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

Correlation

The correlation between QCLR and XCLR 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. XCLR - 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 S&P 500 Collar 95-110 ETF (XCLR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
22.00%
-29.19%
QCLR
XCLR

Key characteristics

Sharpe Ratio

QCLR:

0.66

XCLR:

0.58

Sortino Ratio

QCLR:

0.99

XCLR:

0.85

Omega Ratio

QCLR:

1.13

XCLR:

1.11

Calmar Ratio

QCLR:

0.68

XCLR:

0.20

Martin Ratio

QCLR:

1.93

XCLR:

1.75

Ulcer Index

QCLR:

4.75%

XCLR:

3.85%

Daily Std Dev

QCLR:

13.95%

XCLR:

11.69%

Max Drawdown

QCLR:

-21.77%

XCLR:

-46.74%

Current Drawdown

QCLR:

-9.27%

XCLR:

-29.19%

Returns By Period

In the year-to-date period, QCLR achieves a -5.83% return, which is significantly higher than XCLR's -6.22% return.


QCLR

YTD

-5.83%

1M

-0.47%

6M

-2.29%

1Y

9.44%

5Y*

N/A

10Y*

N/A

XCLR

YTD

-6.22%

1M

-2.23%

6M

-5.49%

1Y

7.05%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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QCLR vs. XCLR - Expense Ratio Comparison

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


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 XCLR: 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%
XCLR: 0.60%

Risk-Adjusted Performance

QCLR vs. XCLR — 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

XCLR
The Risk-Adjusted Performance Rank of XCLR is 5454
Overall Rank
The Sharpe Ratio Rank of XCLR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of XCLR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of XCLR is 5656
Omega Ratio Rank
The Calmar Ratio Rank of XCLR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of XCLR is 5555
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. XCLR - 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 Global X S&P 500 Collar 95-110 ETF (XCLR). 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
XCLR: 0.58
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
XCLR: 0.85
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
XCLR: 1.11
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
XCLR: 0.20
The chart of Martin ratio for QCLR, currently valued at 1.93, compared to the broader market0.0020.0040.0060.00
QCLR: 1.93
XCLR: 1.75

The current QCLR Sharpe Ratio is 0.66, which is comparable to the XCLR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of QCLR and XCLR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.66
0.58
QCLR
XCLR

Dividends

QCLR vs. XCLR - Dividend Comparison

QCLR's dividend yield for the trailing twelve months is around 9.44%, less than XCLR's 20.00% yield.


TTM2024202320222021
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
9.44%8.89%0.47%0.28%1.64%
XCLR
Global X S&P 500 Collar 95-110 ETF
20.00%18.76%1.39%1.01%2.58%

Drawdowns

QCLR vs. XCLR - Drawdown Comparison

The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum XCLR drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for QCLR and XCLR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.27%
-29.19%
QCLR
XCLR

Volatility

QCLR vs. XCLR - Volatility Comparison

Global X NASDAQ 100 Collar 95-110 ETF (QCLR) has a higher volatility of 6.59% compared to Global X S&P 500 Collar 95-110 ETF (XCLR) at 5.68%. This indicates that QCLR's price experiences larger fluctuations and is considered to be riskier than XCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.59%
5.68%
QCLR
XCLR