PortfoliosLab logo
XCLR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XCLR and SPY is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

XCLR vs. SPY - 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 SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-20.23%
49.57%
XCLR
SPY

Key characteristics

Sharpe Ratio

XCLR:

0.58

SPY:

0.51

Sortino Ratio

XCLR:

0.85

SPY:

0.86

Omega Ratio

XCLR:

1.11

SPY:

1.13

Calmar Ratio

XCLR:

0.20

SPY:

0.55

Martin Ratio

XCLR:

1.75

SPY:

2.26

Ulcer Index

XCLR:

3.86%

SPY:

4.55%

Daily Std Dev

XCLR:

11.65%

SPY:

20.08%

Max Drawdown

XCLR:

-46.74%

SPY:

-55.19%

Current Drawdown

XCLR:

-29.19%

SPY:

-9.89%

Returns By Period

In the year-to-date period, XCLR achieves a -6.22% return, which is significantly lower than SPY's -5.76% return.


XCLR

YTD

-6.22%

1M

-2.04%

6M

-5.49%

1Y

6.24%

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XCLR vs. SPY - Expense Ratio Comparison

XCLR has a 0.60% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for XCLR: 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%
XCLR: 0.60%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

XCLR vs. SPY — Risk-Adjusted Performance Rank

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

XCLR
The Risk-Adjusted Performance Rank of XCLR is 5656
Overall Rank
The Sharpe Ratio Rank of XCLR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of XCLR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of XCLR is 5858
Omega Ratio Rank
The Calmar Ratio Rank of XCLR is 3939
Calmar Ratio Rank
The Martin Ratio Rank of XCLR is 5757
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

XCLR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and SPDR S&P 500 ETF (SPY). 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 XCLR, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
XCLR: 0.58
SPY: 0.51
The chart of Sortino ratio for XCLR, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
XCLR: 0.85
SPY: 0.86
The chart of Omega ratio for XCLR, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
XCLR: 1.11
SPY: 1.13
The chart of Calmar ratio for XCLR, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.00
XCLR: 0.20
SPY: 0.55
The chart of Martin ratio for XCLR, currently valued at 1.75, compared to the broader market0.0020.0040.0060.00
XCLR: 1.75
SPY: 2.26

The current XCLR Sharpe Ratio is 0.58, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of XCLR and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.58
0.51
XCLR
SPY

Dividends

XCLR vs. SPY - Dividend Comparison

XCLR's dividend yield for the trailing twelve months is around 20.00%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
XCLR
Global X S&P 500 Collar 95-110 ETF
20.00%18.76%1.39%1.01%2.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

XCLR vs. SPY - Drawdown Comparison

The maximum XCLR drawdown since its inception was -46.74%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XCLR and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.19%
-9.89%
XCLR
SPY

Volatility

XCLR vs. SPY - Volatility Comparison

The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 5.61%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that XCLR experiences smaller price fluctuations and is considered to be less risky than SPY 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
5.61%
15.12%
XCLR
SPY