SHUS vs. XCLR

Last updated Aug 4, 2026

SHUS (Stratified LargeCap Hedged ETF) and XCLR (Global X S&P 500 Collar 95-110 ETF) are both Equity Hedged funds. SHUS is actively managed, while XCLR is passively managed. Over the past year, SHUS returned 18.95% vs 10.73% for XCLR. Their 0.67 correlation means they have sometimes moved together and sometimes differently. SHUS charges 0.79%/yr vs 0.25%/yr for XCLR.

Performance

SHUS vs. XCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stratified LargeCap Hedged ETF (SHUS) and Global X S&P 500 Collar 95-110 ETF (XCLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHUS achieves a 11.99% return, which is significantly higher than XCLR's 3.31% return.

SHUS

• 1D: 0.74%
• 1M: 0.95%
• 6M: 8.10%
• YTD: 11.99%
• 1Y: 18.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.87%

XCLR

• 1D: 1.30%
• 1M: 1.06%
• 6M: 1.84%
• YTD: 3.31%
• 1Y: 10.73%
• 3Y*: 13.18%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SHUS Stratified LargeCap Hedged ETF	$376.99	$481.64	$2.74K
XCLR Global X S&P 500 Collar 95-110 ETF	$116.79K	$58.97K	$34.71K

SHUS vs. XCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SHUS Stratified LargeCap Hedged ETF	11.99%	10.89%	-2.65%
XCLR Global X S&P 500 Collar 95-110 ETF	3.31%	10.25%	1.70%

Correlation

The correlation between SHUS and XCLR is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (All Time) Calculated using the full available price history since Sep 30, 2024	0.67

The correlation between SHUS and XCLR has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

SHUS vs. XCLR - Sectors Allocation Comparison

Sectors	SHUS	XCLR
Technology	15.9%	37.5%
Consumer Cyclical	13.2%	8.7%
Consumer Defensive	12.8%	4.6%
Healthcare	12.7%	9.0%
Industrials	10.7%	7.7%
Financial Services	10.4%	12.1%
Utilities	6.4%	2.7%
Communication Services	6.3%	9.1%
Energy	6.0%	3.4%
Real Estate	3.5%	1.9%
Basic Materials	2.2%	1.9%

Return for Risk

SHUS vs. XCLR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SHUS

SHUS Risk / Return Rank: 76
SHUS Sharpe Ratio Rank: 77
SHUS Sortino Ratio Rank: 80
SHUS Omega Ratio Rank: 75
SHUS Calmar Ratio Rank: 73
SHUS Martin Ratio Rank: 74

XCLR

XCLR Risk / Return Rank: 45
XCLR Sharpe Ratio Rank: 49
XCLR Sortino Ratio Rank: 46
XCLR Omega Ratio Rank: 48
XCLR Calmar Ratio Rank: 37
XCLR Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SHUS vs. XCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stratified LargeCap Hedged ETF (SHUS) 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.

	SHUS	XCLR	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.25	+0.64
Sortino ratio: Return per unit of downside risk	2.77	1.76	+1.01
Omega ratio: Gain probability vs. loss probability	1.34	1.23	+0.11
Calmar ratio: Return relative to maximum drawdown	2.74	1.30	+1.44
Martin ratio: Return relative to average drawdown	9.87	5.16	+4.72

SHUS vs. XCLR - Sharpe Ratio Comparison

The current SHUS Sharpe Ratio is 1.89, which is higher than the XCLR Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SHUS and XCLR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHUS vs. XCLR - Drawdown Comparison

The maximum SHUS drawdown since its inception was -14.09%, roughly equal to the maximum XCLR drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for SHUS and XCLR.

Drawdown Indicators

	SHUS	XCLR	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	-14.63%	+0.54%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-8.29%	+1.34%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.46%	—
Current Drawdown Current decline from peak	-0.33%	0.00%	-0.33%
Average Drawdown Average peak-to-trough decline	-2.47%	-4.57%	+2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.09%	-0.17%

Volatility

SHUS vs. XCLR - Volatility Comparison

Stratified LargeCap Hedged ETF (SHUS) and Global X S&P 500 Collar 95-110 ETF (XCLR) have volatilities of 2.87% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHUS	XCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	2.88%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.39%	6.14%	+1.25%
Volatility (1Y) Calculated over the trailing 1-year period	10.09%	8.64%	+1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.41%	10.36%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.41%	10.36%	+2.05%

SHUS vs. XCLR - Expense Ratio Comparison

SHUS has a 0.79% expense ratio, which is higher than XCLR's 0.25% expense ratio.

Dividends

SHUS vs. XCLR - Dividend Comparison

SHUS's dividend yield for the trailing twelve months is around 1.23%, less than XCLR's 12.71% yield.

Position	TTM	2025	2024	2023	2022	2021
SHUS Stratified LargeCap Hedged ETF	1.23%	1.37%	0.26%	0.00%	0.00%	0.00%
XCLR Global X S&P 500 Collar 95-110 ETF	12.71%	13.15%	18.76%	1.40%	1.01%	1.70%

Frequently Asked Questions

Can I hold both SHUS and XCLR in my portfolio?

SHUS and XCLR have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHUS or XCLR?

XCLR has higher volatility (2.88%) compared to SHUS (2.87%). In terms of maximum drawdown, SHUS dropped -14.09% vs XCLR's -14.63%.

Which ETF is better, SHUS or XCLR?

On 1-year performance, SHUS leads with 18.95% vs 10.73% for XCLR. On fees, XCLR is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SHUS or XCLR?

Over the 1-year period, SHUS has performed better with a 18.95% return vs 10.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SHUS or XCLR?

XCLR is cheaper with a 0.25% expense ratio, compared with 0.79% for SHUS.

Which ETF pays a higher dividend yield, SHUS or XCLR?

XCLR has the higher dividend yield at 12.71%, compared with 1.23% for SHUS.

What is the main difference between SHUS and XCLR?

They also come from different issuers: Exchange Traded Concepts and Global X. Their fees differ too: 0.79% for SHUS and 0.25% for XCLR.

Which has better risk-adjusted returns?

SHUS currently has the higher Sharpe Ratio (1.89 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.