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TAIL vs. QTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAIL and QTR is -0.68. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.7

Performance

TAIL vs. QTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Tail Risk ETF (TAIL) and Global X NASDAQ 100 Tail Risk ETF (QTR). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-25.81%
18.31%
TAIL
QTR

Key characteristics

Sharpe Ratio

TAIL:

0.51

QTR:

0.41

Sortino Ratio

TAIL:

0.96

QTR:

0.69

Omega Ratio

TAIL:

1.14

QTR:

1.09

Calmar Ratio

TAIL:

0.20

QTR:

0.41

Martin Ratio

TAIL:

1.11

QTR:

1.20

Ulcer Index

TAIL:

9.32%

QTR:

6.45%

Daily Std Dev

TAIL:

20.56%

QTR:

18.80%

Max Drawdown

TAIL:

-52.37%

QTR:

-31.72%

Current Drawdown

TAIL:

-44.34%

QTR:

-13.16%

Returns By Period

In the year-to-date period, TAIL achieves a 13.72% return, which is significantly higher than QTR's -8.64% return.


TAIL

YTD

13.72%

1M

7.81%

6M

10.06%

1Y

11.22%

5Y*

-9.53%

10Y*

N/A

QTR

YTD

-8.64%

1M

0.34%

6M

-6.01%

1Y

6.37%

5Y*

N/A

10Y*

N/A

*Annualized

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TAIL vs. QTR - Expense Ratio Comparison

TAIL has a 0.59% expense ratio, which is lower than QTR's 0.60% expense ratio.


Expense ratio chart for QTR: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QTR: 0.60%
Expense ratio chart for TAIL: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TAIL: 0.59%

Risk-Adjusted Performance

TAIL vs. QTR — Risk-Adjusted Performance Rank

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

TAIL
The Risk-Adjusted Performance Rank of TAIL is 5555
Overall Rank
The Sharpe Ratio Rank of TAIL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of TAIL is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TAIL is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TAIL is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TAIL is 4545
Martin Ratio Rank

QTR
The Risk-Adjusted Performance Rank of QTR is 5151
Overall Rank
The Sharpe Ratio Rank of QTR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QTR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QTR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of QTR is 5555
Calmar Ratio Rank
The Martin Ratio Rank of QTR is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TAIL vs. QTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Tail Risk ETF (TAIL) and Global X NASDAQ 100 Tail Risk ETF (QTR). 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.


The chart of Sharpe ratio for TAIL, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.00
TAIL: 0.51
QTR: 0.41
The chart of Sortino ratio for TAIL, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
TAIL: 0.96
QTR: 0.69
The chart of Omega ratio for TAIL, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
TAIL: 1.14
QTR: 1.09
The chart of Calmar ratio for TAIL, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
TAIL: 0.28
QTR: 0.41
The chart of Martin ratio for TAIL, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
TAIL: 1.11
QTR: 1.20

The current TAIL Sharpe Ratio is 0.51, which is comparable to the QTR Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of TAIL and QTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.41
TAIL
QTR

Dividends

TAIL vs. QTR - Dividend Comparison

TAIL's dividend yield for the trailing twelve months is around 2.54%, more than QTR's 0.55% yield.


TTM20242023202220212020201920182017
TAIL
Cambria Tail Risk ETF
2.54%3.47%3.73%1.50%0.49%0.36%1.58%1.52%0.91%
QTR
Global X NASDAQ 100 Tail Risk ETF
0.55%0.50%0.53%0.37%1.90%0.00%0.00%0.00%0.00%

Drawdowns

TAIL vs. QTR - Drawdown Comparison

The maximum TAIL drawdown since its inception was -52.37%, which is greater than QTR's maximum drawdown of -31.72%. Use the drawdown chart below to compare losses from any high point for TAIL and QTR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.09%
-13.16%
TAIL
QTR

Volatility

TAIL vs. QTR - Volatility Comparison

Cambria Tail Risk ETF (TAIL) has a higher volatility of 15.79% compared to Global X NASDAQ 100 Tail Risk ETF (QTR) at 9.73%. This indicates that TAIL's price experiences larger fluctuations and is considered to be riskier than QTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.79%
9.73%
TAIL
QTR