XCLR vs. QQHG

Last updated Apr 2, 2026

Compare and contrast key facts about Global X S&P 500 Collar 95-110 ETF (XCLR) and Invesco QQQ Hedged Advantage ETF (QQHG).

XCLR and QQHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCLR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 3-Month Collar 95-110 Index. It was launched on Aug 25, 2021. QQHG is an actively managed fund by Invesco. It was launched on May 5, 2025.

Performance

XCLR vs. QQHG - 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 Invesco QQQ Hedged Advantage ETF (QQHG). The values are adjusted to include any dividend payments, if applicable.

XCLR vs. QQHG - Yearly Performance Comparison

	2026 (YTD)	2025
XCLR Global X S&P 500 Collar 95-110 ETF	-4.88%	16.22%
QQHG Invesco QQQ Hedged Advantage ETF	-1.76%	20.59%

Returns By Period

In the year-to-date period, XCLR achieves a -4.88% return, which is significantly lower than QQHG's -1.76% return.

XCLR

• 1D: 0.49%
• 1M: -4.99%
• YTD: -4.88%
• 6M: -3.76%
• 1Y: 10.37%
• 3Y*: 12.20%
• 5Y*: —
• 10Y*: —

QQHG

• 1D: 0.79%
• 1M: -2.23%
• YTD: -1.76%
• 6M: 0.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XCLR vs. QQHG - Expense Ratio Comparison

XCLR has a 0.25% expense ratio, which is lower than QQHG's 0.45% expense ratio.

QQHG

Invesco QQQ Hedged Advantage ETF

XCLR

Global X S&P 500 Collar 95-110 ETF

Return for Risk

XCLR vs. QQHG — Risk / Return Rank

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

XCLR

XCLR Risk / Return Rank: 49
XCLR Sharpe Ratio Rank: 53
XCLR Sortino Ratio Rank: 52
XCLR Omega Ratio Rank: 45
XCLR Calmar Ratio Rank: 46
XCLR Martin Ratio Rank: 51

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. QQHG - 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 Invesco QQQ Hedged Advantage ETF (QQHG). 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.

	XCLR	QQHG	Difference
Sharpe ratio Return per unit of total volatility	0.99	—	—
Sortino ratio Return per unit of downside risk	1.43	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.28	—	—
Martin ratio Return relative to average drawdown	5.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XCLR	QQHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	2.17	-1.58

Correlation

The correlation between XCLR and QQHG is 0.90, 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

XCLR vs. QQHG - Dividend Comparison

XCLR's dividend yield for the trailing twelve months is around 13.83%, more than QQHG's 0.23% yield.

	TTM	2025	2024	2023	2022	2021
XCLR Global X S&P 500 Collar 95-110 ETF	13.83%	13.15%	18.76%	1.40%	1.01%	1.70%
QQHG Invesco QQQ Hedged Advantage ETF	0.23%	0.17%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XCLR vs. QQHG - Drawdown Comparison

The maximum XCLR drawdown since its inception was -14.63%, which is greater than QQHG's maximum drawdown of -6.18%. Use the drawdown chart below to compare losses from any high point for XCLR and QQHG.

Drawdown Indicators

	XCLR	QQHG	Difference
Max Drawdown Largest peak-to-trough decline	-14.63%	-6.18%	-8.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	—	—
Current Drawdown Current decline from peak	-6.45%	-3.64%	-2.81%
Average Drawdown Average peak-to-trough decline	-4.82%	-1.06%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	—	—

Volatility

Volatility by Period

	XCLR	QQHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	9.60%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.58%	9.60%	+0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.58%	9.60%	+0.98%