QCLR vs. VOO
Compare and contrast key facts about Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and Vanguard S&P 500 ETF (VOO).
QCLR and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both QCLR and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCLR or VOO.
Key characteristics
| QCLR | VOO | |
|---|---|---|
| YTD Return | 18.68% | 27.15% |
| 1Y Return | 30.42% | 39.90% |
| 3Y Return (Ann) | 6.87% | 10.28% |
| Sharpe Ratio | 2.41 | 3.15 |
| Sortino Ratio | 3.39 | 4.19 |
| Omega Ratio | 1.44 | 1.59 |
| Calmar Ratio | 3.58 | 4.60 |
| Martin Ratio | 10.47 | 21.00 |
| Ulcer Index | 2.83% | 1.85% |
| Daily Std Dev | 12.27% | 12.34% |
| Max Drawdown | -21.77% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between QCLR and VOO is 0.77, 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.
Performance
QCLR vs. VOO - Performance Comparison
In the year-to-date period, QCLR achieves a 18.68% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QCLR vs. VOO - Expense Ratio Comparison
QCLR has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
QCLR vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.
Dividends
QCLR vs. VOO - Dividend Comparison
QCLR's dividend yield for the trailing twelve months is around 0.58%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCLR Global X NASDAQ 100 Collar 95-110 ETF | 0.58% | 0.47% | 0.28% | 1.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
QCLR vs. VOO - Drawdown Comparison
The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QCLR and VOO. For additional features, visit the drawdowns tool.
Volatility
QCLR vs. VOO - Volatility Comparison
The current volatility for Global X NASDAQ 100 Collar 95-110 ETF (QCLR) is 3.49%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that QCLR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.