QCLR vs. XYLD
Compare and contrast key facts about Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and Global X S&P 500 Covered Call ETF (XYLD).
QCLR and XYLD 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. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013. Both QCLR and XYLD 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. XYLD - Performance Comparison
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QCLR vs. XYLD - 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% |
XYLD Global X S&P 500 Covered Call ETF | -1.04% | 8.02% | 19.49% | 11.10% | -12.05% | 5.13% |
Returns By Period
In the year-to-date period, QCLR achieves a -6.67% return, which is significantly lower than XYLD's -1.04% return.
QCLR
- 1D
- 1.60%
- 1M
- -5.31%
- YTD
- -6.67%
- 6M
- -5.64%
- 1Y
- 10.86%
- 3Y*
- 12.72%
- 5Y*
- —
- 10Y*
- —
XYLD
- 1D
- 2.01%
- 1M
- -2.96%
- YTD
- -1.04%
- 6M
- 5.33%
- 1Y
- 10.53%
- 3Y*
- 10.21%
- 5Y*
- 6.95%
- 10Y*
- 7.87%
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QCLR vs. XYLD - Expense Ratio Comparison
Both QCLR and XYLD have an expense ratio of 0.60%.
Return for Risk
QCLR vs. XYLD — Risk / Return Rank
QCLR
XYLD
QCLR vs. XYLD - 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 S&P 500 Covered Call ETF (XYLD). 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 | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.76 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.22 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.10 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.33 | 6.46 | -2.13 |
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 | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.76 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.57 | -0.04 |
Correlation
The correlation between QCLR and XYLD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QCLR vs. XYLD - Dividend Comparison
QCLR's dividend yield for the trailing twelve months is around 15.95%, more than XYLD's 10.98% 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% |
XYLD Global X S&P 500 Covered Call ETF | 10.98% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
QCLR vs. XYLD - Drawdown Comparison
The maximum QCLR drawdown since its inception was -21.77%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for QCLR and XYLD.
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Drawdown Indicators
| QCLR | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -33.46% | +11.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.14% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -8.78% | -3.39% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -3.76% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.72% | +0.78% |
Volatility
QCLR vs. XYLD - Volatility Comparison
Global X NASDAQ 100 Collar 95-110 ETF (QCLR) and Global X S&P 500 Covered Call ETF (XYLD) have volatilities of 3.86% and 4.01%, 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.
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Volatility by Period
| QCLR | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 4.01% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 5.82% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 13.99% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 11.31% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.61% | 14.23% | -1.62% |