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RECS vs. QCLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RECS vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Core ETF (RECS) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

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RECS vs. QCLR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RECS
Columbia Research Enhanced Core ETF
-4.55%19.30%26.27%23.19%-14.39%6.47%
QCLR
Global X NASDAQ 100 Collar 95-110 ETF
-6.67%11.27%20.27%28.87%-18.87%3.02%

Returns By Period

In the year-to-date period, RECS achieves a -4.55% return, which is significantly higher than QCLR's -6.67% return.


RECS

1D
2.71%
1M
-4.67%
YTD
-4.55%
6M
-2.31%
1Y
18.70%
3Y*
18.78%
5Y*
12.91%
10Y*
8.68%

QCLR

1D
1.60%
1M
-5.31%
YTD
-6.67%
6M
-5.64%
1Y
10.86%
3Y*
12.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RECS vs. QCLR - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than QCLR's 0.60% expense ratio.


Return for Risk

RECS vs. QCLR — Risk / Return Rank

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

RECS
RECS Risk / Return Rank: 6565
Overall Rank
RECS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RECS Sortino Ratio Rank: 6363
Sortino Ratio Rank
RECS Omega Ratio Rank: 6666
Omega Ratio Rank
RECS Calmar Ratio Rank: 6363
Calmar Ratio Rank
RECS Martin Ratio Rank: 7272
Martin Ratio Rank

QCLR
QCLR Risk / Return Rank: 4848
Overall Rank
QCLR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QCLR Sortino Ratio Rank: 5252
Sortino Ratio Rank
QCLR Omega Ratio Rank: 4646
Omega Ratio Rank
QCLR Calmar Ratio Rank: 4343
Calmar Ratio Rank
QCLR Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RECS vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) 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.


RECSQCLRDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.91

+0.13

Sortino ratio

Return per unit of downside risk

1.56

1.35

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.56

1.06

+0.50

Martin ratio

Return relative to average drawdown

7.20

4.33

+2.86

RECS vs. QCLR - Sharpe Ratio Comparison

The current RECS Sharpe Ratio is 1.03, which is comparable to the QCLR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of RECS and QCLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RECSQCLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.91

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.53

-0.20

Correlation

The correlation between RECS and QCLR is 0.75, 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.


Dividends

RECS vs. QCLR - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.16%, less than QCLR's 15.95% yield.


TTM2025202420232022202120202019
RECS
Columbia Research Enhanced Core ETF
1.16%1.11%1.09%1.00%1.41%20.64%1.09%0.49%
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%

Drawdowns

RECS vs. QCLR - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for RECS and QCLR.


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Drawdown Indicators


RECSQCLRDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-21.77%

-12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-10.22%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

Current Drawdown

Current decline from peak

-6.34%

-8.78%

+2.44%

Average Drawdown

Average peak-to-trough decline

-1.29%

-6.32%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.50%

+0.20%

Volatility

RECS vs. QCLR - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 5.03% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.86%. This indicates that RECS'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


RECSQCLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

3.86%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

8.53%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

12.06%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

12.61%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

12.61%

+3.53%