclical	14.8%	12.2%
Financial Services	11.7%	0.2%
Industrials	6.8%	2.9%
Healthcare	6.2%	4.2%
Consumer Defensive	3.5%	7.7%
Real Estate	2.8%	0.1%
Basic Materials	2.7%	1.1%
Energy	1.3%	0.6%
Utilities	1.2%	1.4%

Return for Risk

IQSU vs. QCLR — Risk / Return Rank

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

IQSU

IQSU Risk / Return Rank: 61
IQSU Sharpe Ratio Rank: 64
IQSU Sortino Ratio Rank: 62
IQSU Omega Ratio Rank: 64
IQSU Calmar Ratio Rank: 54
IQSU Martin Ratio Rank: 61

QCLR

QCLR Risk / Return Rank: 29
QCLR Sharpe Ratio Rank: 32
QCLR Sortino Ratio Rank: 29
QCLR Omega Ratio Rank: 32
QCLR Calmar Ratio Rank: 24
QCLR Martin Ratio Rank: 28

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.

IQSU vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG U.S. Equity ETF (IQSU) 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.

	IQSU	QCLR	Difference
Sharpe ratio Return per unit of total volatility	2.13	1.17	+0.96
Sortino ratio Return per unit of downside risk	2.91	1.60	+1.31
Omega ratio Gain probability vs. loss probability	1.39	1.22	+0.17
Calmar ratio Return relative to maximum drawdown	2.64	1.12	+1.52
Martin ratio Return relative to average drawdown	10.74	4.02	+6.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQSU vs. QCLR - Sharpe Ratio Comparison

The current IQSU Sharpe Ratio is 2.13, which is higher than the QCLR Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IQSU and QCLR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IQSU	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	1.17	+0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.67	+0.12

Drawdowns

IQSU vs. QCLR - Drawdown Comparison

The maximum IQSU drawdown since its inception was -31.29%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for IQSU and QCLR.

Drawdown Indicators

	IQSU	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-31.29%	-21.77%	-9.52%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	-10.22%	-0.96%
Max Drawdown (3Y) Largest decline over 3 years	-20.96%	-13.58%	-7.38%
Max Drawdown (5Y) Largest decline over 5 years	-26.76%	—	—
Current Drawdown Current decline from peak	-0.48%	-0.89%	+0.41%
Average Drawdown Average peak-to-trough decline	-5.99%	-6.20%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.84%	-0.10%

Volatility

IQSU vs. QCLR - Volatility Comparison

IQ Candriam ESG U.S. Equity ETF (IQSU) has a higher volatility of 3.64% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 0.45%. This indicates that IQSU'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

	IQSU	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	0.45%	+3.19%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	7.24%	+2.59%
Volatility (1Y) Calculated over the trailing 1-year period	13.85%	9.82%	+4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.88%	12.42%	+5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.68%	12.42%	+8.26%

IQSU vs. QCLR - Expense Ratio Comparison

IQSU has a 0.09% expense ratio, which is lower than QCLR's 0.60% expense ratio.

Dividends

IQSU vs. QCLR - Dividend Comparison

IQSU's dividend yield for the trailing twelve months is around 0.97%, less than QCLR's 14.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
IQSU IQ Candriam ESG U.S. Equity ETF	0.97%	1.09%	1.12%	1.15%	1.47%	1.07%	0.98%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	14.68%	14.89%	8.89%	0.47%	0.27%	1.64%	0.00%

Frequently Asked Questions

Can I hold both IQSU and QCLR in my portfolio?

IQSU and QCLR have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IQSU or QCLR?

IQSU has higher volatility (3.64%) compared to QCLR (0.45%). In terms of maximum drawdown, IQSU dropped -31.29% vs QCLR's -21.77%.

Which ETF is better, IQSU or QCLR?

On 3-year performance, IQSU leads with 19.64% vs 13.84% for QCLR. On fees, IQSU is cheaper at 0.09% per year. On volatility, QCLR has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IQSU or QCLR?

Over the 3-year period, IQSU has performed better with a 19.64% return vs 13.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IQSU or QCLR?

IQSU is cheaper with a 0.09% expense ratio, compared with 0.60% for QCLR.

Which ETF pays a higher dividend yield, IQSU or QCLR?

QCLR has the higher dividend yield at 14.68%, compared with 0.97% for IQSU.

What is the main difference between IQSU and QCLR?

IQSU is categorized as Large Cap Growth Equities, while QCLR is Nasdaq-100. IQSU tracks IQ Candriam ESG US Equity Index, while QCLR tracks NASDAQ-100 Quarterly Collar 95-110 Index. They also come from different issuers: New York Life and Global X. Their fees differ too: 0.09% for IQSU and 0.60% for QCLR.

Which has better risk-adjusted returns?

IQSU currently has the higher Sharpe Ratio (2.13 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.