XCLR vs. VAMO
Compare and contrast key facts about Global X S&P 500 Collar 95-110 ETF (XCLR) and Cambria Value and Momentum ETF (VAMO).
XCLR and VAMO 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. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015.
Performance
XCLR vs. VAMO - Performance Comparison
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XCLR vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XCLR Global X S&P 500 Collar 95-110 ETF | -5.35% | 10.25% | 20.67% | 15.64% | -12.93% | 3.44% |
VAMO Cambria Value and Momentum ETF | 4.13% | 16.51% | 6.11% | 5.58% | 8.55% | 10.93% |
Returns By Period
In the year-to-date period, XCLR achieves a -5.35% return, which is significantly lower than VAMO's 4.13% return.
XCLR
- 1D
- 1.50%
- 1M
- -5.30%
- YTD
- -5.35%
- 6M
- -3.90%
- 1Y
- 10.04%
- 3Y*
- 12.02%
- 5Y*
- —
- 10Y*
- —
VAMO
- 1D
- 0.15%
- 1M
- 0.99%
- YTD
- 4.13%
- 6M
- 6.61%
- 1Y
- 22.55%
- 3Y*
- 13.50%
- 5Y*
- 9.63%
- 10Y*
- 5.50%
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XCLR vs. VAMO - Expense Ratio Comparison
XCLR has a 0.25% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Return for Risk
XCLR vs. VAMO — Risk / Return Rank
XCLR
VAMO
XCLR vs. VAMO - 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 Cambria Value and Momentum ETF (VAMO). 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 | VAMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.99 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.39 | 2.86 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 4.01 | -2.74 |
Martin ratioReturn relative to average drawdown | 5.31 | 13.07 | -7.76 |
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
| XCLR | VAMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.99 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.25 | +0.33 |
Correlation
The correlation between XCLR and VAMO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XCLR vs. VAMO - Dividend Comparison
XCLR's dividend yield for the trailing twelve months is around 13.90%, more than VAMO's 0.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCLR Global X S&P 500 Collar 95-110 ETF | 13.90% | 13.15% | 18.76% | 1.40% | 1.01% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.63% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Drawdowns
XCLR vs. VAMO - Drawdown Comparison
The maximum XCLR drawdown since its inception was -14.63%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for XCLR and VAMO.
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Drawdown Indicators
| XCLR | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.63% | -41.84% | +27.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -5.55% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.84% | — |
Current DrawdownCurrent decline from peak | -6.91% | -1.83% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -10.10% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.70% | +0.28% |
Volatility
XCLR vs. VAMO - Volatility Comparison
Global X S&P 500 Collar 95-110 ETF (XCLR) has a higher volatility of 3.39% compared to Cambria Value and Momentum ETF (VAMO) at 3.04%. This indicates that XCLR's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCLR | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.04% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | 8.77% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 11.39% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.58% | 17.92% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.58% | 18.09% | -7.51% |