QARP vs. QCLR
Compare and contrast key facts about Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).
QARP and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QARP is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 2Qual/Val 5% Capped Factor Index. It was launched on Apr 5, 2018. 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. Both QARP and QCLR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QARP vs. QCLR - Performance Comparison
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QARP vs. QCLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 0.13% | 13.99% | 18.94% | 23.03% | -14.62% | 6.91% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | -6.67% | 11.27% | 20.27% | 28.87% | -18.87% | 3.02% |
Returns By Period
In the year-to-date period, QARP achieves a 0.13% return, which is significantly higher than QCLR's -6.67% return.
QARP
- 1D
- 2.20%
- 1M
- -4.99%
- YTD
- 0.13%
- 6M
- 3.95%
- 1Y
- 15.36%
- 3Y*
- 15.93%
- 5Y*
- 11.09%
- 10Y*
- —
QCLR
- 1D
- 1.60%
- 1M
- -5.31%
- YTD
- -6.67%
- 6M
- -5.64%
- 1Y
- 10.86%
- 3Y*
- 12.72%
- 5Y*
- —
- 10Y*
- —
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QARP vs. QCLR - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is lower than QCLR's 0.60% expense ratio.
Return for Risk
QARP vs. QCLR — Risk / Return Rank
QARP
QCLR
QARP vs. QCLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) 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.
| QARP | QCLR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.91 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.35 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.06 | +0.40 |
Martin ratioReturn relative to average drawdown | 6.99 | 4.33 | +2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QARP | QCLR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.91 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.53 | +0.13 |
Correlation
The correlation between QARP and QCLR is 0.71, 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
QARP vs. QCLR - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.14%, less than QCLR's 15.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 1.14% | 1.14% | 1.39% | 1.28% | 1.68% | 1.34% | 1.61% | 1.85% | 1.39% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | 15.95% | 14.89% | 8.89% | 0.47% | 0.27% | 1.64% | 0.00% | 0.00% | 0.00% |
Drawdowns
QARP vs. QCLR - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for QARP and QCLR.
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Drawdown Indicators
| QARP | QCLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -21.77% | -13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -10.22% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | — | — |
Current DrawdownCurrent decline from peak | -5.23% | -8.78% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.32% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.50% | -0.14% |
Volatility
QARP vs. QCLR - Volatility Comparison
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) has a higher volatility of 4.49% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.86%. This indicates that QARP'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
| QARP | QCLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 3.86% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 8.53% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 12.06% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 12.61% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 12.61% | +7.20% |