QCLR vs. JHML
Compare and contrast key facts about Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and John Hancock Multifactor Large Cap ETF (JHML).
QCLR and JHML 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. JHML is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Large Cap Index. It was launched on Sep 28, 2015. Both QCLR and JHML 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. JHML - Performance Comparison
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QCLR vs. JHML - 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% |
JHML John Hancock Multifactor Large Cap ETF | -1.98% | 15.91% | 19.84% | 21.16% | -15.94% | 6.01% |
Returns By Period
In the year-to-date period, QCLR achieves a -6.67% return, which is significantly lower than JHML's -1.98% return.
QCLR
- 1D
- 1.60%
- 1M
- -5.31%
- YTD
- -6.67%
- 6M
- -5.64%
- 1Y
- 10.86%
- 3Y*
- 12.72%
- 5Y*
- —
- 10Y*
- —
JHML
- 1D
- 2.77%
- 1M
- -4.99%
- YTD
- -1.98%
- 6M
- 0.45%
- 1Y
- 17.37%
- 3Y*
- 16.19%
- 5Y*
- 10.17%
- 10Y*
- 12.92%
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QCLR vs. JHML - Expense Ratio Comparison
QCLR has a 0.60% expense ratio, which is higher than JHML's 0.29% expense ratio.
Return for Risk
QCLR vs. JHML — Risk / Return Rank
QCLR
JHML
QCLR vs. JHML - 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 John Hancock Multifactor Large Cap ETF (JHML). 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 | JHML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.99 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.51 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.44 | -0.38 |
Martin ratioReturn relative to average drawdown | 4.33 | 7.24 | -2.91 |
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
| QCLR | JHML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.99 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.74 | -0.21 |
Correlation
The correlation between QCLR and JHML is 0.74, 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. JHML - Dividend Comparison
QCLR's dividend yield for the trailing twelve months is around 15.95%, more than JHML's 1.08% 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% |
JHML John Hancock Multifactor Large Cap ETF | 1.08% | 1.06% | 1.16% | 1.39% | 1.46% | 1.08% | 1.59% | 1.73% | 1.57% | 1.44% | 1.36% | 0.38% |
Drawdowns
QCLR vs. JHML - Drawdown Comparison
The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum JHML drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for QCLR and JHML.
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Drawdown Indicators
| QCLR | JHML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -36.13% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -12.49% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.13% | — |
Current DrawdownCurrent decline from peak | -8.78% | -5.40% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -4.35% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.49% | +0.01% |
Volatility
QCLR vs. JHML - Volatility Comparison
The current volatility for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) is 3.86%, while John Hancock Multifactor Large Cap ETF (JHML) has a volatility of 5.13%. This indicates that QCLR experiences smaller price fluctuations and is considered to be less risky than JHML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCLR | JHML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 5.13% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 9.12% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 17.58% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 16.30% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.61% | 17.75% | -5.14% |