XCLR vs. ^GSPC

In the year-to-date period, XCLR achieves a -1.02% return, which is significantly lower than ^GSPC's 1.30% return.

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This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and S&P 500 (^GSPC). 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 current XCLR Sharpe Ratio is 0.72, which is comparable to the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XCLR and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum XCLR drawdown since its inception was -46.74%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XCLR and ^GSPC. For additional features, visit the drawdowns tool.

The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 3.18%, while S&P 500 (^GSPC) has a volatility of 5.42%. This indicates that XCLR experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.