QCLR vs. QRMI

Last updated Aug 2, 2026

QCLR (Global X NASDAQ 100 Collar 95-110 ETF) and QRMI (Global X NASDAQ 100 Risk Managed Income ETF) are both Nasdaq-100 funds from Global X. QCLR is passively managed, while QRMI is actively managed. Over the past 3 years, QCLR returned 11.36%/yr vs 5.94%/yr for QRMI. Their 0.68 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.60% expense ratio.

Performance

QCLR vs. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QCLR achieves a -2.69% return, which is significantly lower than QRMI's 1.05% return.

QCLR

• 1D: 0.16%
• 1M: -3.92%
• 6M: -3.50%
• YTD: -2.69%
• 1Y: 2.99%
• 3Y*: 11.36%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.95%

QRMI

• 1D: 0.46%
• 1M: -1.18%
• 6M: 0.51%
• YTD: 1.05%
• 1Y: 7.89%
• 3Y*: 5.94%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 1.36%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QCLR Global X NASDAQ 100 Collar 95-110 ETF	$10.97K	$8.10K	$56.22K
QRMI Global X NASDAQ 100 Risk Managed Income ETF	$103.08K	$122.04K	$134.25K

QCLR vs. QRMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-2.69%	11.27%	20.27%	28.87%	-18.87%	2.29%
QRMI Global X NASDAQ 100 Risk Managed Income ETF	1.05%	3.76%	14.72%	11.73%	-18.50%	-2.40%

Correlation

The correlation between QCLR and QRMI is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021	0.68

The correlation between QCLR and QRMI shifts across timeframes, from 0.68 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

QCLR vs. QRMI - Sectors Allocation Comparison

Sectors	QCLR	QRMI
Technology	61.0%	60.4%
Communication Services	13.1%	12.3%
Consumer Cyclical	10.7%	10.1%
Consumer Defensive	6.3%	6.6%
Healthcare	3.5%	3.7%
Industrials	2.7%	4.3%
Utilities	1.1%	1.3%
Basic Materials	1.0%	1.1%
Energy	0.5%	0.5%
Financial Services	0.2%	0.2%
Real Estate	0.1%	0.1%

Return for Risk

QCLR vs. QRMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QCLR

QCLR Risk / Return Rank: 14
QCLR Sharpe Ratio Rank: 15
QCLR Sortino Ratio Rank: 13
QCLR Omega Ratio Rank: 14
QCLR Calmar Ratio Rank: 14
QCLR Martin Ratio Rank: 15

QRMI

QRMI Risk / Return Rank: 44
QRMI Sharpe Ratio Rank: 44
QRMI Sortino Ratio Rank: 40
QRMI Omega Ratio Rank: 45
QRMI Calmar Ratio Rank: 41
QRMI Martin Ratio Rank: 48

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QCLR vs. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QCLR	QRMI	Difference
Sharpe ratio: Return per unit of total volatility	0.19	1.09	-0.90
Sortino ratio: Return per unit of downside risk	0.33	1.48	-1.15
Omega ratio: Gain probability vs. loss probability	1.04	1.21	-0.17
Calmar ratio: Return relative to maximum drawdown	0.19	1.46	-1.27
Martin ratio: Return relative to average drawdown	0.64	5.52	-4.88

QCLR vs. QRMI - Sharpe Ratio Comparison

The current QCLR Sharpe Ratio is 0.19, which is lower than the QRMI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of QCLR and QRMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QCLR vs. QRMI - Drawdown Comparison

The maximum QCLR drawdown since its inception was -21.77%, roughly equal to the maximum QRMI drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for QCLR and QRMI.

Drawdown Indicators

	QCLR	QRMI	Difference
Max Drawdown Largest peak-to-trough decline	-21.77%	-20.95%	-0.82%
Max Drawdown (1Y) Largest decline over 1 year	-10.22%	-5.04%	-5.18%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-8.43%	-5.15%
Current Drawdown Current decline from peak	-4.89%	-2.47%	-2.42%
Average Drawdown Average peak-to-trough decline	-6.07%	-7.76%	+1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	1.33%	+1.71%

Volatility

QCLR vs. QRMI - Volatility Comparison

Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI) have volatilities of 3.00% and 3.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCLR	QRMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	3.12%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	7.02%	5.75%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	10.16%	6.76%	+3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.35%	8.39%	+3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.35%	8.39%	+3.96%

QCLR vs. QRMI - Expense Ratio Comparison

Both QCLR and QRMI have an expense ratio of 0.60%.

Dividends

QCLR vs. QRMI - Dividend Comparison

QCLR's dividend yield for the trailing twelve months is around 15.35%, more than QRMI's 12.56% yield.

Position	TTM	2025	2024	2023	2022	2021
QCLR Global X NASDAQ 100 Collar 95-110 ETF	15.35%	14.89%	8.89%	0.47%	0.27%	1.64%
QRMI Global X NASDAQ 100 Risk Managed Income ETF	12.56%	12.28%	11.80%	12.44%	10.65%	3.36%

Frequently Asked Questions

Can I hold both QCLR and QRMI in my portfolio?

QCLR and QRMI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCLR or QRMI?

QRMI has higher volatility (3.12%) compared to QCLR (3.00%). In terms of maximum drawdown, QCLR dropped -21.77% vs QRMI's -20.95%.

Which ETF is better, QCLR or QRMI?

On 3-year performance, QCLR leads with 11.36% vs 5.94% for QRMI. Both ETFs have the same 0.60% expense ratio. On volatility, QCLR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QCLR or QRMI?

Over the 3-year period, QCLR has performed better with a 11.36% return vs 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QCLR or QRMI?

QCLR and QRMI have the same expense ratio: 0.60% per year.

Which ETF pays a higher dividend yield, QCLR or QRMI?

QCLR has the higher dividend yield at 15.35%, compared with 12.56% for QRMI.

Which has better risk-adjusted returns?

QRMI currently has the higher Sharpe Ratio (1.09 vs 0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.