SGRT vs. QCLR

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).

SGRT and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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.

Performance

SGRT vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

SGRT vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-5.98%	4.21%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than QCLR's -5.98% return.

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCLR

• 1D: 0.74%
• 1M: -4.77%
• YTD: -5.98%
• 6M: -5.17%
• 1Y: 11.38%
• 3Y*: 12.99%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRT vs. QCLR - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is lower than QCLR's 0.60% expense ratio.

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

SGRT

SMART Earnings Growth 30 ETF

Return for Risk

SGRT vs. QCLR — Risk / Return Rank

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

QCLR

QCLR Risk / Return Rank: 46
QCLR Sharpe Ratio Rank: 50
QCLR Sortino Ratio Rank: 51
QCLR Omega Ratio Rank: 43
QCLR Calmar Ratio Rank: 41
QCLR Martin Ratio Rank: 45

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.

SGRT vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SGRT	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.95	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.55	+1.54

Correlation

The correlation between SGRT and QCLR is 0.77, 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

SGRT vs. QCLR - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than QCLR's 15.83% yield.

	TTM	2025	2024	2023	2022	2021
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	15.83%	14.89%	8.89%	0.47%	0.27%	1.64%

Drawdowns

SGRT vs. QCLR - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum QCLR drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for SGRT and QCLR.

Drawdown Indicators

	SGRT	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-21.77%	+3.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.22%	—
Current Drawdown Current decline from peak	-7.09%	-8.10%	+1.01%
Average Drawdown Average peak-to-trough decline	-3.52%	-6.32%	+2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.56%	—

Volatility

Volatility by Period

	SGRT	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.60%	12.08%	+20.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.60%	12.61%	+19.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	12.61%	+19.99%