TTAC vs. QCLR

Last updated Jun 23, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and QCLR (Global X NASDAQ 100 Collar 95-110 ETF) are both exchange-traded funds - TTAC is a Large Cap Growth Equities fund actively managed by TrimTabs, while QCLR is a Nasdaq-100 fund tracking the NASDAQ-100 Quarterly Collar 95-110 Index. TTAC is actively managed, while QCLR is passively managed. Over the past 3 years, TTAC returned 19.15%/yr vs 14.42%/yr for QCLR. A 0.71 correlation means they provide meaningful diversification when combined. TTAC charges 0.59%/yr vs 0.60%/yr for QCLR.

Performance

TTAC vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAC achieves a 18.93% return, which is significantly higher than QCLR's 1.68% return.

TTAC

• 1D: 1.39%
• 1M: 3.86%
• YTD: 18.93%
• 6M: 16.87%
• 1Y: 24.51%
• 3Y*: 19.15%
• 5Y*: 12.94%
• 10Y*: —

QCLR

• 1D: 0.00%
• 1M: 0.59%
• YTD: 1.68%
• 6M: 1.13%
• 1Y: 11.57%
• 3Y*: 14.42%
• 5Y*: —
• 10Y*: —

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

TTAC vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TTAC TrimTabs US Free Cash Flow Quality ETF	18.93%	8.07%	18.26%	22.97%	-14.60%	7.20%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	1.68%	11.27%	20.27%	28.87%	-18.87%	2.29%

Correlation

The correlation between TTAC and QCLR is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021	0.71

The correlation between TTAC and QCLR has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

TTAC vs. QCLR - Sectors Allocation Comparison

Sectors	TTAC	QCLR
Technology	29.5%	58.7%
Financial Services	14.5%	0.2%
Consumer Cyclical	12.7%	11.4%
Healthcare	11.9%	3.7%
Industrials	9.0%	2.6%
Consumer Defensive	8.0%	6.4%
Communication Services	6.1%	14.3%
Energy	2.6%	0.5%
Basic Materials	2.3%	1.0%
Real Estate	2.0%	0.1%
Utilities	-	1.2%

Return for Risk

TTAC vs. QCLR — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 52
TTAC Sharpe Ratio Rank: 45
TTAC Sortino Ratio Rank: 43
TTAC Omega Ratio Rank: 42
TTAC Calmar Ratio Rank: 70
TTAC Martin Ratio Rank: 62

QCLR

QCLR Risk / Return Rank: 31
QCLR Sharpe Ratio Rank: 35
QCLR Sortino Ratio Rank: 31
QCLR Omega Ratio Rank: 35
QCLR Calmar Ratio Rank: 24
QCLR Martin Ratio Rank: 30

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.

TTAC vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

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.

	TTAC	QCLR	Difference
Sharpe ratio: Return per unit of total volatility	1.53	1.21	+0.32
Sortino ratio: Return per unit of downside risk	2.12	1.65	+0.47
Omega ratio: Gain probability vs. loss probability	1.27	1.23	+0.03
Calmar ratio: Return relative to maximum drawdown	3.43	1.14	+2.30
Martin ratio: Return relative to average drawdown	10.98	4.08	+6.90

TTAC vs. QCLR - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.53, which is comparable to the QCLR Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of TTAC and QCLR, 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

TTAC vs. QCLR - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for TTAC and QCLR.

Drawdown Indicators

	TTAC	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-21.77%	-13.18%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-10.22%	+3.05%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-13.58%	-6.34%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	—	—
Current Drawdown Current decline from peak	0.00%	-0.62%	+0.62%
Average Drawdown Average peak-to-trough decline	-4.97%	-6.14%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.84%	-0.60%

Volatility

TTAC vs. QCLR - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 5.90% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 0.56%. This indicates that TTAC'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

	TTAC	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	0.56%	+5.34%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	6.58%	+6.08%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	9.59%	+6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	12.36%	+4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	12.36%	+6.39%

TTAC vs. QCLR - Expense Ratio Comparison

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

Dividends

TTAC vs. QCLR - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, less than QCLR's 14.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QCLR Global X NASDAQ 100 Collar 95-110 ETF	14.64%	14.89%	8.89%	0.47%	0.27%	1.64%	0.00%	0.00%	0.00%	0.00%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and QCLR in my portfolio?

TTAC and QCLR have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or QCLR?

TTAC has higher volatility (5.90%) compared to QCLR (0.56%). In terms of maximum drawdown, TTAC dropped -34.95% vs QCLR's -21.77%.

Which ETF is better, TTAC or QCLR?

On 3-year performance, TTAC leads with 19.15% vs 14.42% for QCLR. On fees, TTAC is cheaper at 0.59% per year. On volatility, QCLR has been the lower-risk option at 0.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or QCLR?

Over the 3-year period, TTAC has performed better with a 19.15% return vs 14.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or QCLR?

TTAC is cheaper with a 0.59% expense ratio, compared with 0.60% for QCLR.

Which ETF pays a higher dividend yield, TTAC or QCLR?

QCLR has the higher dividend yield at 14.64%, compared with 0.53% for TTAC.

What is the main difference between TTAC and QCLR?

TTAC is categorized as Large Cap Growth Equities, while QCLR is Nasdaq-100. They also come from different issuers: TrimTabs and Global X. Their fees differ too: 0.59% for TTAC and 0.60% for QCLR.

Which has better risk-adjusted returns?

TTAC currently has the higher Sharpe Ratio (1.53 vs 1.21), 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.