SUSL vs. QCLR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).

SUSL and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Leaders Index. It was launched on May 7, 2019. 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 SUSL 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

SUSL vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Leaders ETF (SUSL) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

SUSL vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SUSL iShares ESG MSCI USA Leaders ETF	-6.08%	18.97%	23.51%	29.08%	-20.22%	7.58%
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, SUSL achieves a -6.08% return, which is significantly higher than QCLR's -6.67% return.

SUSL

• 1D: 3.05%
• 1M: -5.62%
• YTD: -6.08%
• 6M: -2.41%
• 1Y: 19.84%
• 3Y*: 18.20%
• 5Y*: 11.55%
• 10Y*: —

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)

SUSL vs. QCLR - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is lower than QCLR's 0.60% expense ratio.

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

SUSL

iShares ESG MSCI USA Leaders ETF

Return for Risk

SUSL vs. QCLR — Risk / Return Rank

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

SUSL

SUSL Risk / Return Rank: 67
SUSL Sharpe Ratio Rank: 63
SUSL Sortino Ratio Rank: 67
SUSL Omega Ratio Rank: 66
SUSL Calmar Ratio Rank: 71
SUSL Martin Ratio Rank: 70

QCLR

QCLR Risk / Return Rank: 48
QCLR Sharpe Ratio Rank: 52
QCLR Sortino Ratio Rank: 52
QCLR Omega Ratio Rank: 46
QCLR Calmar Ratio Rank: 43
QCLR Martin Ratio Rank: 47

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.

SUSL vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) 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.

	SUSL	QCLR	Difference
Sharpe ratio Return per unit of total volatility	1.09	0.91	+0.18
Sortino ratio Return per unit of downside risk	1.65	1.35	+0.30
Omega ratio Gain probability vs. loss probability	1.24	1.17	+0.06
Calmar ratio Return relative to maximum drawdown	1.77	1.06	+0.71
Martin ratio Return relative to average drawdown	7.04	4.33	+2.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUSL vs. QCLR - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.09, which is comparable to the QCLR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SUSL 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.

Sharpe Ratios by Period

	SUSL	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.91	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.53	+0.21

Correlation

The correlation between SUSL and QCLR is 0.80, 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

SUSL vs. QCLR - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 1.08%, less than QCLR's 15.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
SUSL iShares ESG MSCI USA Leaders ETF	1.08%	0.99%	1.10%	1.27%	1.57%	1.12%	1.38%	1.12%
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

SUSL vs. QCLR - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for SUSL and QCLR.

Drawdown Indicators

	SUSL	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-21.77%	-12.49%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-10.22%	-1.15%
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	—	—
Current Drawdown Current decline from peak	-8.67%	-8.78%	+0.11%
Average Drawdown Average peak-to-trough decline	-5.81%	-6.32%	+0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	2.50%	+0.36%

Volatility

SUSL vs. QCLR - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 5.60% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.86%. This indicates that SUSL'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.

Volatility by Period

	SUSL	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.60%	3.86%	+1.74%
Volatility (6M) Calculated over the trailing 6-month period	10.19%	8.53%	+1.66%
Volatility (1Y) Calculated over the trailing 1-year period	18.33%	12.06%	+6.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	12.61%	+4.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.93%	12.61%	+7.32%