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IUSG vs. QCLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUSG vs. QCLR - Performance Comparison

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

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IUSG vs. QCLR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUSG
iShares Core S&P U.S. Growth ETF
-6.29%21.23%34.70%29.28%-28.81%8.46%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
-5.98%11.27%20.27%28.87%-18.87%3.02%

Returns By Period

The year-to-date returns for both investments are quite close, with IUSG having a -6.29% return and QCLR slightly higher at -5.98%.


IUSG

1D
1.35%
1M
-4.30%
YTD
-6.29%
6M
-4.63%
1Y
23.27%
3Y*
21.89%
5Y*
12.17%
10Y*
15.66%

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)

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IUSG vs. QCLR - Expense Ratio Comparison

IUSG has a 0.04% expense ratio, which is lower than QCLR's 0.60% expense ratio.


Return for Risk

IUSG vs. QCLR — Risk / Return Rank

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

IUSG
IUSG Risk / Return Rank: 6464
Overall Rank
IUSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 6363
Sortino Ratio Rank
IUSG Omega Ratio Rank: 6161
Omega Ratio Rank
IUSG Calmar Ratio Rank: 7070
Calmar Ratio Rank
IUSG Martin Ratio Rank: 6969
Martin Ratio Rank

QCLR
QCLR Risk / Return Rank: 4646
Overall Rank
QCLR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QCLR Sortino Ratio Rank: 5151
Sortino Ratio Rank
QCLR Omega Ratio Rank: 4343
Omega Ratio Rank
QCLR Calmar Ratio Rank: 4141
Calmar Ratio Rank
QCLR Martin Ratio Rank: 4545
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.

IUSG vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.


IUSGQCLRDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.95

+0.11

Sortino ratio

Return per unit of downside risk

1.64

1.41

+0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.87

1.14

+0.72

Martin ratio

Return relative to average drawdown

7.25

4.57

+2.68

IUSG vs. QCLR - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.06, which is comparable to the QCLR Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of IUSG 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.


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Sharpe Ratios by Period


IUSGQCLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.95

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.55

-0.20

Correlation

The correlation between IUSG and QCLR is 0.83, 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.


Dividends

IUSG vs. QCLR - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.57%, less than QCLR's 15.83% yield.


TTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.57%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
15.83%14.89%8.89%0.47%0.27%1.64%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUSG vs. QCLR - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for IUSG and QCLR.


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Drawdown Indicators


IUSGQCLRDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-21.77%

-41.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-10.22%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-8.34%

-8.10%

-0.24%

Average Drawdown

Average peak-to-trough decline

-21.57%

-6.32%

-15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.56%

+0.81%

Volatility

IUSG vs. QCLR - Volatility Comparison

iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 7.27% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.93%. This indicates that IUSG'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.


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Volatility by Period


IUSGQCLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

3.93%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

8.56%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.05%

12.08%

+9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

12.61%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

12.61%

+7.73%