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QRMI vs. XRMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QRMI and XRMI is 0.74, 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: 0.7

Performance

QRMI vs. XRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Risk Managed Income ETF (QRMI) and Global X S&P 500 Risk Managed Income ETF (XRMI). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
-1.76%
1.51%
QRMI
XRMI

Key characteristics

Sharpe Ratio

QRMI:

0.86

XRMI:

0.89

Sortino Ratio

QRMI:

1.34

XRMI:

1.29

Omega Ratio

QRMI:

1.19

XRMI:

1.18

Calmar Ratio

QRMI:

0.83

XRMI:

0.81

Martin Ratio

QRMI:

3.38

XRMI:

3.12

Ulcer Index

QRMI:

2.33%

XRMI:

2.17%

Daily Std Dev

QRMI:

9.15%

XRMI:

7.64%

Max Drawdown

QRMI:

-20.94%

XRMI:

-15.30%

Current Drawdown

QRMI:

-6.97%

XRMI:

-6.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with QRMI having a -4.18% return and XRMI slightly lower at -4.20%.


QRMI

YTD

-4.18%

1M

-3.60%

6M

-0.01%

1Y

7.73%

5Y*

N/A

10Y*

N/A

XRMI

YTD

-4.20%

1M

-3.12%

6M

-0.48%

1Y

6.90%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QRMI vs. XRMI - Expense Ratio Comparison

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


Expense ratio chart for QRMI: 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%
QRMI: 0.60%
Expense ratio chart for XRMI: 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%
XRMI: 0.60%

Risk-Adjusted Performance

QRMI vs. XRMI — Risk-Adjusted Performance Rank

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

QRMI
The Risk-Adjusted Performance Rank of QRMI is 7777
Overall Rank
The Sharpe Ratio Rank of QRMI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of QRMI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of QRMI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of QRMI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of QRMI is 7676
Martin Ratio Rank

XRMI
The Risk-Adjusted Performance Rank of XRMI is 7676
Overall Rank
The Sharpe Ratio Rank of XRMI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XRMI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of XRMI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of XRMI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of XRMI is 7373
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.

QRMI vs. XRMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Risk Managed Income ETF (QRMI) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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 QRMI, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.00
QRMI: 0.86
XRMI: 0.89
The chart of Sortino ratio for QRMI, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.00
QRMI: 1.34
XRMI: 1.29
The chart of Omega ratio for QRMI, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
QRMI: 1.19
XRMI: 1.18
The chart of Calmar ratio for QRMI, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.00
QRMI: 0.83
XRMI: 0.81
The chart of Martin ratio for QRMI, currently valued at 3.38, compared to the broader market0.0020.0040.0060.00
QRMI: 3.38
XRMI: 3.12

The current QRMI Sharpe Ratio is 0.86, which is comparable to the XRMI Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of QRMI and XRMI, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.86
0.89
QRMI
XRMI

Dividends

QRMI vs. XRMI - Dividend Comparison

QRMI's dividend yield for the trailing twelve months is around 12.78%, which matches XRMI's 12.81% yield.


TTM2024202320222021
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.78%11.81%12.45%10.66%3.36%
XRMI
Global X S&P 500 Risk Managed Income ETF
12.81%11.86%12.62%12.84%2.93%

Drawdowns

QRMI vs. XRMI - Drawdown Comparison

The maximum QRMI drawdown since its inception was -20.94%, which is greater than XRMI's maximum drawdown of -15.30%. Use the drawdown chart below to compare losses from any high point for QRMI and XRMI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.97%
-6.67%
QRMI
XRMI

Volatility

QRMI vs. XRMI - Volatility Comparison

Global X NASDAQ 100 Risk Managed Income ETF (QRMI) has a higher volatility of 5.35% compared to Global X S&P 500 Risk Managed Income ETF (XRMI) at 4.49%. This indicates that QRMI's price experiences larger fluctuations and is considered to be riskier than XRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
5.35%
4.49%
QRMI
XRMI