SCEP vs. XCLR
SCEP (Sterling Capital Hedged Equity Premium Income ETF) and XCLR (Global X S&P 500 Collar 95-110 ETF) are both Equity Hedged funds. SCEP is actively managed, while XCLR is passively managed. Their correlation of 0.82 suggests significant overlap in exposure. SCEP charges 0.65%/yr vs 0.25%/yr for XCLR.
Performance
SCEP vs. XCLR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCEP achieves a 3.70% return, which is significantly higher than XCLR's 2.34% return.
SCEP
- 1D
- -0.40%
- 1M
- 0.35%
- YTD
- 3.70%
- 6M
- 3.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XCLR
- 1D
- -0.15%
- 1M
- 0.41%
- YTD
- 2.34%
- 6M
- 1.99%
- 1Y
- 13.30%
- 3Y*
- 13.66%
- 5Y*
- —
- 10Y*
- —
SCEP vs. XCLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCEP Sterling Capital Hedged Equity Premium Income ETF | 3.70% | -0.50% |
XCLR Global X S&P 500 Collar 95-110 ETF | 2.34% | -0.71% |
Correlation
The correlation between SCEP and XCLR is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.82 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCEP vs. XCLR — Risk / Return Rank
SCEP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XCLR
SCEP vs. XCLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Hedged Equity Premium Income ETF (SCEP) and Global X S&P 500 Collar 95-110 ETF (XCLR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCEP | XCLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.61 | — |
| Martin ratioReturn relative to average drawdown | — | 6.49 | — |
Loading charts...
Drawdowns
SCEP vs. XCLR - Drawdown Comparison
The maximum SCEP drawdown since its inception was -7.25%, smaller than the maximum XCLR drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for SCEP and XCLR.
Loading charts...
Drawdown Indicators
| SCEP | XCLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.25% | -14.63% | +7.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.46% | — |
Current DrawdownCurrent decline from peak | -0.56% | -0.46% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -4.66% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.05% | — |
Volatility
SCEP vs. XCLR - Volatility Comparison
Loading charts...
Volatility by Period
| SCEP | XCLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.97% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 8.35% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 10.39% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.64% | 10.39% | +0.25% |
SCEP vs. XCLR - Expense Ratio Comparison
SCEP has a 0.65% expense ratio, which is higher than XCLR's 0.25% expense ratio.
Dividends
SCEP vs. XCLR - Dividend Comparison
SCEP's dividend yield for the trailing twelve months is around 3.25%, less than XCLR's 12.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SCEP Sterling Capital Hedged Equity Premium Income ETF | 3.25% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
XCLR Global X S&P 500 Collar 95-110 ETF | 12.85% | 13.15% | 18.76% | 1.40% | 1.01% | 1.70% |
Frequently Asked Questions
SCEP and XCLR have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCLR is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCLR is cheaper with a 0.25% expense ratio, compared with 0.65% for SCEP.
XCLR has the higher dividend yield at 12.85%, compared with 3.25% for SCEP.
They also come from different issuers: Sterling Capital and Global X. Their fees differ too: 0.65% for SCEP and 0.25% for XCLR.
Find the right allocation for SCEP and XCLR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer