PCLG vs. QCLR

Last updated Apr 1, 2026

Compare and contrast key facts about Polen Focus Growth ETF (PCLG) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).

PCLG and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PCLG is an actively managed fund by Polen. It was launched on Sep 29, 2025. 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

PCLG vs. QCLR - Performance Comparison

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

PCLG vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025
PCLG Polen Focus Growth ETF	-17.33%	-1.09%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-6.67%	1.09%

Returns By Period

In the year-to-date period, PCLG achieves a -17.33% return, which is significantly lower than QCLR's -6.67% return.

PCLG

• 1D: 2.82%
• 1M: -5.61%
• YTD: -17.33%
• 6M: -18.23%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCLR

• 1D: 1.60%
• 1M: -5.31%
• YTD: -6.67%
• 6M: -5.64%
• 1Y: 10.86%
• 3Y*: 12.72%
• 5Y*: —
• 10Y*: —

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

PCLG vs. QCLR - Expense Ratio Comparison

PCLG has a 0.49% expense ratio, which is lower than QCLR's 0.60% expense ratio.

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

PCLG

Polen Focus Growth ETF

Return for Risk

PCLG vs. QCLR — Risk / Return Rank

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

QCLR

QCLR Risk / Return Rank: 48
QCLR Sharpe Ratio Rank: 52
QCLR Sortino Ratio Rank: 52
QCLR Omega Ratio Rank: 46
QCLR Calmar Ratio Rank: 43
QCLR Martin Ratio Rank: 47

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.

PCLG vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Focus Growth ETF (PCLG) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PCLG	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.93	0.53	-2.46

Correlation

The correlation between PCLG and QCLR is 0.80, 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

PCLG vs. QCLR - Dividend Comparison

PCLG's dividend yield for the trailing twelve months is around 0.04%, less than QCLR's 15.95% yield.

	TTM	2025	2024	2023	2022	2021
PCLG Polen Focus Growth ETF	0.04%	0.03%	0.00%	0.00%	0.00%	0.00%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	15.95%	14.89%	8.89%	0.47%	0.27%	1.64%

Drawdowns

PCLG vs. QCLR - Drawdown Comparison

The maximum PCLG drawdown since its inception was -23.78%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for PCLG and QCLR.

Drawdown Indicators

	PCLG	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-23.78%	-21.77%	-2.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.22%	—
Current Drawdown Current decline from peak	-20.96%	-8.78%	-12.18%
Average Drawdown Average peak-to-trough decline	-8.08%	-6.32%	-1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.50%	—

Volatility

Volatility by Period

	PCLG	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	12.06%	+5.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.38%	12.61%	+4.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.38%	12.61%	+4.77%