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

Correlation

The correlation between QCLR and QQQM is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

QCLR vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
22.00%
30.33%
QCLR
QQQM

Key characteristics

Sharpe Ratio

QCLR:

0.66

QQQM:

0.48

Sortino Ratio

QCLR:

0.99

QQQM:

0.83

Omega Ratio

QCLR:

1.13

QQQM:

1.12

Calmar Ratio

QCLR:

0.68

QQQM:

0.53

Martin Ratio

QCLR:

1.93

QQQM:

1.80

Ulcer Index

QCLR:

4.75%

QQQM:

6.63%

Daily Std Dev

QCLR:

13.95%

QQQM:

24.98%

Max Drawdown

QCLR:

-21.77%

QQQM:

-35.05%

Current Drawdown

QCLR:

-9.27%

QQQM:

-12.26%

Returns By Period

In the year-to-date period, QCLR achieves a -5.83% return, which is significantly higher than QQQM's -7.40% return.


QCLR

YTD

-5.83%

1M

-0.47%

6M

-2.29%

1Y

9.44%

5Y*

N/A

10Y*

N/A

QQQM

YTD

-7.40%

1M

-2.44%

6M

-4.26%

1Y

12.09%

5Y*

N/A

10Y*

N/A

*Annualized

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QCLR vs. QQQM - Expense Ratio Comparison

QCLR has a 0.60% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Expense ratio chart for QCLR: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QCLR: 0.60%
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%

Risk-Adjusted Performance

QCLR vs. QQQM — Risk-Adjusted Performance Rank

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

QCLR
The Risk-Adjusted Performance Rank of QCLR is 6565
Overall Rank
The Sharpe Ratio Rank of QCLR is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of QCLR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of QCLR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QCLR is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QCLR is 5858
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5757
Overall Rank
The Sharpe Ratio Rank of QQQM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QCLR vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). 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.


The chart of Sharpe ratio for QCLR, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
QCLR: 0.66
QQQM: 0.48
The chart of Sortino ratio for QCLR, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
QCLR: 0.99
QQQM: 0.83
The chart of Omega ratio for QCLR, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
QCLR: 1.13
QQQM: 1.12
The chart of Calmar ratio for QCLR, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.00
QCLR: 0.68
QQQM: 0.53
The chart of Martin ratio for QCLR, currently valued at 1.93, compared to the broader market0.0020.0040.0060.00
QCLR: 1.93
QQQM: 1.80

The current QCLR Sharpe Ratio is 0.66, which is higher than the QQQM Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of QCLR and QQQM, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.66
0.48
QCLR
QQQM

Dividends

QCLR vs. QQQM - Dividend Comparison

QCLR's dividend yield for the trailing twelve months is around 9.44%, more than QQQM's 0.64% yield.


TTM20242023202220212020
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
9.44%8.89%0.47%0.28%1.64%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.64%0.61%0.65%0.83%0.40%0.16%

Drawdowns

QCLR vs. QQQM - Drawdown Comparison

The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for QCLR and QQQM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.27%
-12.26%
QCLR
QQQM

Volatility

QCLR vs. QQQM - Volatility Comparison

The current volatility for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) is 6.59%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 16.54%. This indicates that QCLR experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
6.59%
16.54%
QCLR
QQQM