USMC vs. QCLR
Compare and contrast key facts about Principal U.S. Mega-Cap ETF (USMC) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).
USMC and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USMC is a passively managed fund by Principal that tracks the performance of the Nasdaq US Mega Cap Select Leaders Index. It was launched on Oct 12, 2017. 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 USMC 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
USMC vs. QCLR - Performance Comparison
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USMC vs. QCLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USMC Principal U.S. Mega-Cap ETF | -6.05% | 14.99% | 29.82% | 31.57% | -17.17% | 7.20% |
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, USMC achieves a -6.05% return, which is significantly higher than QCLR's -6.67% return.
USMC
- 1D
- 2.86%
- 1M
- -4.04%
- YTD
- -6.05%
- 6M
- -5.28%
- 1Y
- 14.22%
- 3Y*
- 18.68%
- 5Y*
- 13.10%
- 10Y*
- —
QCLR
- 1D
- 1.60%
- 1M
- -5.31%
- YTD
- -6.67%
- 6M
- -5.64%
- 1Y
- 10.86%
- 3Y*
- 12.72%
- 5Y*
- —
- 10Y*
- —
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USMC vs. QCLR - Expense Ratio Comparison
USMC has a 0.12% expense ratio, which is lower than QCLR's 0.60% expense ratio.
Return for Risk
USMC vs. QCLR — Risk / Return Rank
USMC
QCLR
USMC vs. QCLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Mega-Cap ETF (USMC) 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.
| USMC | QCLR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.35 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.06 | +0.25 |
Martin ratioReturn relative to average drawdown | 4.89 | 4.33 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USMC | QCLR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.91 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.53 | +0.21 |
Correlation
The correlation between USMC and QCLR is 0.79, 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
USMC vs. QCLR - Dividend Comparison
USMC's dividend yield for the trailing twelve months is around 0.84%, less than QCLR's 15.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USMC Principal U.S. Mega-Cap ETF | 0.84% | 0.79% | 1.04% | 1.35% | 1.78% | 1.53% | 1.55% | 2.01% | 2.28% | 0.24% |
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% | 0.00% | 0.00% |
Drawdowns
USMC vs. QCLR - Drawdown Comparison
The maximum USMC drawdown since its inception was -29.97%, which is greater than QCLR's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for USMC and QCLR.
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Drawdown Indicators
| USMC | QCLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.97% | -21.77% | -8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -10.22% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | — | — |
Current DrawdownCurrent decline from peak | -7.74% | -8.78% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -6.32% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.50% | +0.49% |
Volatility
USMC vs. QCLR - Volatility Comparison
Principal U.S. Mega-Cap ETF (USMC) has a higher volatility of 5.00% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.86%. This indicates that USMC'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.
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Volatility by Period
| USMC | QCLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.86% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 8.53% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 12.06% | +5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 12.61% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 12.61% | +5.75% |