QCLR vs. ILCB

Last updated Apr 1, 2026

Compare and contrast key facts about Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and iShares Morningstar U.S. Equity ETF (ILCB).

QCLR and ILCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. Both QCLR and ILCB 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

QCLR vs. ILCB - 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 iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

QCLR vs. ILCB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-6.67%	11.27%	20.27%	28.87%	-18.87%	3.02%
ILCB iShares Morningstar U.S. Equity ETF	-4.57%	17.70%	24.96%	26.91%	-19.48%	5.88%

Returns By Period

In the year-to-date period, QCLR achieves a -6.67% return, which is significantly lower than ILCB's -4.57% return.

QCLR

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

ILCB

• 1D: 2.92%
• 1M: -4.96%
• YTD: -4.57%
• 6M: -2.23%
• 1Y: 17.62%
• 3Y*: 18.30%
• 5Y*: 11.15%
• 10Y*: 13.49%

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

QCLR vs. ILCB - Expense Ratio Comparison

QCLR has a 0.60% expense ratio, which is higher than ILCB's 0.03% expense ratio.

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

ILCB

iShares Morningstar U.S. Equity ETF

Return for Risk

QCLR vs. ILCB — 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

ILCB

ILCB Risk / Return Rank: 62
ILCB Sharpe Ratio Rank: 56
ILCB Sortino Ratio Rank: 58
ILCB Omega Ratio Rank: 63
ILCB Calmar Ratio Rank: 62
ILCB Martin Ratio Rank: 71

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.

QCLR vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and iShares Morningstar U.S. Equity ETF (ILCB). 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.

	QCLR	ILCB	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.96	-0.06
Sortino ratio Return per unit of downside risk	1.35	1.47	-0.12
Omega ratio Gain probability vs. loss probability	1.17	1.22	-0.05
Calmar ratio Return relative to maximum drawdown	1.06	1.51	-0.45
Martin ratio Return relative to average drawdown	4.33	7.11	-2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QCLR vs. ILCB - Sharpe Ratio Comparison

The current QCLR Sharpe Ratio is 0.91, which is comparable to the ILCB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QCLR and ILCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QCLR	ILCB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.96	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.60	-0.06

Correlation

The correlation between QCLR and ILCB 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

QCLR vs. ILCB - Dividend Comparison

QCLR's dividend yield for the trailing twelve months is around 15.95%, more than ILCB's 1.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
ILCB iShares Morningstar U.S. Equity ETF	1.13%	1.11%	1.19%	1.43%	1.65%	1.16%	1.26%	2.25%	2.17%	1.81%	1.97%	2.44%

Drawdowns

QCLR vs. ILCB - Drawdown Comparison

The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for QCLR and ILCB.

Drawdown Indicators

	QCLR	ILCB	Difference
Max Drawdown Largest peak-to-trough decline	-21.77%	-51.53%	+29.76%
Max Drawdown (1Y) Largest decline over 1 year	-10.22%	-12.07%	+1.85%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.30%	—
Current Drawdown Current decline from peak	-8.78%	-6.44%	-2.34%
Average Drawdown Average peak-to-trough decline	-6.32%	-6.28%	-0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.57%	-0.07%

Volatility

QCLR vs. ILCB - Volatility Comparison

The current volatility for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) is 3.86%, while iShares Morningstar U.S. Equity ETF (ILCB) has a volatility of 5.34%. This indicates that QCLR experiences smaller price fluctuations and is considered to be less risky than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCLR	ILCB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	5.34%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	9.62%	-1.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	18.41%	-6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.61%	17.13%	-4.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.61%	18.14%	-5.53%