XCLR vs. MINT

Last updated Jun 17, 2026

XCLR (Global X S&P 500 Collar 95-110 ETF) and MINT (PIMCO Enhanced Short Maturity Active ETF) are both exchange-traded funds - XCLR is a Equity Hedged fund tracking the Cboe S&P 500 3-Month Collar 95-110 Index, while MINT is a Ultrashort Bond fund actively managed by PIMCO. XCLR is passively managed, while MINT is actively managed. Over the past 3 years, XCLR returned 13.33%/yr vs 5.37%/yr for MINT. At a 0.13 correlation, their price movements are largely independent. XCLR charges 0.25%/yr vs 0.36%/yr for MINT.

Performance

XCLR vs. MINT - Performance Comparison

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

Returns By Period

In the year-to-date period, XCLR achieves a 2.72% return, which is significantly higher than MINT's 1.96% return.

XCLR

• 1D: 0.03%
• 1M: 1.29%
• YTD: 2.72%
• 6M: 3.18%
• 1Y: 12.63%
• 3Y*: 13.33%
• 5Y*: —
• 10Y*: —

MINT

• 1D: 0.02%
• 1M: 0.37%
• YTD: 1.96%
• 6M: 2.17%
• 1Y: 4.67%
• 3Y*: 5.37%
• 5Y*: 3.51%
• 10Y*: 2.72%

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

XCLR vs. MINT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XCLR Global X S&P 500 Collar 95-110 ETF	2.72%	10.25%	20.67%	15.64%	-12.93%	3.30%
MINT PIMCO Enhanced Short Maturity Active ETF	1.96%	4.74%	5.94%	6.26%	-1.01%	-0.21%

Correlation

The correlation between XCLR and MINT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021	0.13

Return for Risk

XCLR vs. MINT — Risk / Return Rank

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

XCLR

XCLR Risk / Return Rank: 41
XCLR Sharpe Ratio Rank: 45
XCLR Sortino Ratio Rank: 43
XCLR Omega Ratio Rank: 45
XCLR Calmar Ratio Rank: 31
XCLR Martin Ratio Rank: 40

MINT

MINT Risk / Return Rank: 100
MINT Sharpe Ratio Rank: 100
MINT Sortino Ratio Rank: 100
MINT Omega Ratio Rank: 100
MINT Calmar Ratio Rank: 100
MINT Martin Ratio Rank: 100

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.

XCLR vs. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.

	XCLR	MINT	Difference
Sharpe ratio: Return per unit of total volatility	1.52	17.39	-15.88
Sortino ratio: Return per unit of downside risk	2.10	66.22	-64.11
Omega ratio: Gain probability vs. loss probability	1.28	21.40	-20.12
Calmar ratio: Return relative to maximum drawdown	1.53	94.29	-92.76
Martin ratio: Return relative to average drawdown	6.16	954.47	-948.30

XCLR vs. MINT - Sharpe Ratio Comparison

The current XCLR Sharpe Ratio is 1.52, which is lower than the MINT Sharpe Ratio of 17.39. The chart below compares the historical Sharpe Ratios of XCLR and MINT, 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

XCLR vs. MINT - Drawdown Comparison

The maximum XCLR drawdown since its inception was -14.63%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for XCLR and MINT.

Drawdown Indicators

	XCLR	MINT	Difference
Max Drawdown Largest peak-to-trough decline	-14.63%	-4.62%	-10.01%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-0.05%	-8.24%
Max Drawdown (3Y) Largest decline over 3 years	-12.46%	-0.16%	-12.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-2.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-4.62%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.67%	-0.17%	-4.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	0.00%	+2.06%

Volatility

XCLR vs. MINT - Volatility Comparison

Global X S&P 500 Collar 95-110 ETF (XCLR) has a higher volatility of 0.89% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.09%. This indicates that XCLR's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCLR	MINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.89%	0.09%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	6.10%	0.20%	+5.90%
Volatility (1Y) Calculated over the trailing 1-year period	8.41%	0.27%	+8.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.40%	0.58%	+9.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.40%	0.95%	+9.45%

XCLR vs. MINT - Expense Ratio Comparison

XCLR has a 0.25% expense ratio, which is lower than MINT's 0.36% expense ratio.

Dividends

XCLR vs. MINT - Dividend Comparison

XCLR's dividend yield for the trailing twelve months is around 12.80%, more than MINT's 4.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MINT PIMCO Enhanced Short Maturity Active ETF	4.28%	4.63%	5.22%	4.91%	1.90%	0.44%	1.15%	2.65%	2.32%	1.61%	1.35%	0.88%
XCLR Global X S&P 500 Collar 95-110 ETF	12.80%	13.15%	18.76%	1.40%	1.01%	1.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XCLR and MINT in my portfolio?

XCLR and MINT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XCLR or MINT?

XCLR has higher volatility (0.89%) compared to MINT (0.09%). In terms of maximum drawdown, XCLR dropped -14.63% vs MINT's -4.62%.

Which ETF is better, XCLR or MINT?

On 3-year performance, XCLR leads with 13.33% vs 5.37% for MINT. On fees, XCLR is cheaper at 0.25% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XCLR or MINT?

Over the 3-year period, XCLR has performed better with a 13.33% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XCLR or MINT?

XCLR is cheaper with a 0.25% expense ratio, compared with 0.36% for MINT.

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

XCLR has the higher dividend yield at 12.80%, compared with 4.28% for MINT.

What is the main difference between XCLR and MINT?

XCLR is categorized as Equity Hedged, while MINT is Ultrashort Bond. They also come from different issuers: Global X and PIMCO. Their fees differ too: 0.25% for XCLR and 0.36% for MINT.

Which has better risk-adjusted returns?

MINT currently has the higher Sharpe Ratio (17.39 vs 1.52), 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.