QTR vs. QCLR
Compare and contrast key facts about Global X NASDAQ 100 Tail Risk ETF (QTR) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).
QTR and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QTR is a passively managed fund by Global X that tracks the performance of the NASDAQ-100 Quarterly Protective Put 90 Index. It was launched on Aug 25, 2021. 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. Both QTR and QCLR 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: QTR or QCLR.
Performance
QTR vs. QCLR - Performance Comparison
Returns By Period
In the year-to-date period, QTR achieves a 20.05% return, which is significantly higher than QCLR's 17.58% return.
QTR
20.05%
1.58%
9.69%
25.94%
N/A
N/A
QCLR
17.58%
1.74%
8.08%
23.47%
N/A
N/A
Key characteristics
| QTR | QCLR | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.98 |
| Sortino Ratio | 2.36 | 2.75 |
| Omega Ratio | 1.31 | 1.36 |
| Calmar Ratio | 2.38 | 2.91 |
| Martin Ratio | 7.34 | 8.49 |
| Ulcer Index | 3.61% | 2.84% |
| Daily Std Dev | 15.55% | 12.16% |
| Max Drawdown | -31.72% | -21.77% |
| Current Drawdown | -1.79% | -0.93% |
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QTR vs. QCLR - Expense Ratio Comparison
Both QTR and QCLR have an expense ratio of 0.60%.
Correlation
The correlation between QTR and QCLR is 0.85, 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.
Risk-Adjusted Performance
QTR vs. QCLR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Tail Risk ETF (QTR) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). 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
QTR vs. QCLR - Dividend Comparison
QTR's dividend yield for the trailing twelve months is around 0.54%, less than QCLR's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
QTR Global X NASDAQ 100 Tail Risk ETF | 0.54% | 0.53% | 0.37% | 1.90% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | 0.59% | 0.47% | 0.28% | 1.64% |
Drawdowns
QTR vs. QCLR - Drawdown Comparison
The maximum QTR drawdown since its inception was -31.72%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for QTR and QCLR. For additional features, visit the drawdowns tool.
Volatility
QTR vs. QCLR - Volatility Comparison
Global X NASDAQ 100 Tail Risk ETF (QTR) has a higher volatility of 5.04% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 4.01%. This indicates that QTR's price experiences larger fluctuations and is considered to be riskier than QCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.