QWLD vs. QCLR
Compare and contrast key facts about SPDR MSCI World StrategicFactors ETF (QWLD) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).
QWLD and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QWLD is a passively managed fund by State Street that tracks the performance of the MSCI World Factor Mix A-Series (USD). It was launched on Jun 4, 2014. 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 QWLD 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.
Performance
QWLD vs. QCLR - Performance Comparison
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QWLD vs. QCLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 0.53% | 17.93% | 14.44% | 19.59% | -13.30% | 3.87% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | -5.98% | 11.27% | 20.27% | 28.87% | -18.87% | 3.02% |
Returns By Period
In the year-to-date period, QWLD achieves a 0.53% return, which is significantly higher than QCLR's -5.98% return.
QWLD
- 1D
- 0.61%
- 1M
- -4.33%
- YTD
- 0.53%
- 6M
- 3.21%
- 1Y
- 15.02%
- 3Y*
- 15.26%
- 5Y*
- 9.99%
- 10Y*
- 11.14%
QCLR
- 1D
- 0.74%
- 1M
- -4.77%
- YTD
- -5.98%
- 6M
- -5.17%
- 1Y
- 11.38%
- 3Y*
- 12.99%
- 5Y*
- —
- 10Y*
- —
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QWLD vs. QCLR - Expense Ratio Comparison
QWLD has a 0.30% expense ratio, which is lower than QCLR's 0.60% expense ratio.
Return for Risk
QWLD vs. QCLR — Risk / Return Rank
QWLD
QCLR
QWLD vs. QCLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) 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.
| QWLD | QCLR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.95 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.41 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.14 | +0.29 |
Martin ratioReturn relative to average drawdown | 7.15 | 4.57 | +2.58 |
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
| QWLD | QCLR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.95 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.55 | +0.12 |
Correlation
The correlation between QWLD and QCLR is 0.68, 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
QWLD vs. QCLR - Dividend Comparison
QWLD's dividend yield for the trailing twelve months is around 1.84%, less than QCLR's 15.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 1.84% | 1.85% | 1.74% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% |
QCLR Global X NASDAQ 100 Collar 95-110 ETF | 15.83% | 14.89% | 8.89% | 0.47% | 0.27% | 1.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QWLD vs. QCLR - Drawdown Comparison
The maximum QWLD drawdown since its inception was -31.89%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for QWLD and QCLR.
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Drawdown Indicators
| QWLD | QCLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.89% | -21.77% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -10.22% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | — | — |
Current DrawdownCurrent decline from peak | -4.82% | -8.10% | +3.28% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -6.32% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.56% | -0.46% |
Volatility
QWLD vs. QCLR - Volatility Comparison
SPDR MSCI World StrategicFactors ETF (QWLD) has a higher volatility of 4.62% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.93%. This indicates that QWLD'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.
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Volatility by Period
| QWLD | QCLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.93% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 8.56% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 12.08% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 12.61% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 12.61% | +2.59% |