LFEQ vs. QCLR

Last updated Aug 2, 2026

LFEQ (VanEck Long/Flat Trend ETF) and QCLR (Global X NASDAQ 100 Collar 95-110 ETF) are both exchange-traded funds - LFEQ is a Large Cap Growth Equities fund tracking the Ned Davis Research CMG US Large Cap Long/Flat Index - USD, 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, LFEQ returned 15.35%/yr vs 11.36%/yr for QCLR. Their 0.75 correlation means they have sometimes moved together and sometimes differently. LFEQ charges 0.58%/yr vs 0.60%/yr for QCLR.

Performance

LFEQ vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) 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, LFEQ achieves a 9.84% return, which is significantly higher than QCLR's -2.69% return.

LFEQ

• 1D: 0.87%
• 1M: 0.35%
• 6M: 8.40%
• YTD: 9.84%
• 1Y: 20.95%
• 3Y*: 15.35%
• 5Y*: 8.90%
• 10Y*: —
• ALL TIME*: 11.53%

QCLR

• 1D: 0.16%
• 1M: -3.92%
• 6M: -3.50%
• YTD: -2.69%
• 1Y: 2.99%
• 3Y*: 11.36%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.95%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LFEQ VanEck Long/Flat Trend ETF	$53.35K	$94.32K	$91.22K
QCLR Global X NASDAQ 100 Collar 95-110 ETF	$10.97K	$8.10K	$56.22K

LFEQ vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LFEQ VanEck Long/Flat Trend ETF	9.84%	10.49%	24.30%	19.66%	-22.05%	6.25%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-2.69%	11.27%	20.27%	28.87%	-18.87%	2.29%

Correlation

The correlation between LFEQ and QCLR is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021	0.75

The correlation between LFEQ and QCLR has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.

LFEQ vs. QCLR - Sectors Allocation Comparison

Sectors	LFEQ	QCLR
Technology	39.1%	61.0%
Financial Services	10.9%	0.2%
Communication Services	10.7%	13.1%
Consumer Cyclical	9.9%	10.7%
Healthcare	8.3%	3.5%
Industrials	7.8%	2.7%
Consumer Defensive	4.5%	6.3%
Energy	3.1%	0.5%
Utilities	2.1%	1.1%
Real Estate	1.8%	0.1%
Basic Materials	1.7%	1.0%

Return for Risk

LFEQ vs. QCLR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LFEQ

LFEQ Risk / Return Rank: 64
LFEQ Sharpe Ratio Rank: 64
LFEQ Sortino Ratio Rank: 62
LFEQ Omega Ratio Rank: 62
LFEQ Calmar Ratio Rank: 61
LFEQ Martin Ratio Rank: 73

QCLR

QCLR Risk / Return Rank: 14
QCLR Sharpe Ratio Rank: 15
QCLR Sortino Ratio Rank: 13
QCLR Omega Ratio Rank: 14
QCLR Calmar Ratio Rank: 14
QCLR Martin Ratio Rank: 15

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LFEQ vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LFEQ	QCLR	Difference
Sharpe ratio: Return per unit of total volatility	1.50	0.19	+1.30
Sortino ratio: Return per unit of downside risk	2.09	0.33	+1.77
Omega ratio: Gain probability vs. loss probability	1.27	1.04	+0.22
Calmar ratio: Return relative to maximum drawdown	2.14	0.19	+1.95
Martin ratio: Return relative to average drawdown	9.09	0.64	+8.45

LFEQ vs. QCLR - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 1.50, which is higher than the QCLR Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of LFEQ 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.

Drawdowns

LFEQ vs. QCLR - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for LFEQ and QCLR.

Drawdown Indicators

	LFEQ	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-21.77%	-13.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-10.22%	+1.24%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-13.58%	-5.39%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	—	—
Current Drawdown Current decline from peak	-1.31%	-4.89%	+3.58%
Average Drawdown Average peak-to-trough decline	-6.08%	-6.07%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	3.04%	-0.93%

Volatility

LFEQ vs. QCLR - Volatility Comparison

VanEck Long/Flat Trend ETF (LFEQ) has a higher volatility of 3.57% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.00%. This indicates that LFEQ'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

	LFEQ	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	3.00%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	10.08%	7.02%	+3.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.85%	10.16%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	12.35%	+2.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	12.35%	+5.18%

LFEQ vs. QCLR - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is lower than QCLR's 0.60% expense ratio.

Dividends

LFEQ vs. QCLR - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.82%, less than QCLR's 15.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFEQ VanEck Long/Flat Trend ETF	0.82%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	15.35%	14.89%	8.89%	0.47%	0.27%	1.64%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LFEQ and QCLR in my portfolio?

LFEQ and QCLR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFEQ or QCLR?

LFEQ has higher volatility (3.57%) compared to QCLR (3.00%). In terms of maximum drawdown, LFEQ dropped -35.19% vs QCLR's -21.77%.

Which ETF is better, LFEQ or QCLR?

On 3-year performance, LFEQ leads with 15.35% vs 11.36% for QCLR. On fees, LFEQ is cheaper at 0.58% per year. On volatility, QCLR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or QCLR?

Over the 3-year period, LFEQ has performed better with a 15.35% return vs 11.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or QCLR?

LFEQ is cheaper with a 0.58% expense ratio, compared with 0.60% for QCLR.

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

QCLR has the higher dividend yield at 15.35%, compared with 0.82% for LFEQ.

What is the main difference between LFEQ and QCLR?

LFEQ is categorized as Large Cap Growth Equities, while QCLR is Nasdaq-100. LFEQ tracks Ned Davis Research CMG US Large Cap Long/Flat Index - USD, while QCLR tracks NASDAQ-100 Quarterly Collar 95-110 Index. They also come from different issuers: VanEck and Global X. Their fees differ too: 0.58% for LFEQ and 0.60% for QCLR.

Which has better risk-adjusted returns?

LFEQ currently has the higher Sharpe Ratio (1.50 vs 0.19), 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.