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QCLR vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QCLR and FTHI is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

QCLR vs. FTHI - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.18%
9.16%
QCLR
FTHI

Key characteristics

Sharpe Ratio

QCLR:

1.86

FTHI:

2.35

Sortino Ratio

QCLR:

2.57

FTHI:

3.08

Omega Ratio

QCLR:

1.34

FTHI:

1.51

Calmar Ratio

QCLR:

2.76

FTHI:

3.49

Martin Ratio

QCLR:

8.05

FTHI:

19.00

Ulcer Index

QCLR:

2.84%

FTHI:

1.06%

Daily Std Dev

QCLR:

12.33%

FTHI:

8.61%

Max Drawdown

QCLR:

-21.77%

FTHI:

-32.65%

Current Drawdown

QCLR:

-1.36%

FTHI:

-2.09%

Returns By Period

In the year-to-date period, QCLR achieves a 21.43% return, which is significantly higher than FTHI's 19.53% return.


QCLR

YTD

21.43%

1M

3.48%

6M

6.17%

1Y

21.82%

5Y*

N/A

10Y*

N/A

FTHI

YTD

19.53%

1M

0.35%

6M

9.16%

1Y

19.65%

5Y*

7.88%

10Y*

7.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QCLR vs. FTHI - Expense Ratio Comparison

QCLR has a 0.60% expense ratio, which is lower than FTHI's 0.85% expense ratio.


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for QCLR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

QCLR vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and First Trust BuyWrite Income ETF (FTHI). 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.


Sharpe ratio
The chart of Sharpe ratio for QCLR, currently valued at 1.86, compared to the broader market0.002.004.001.862.35
The chart of Sortino ratio for QCLR, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.002.573.08
The chart of Omega ratio for QCLR, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.51
The chart of Calmar ratio for QCLR, currently valued at 2.76, compared to the broader market0.005.0010.0015.002.763.49
The chart of Martin ratio for QCLR, currently valued at 8.05, compared to the broader market0.0020.0040.0060.0080.00100.008.0519.00
QCLR
FTHI

The current QCLR Sharpe Ratio is 1.86, which is comparable to the FTHI Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of QCLR and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.86
2.35
QCLR
FTHI

Dividends

QCLR vs. FTHI - Dividend Comparison

QCLR's dividend yield for the trailing twelve months is around 0.57%, less than FTHI's 9.23% yield.


TTM2023202220212020201920182017201620152014
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
0.57%0.47%0.28%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
9.23%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%

Drawdowns

QCLR vs. FTHI - Drawdown Comparison

The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for QCLR and FTHI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.36%
-2.09%
QCLR
FTHI

Volatility

QCLR vs. FTHI - Volatility Comparison

Global X NASDAQ 100 Collar 95-110 ETF (QCLR) has a higher volatility of 3.37% compared to First Trust BuyWrite Income ETF (FTHI) at 2.90%. This indicates that QCLR's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
2.90%
QCLR
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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