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XCLR vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XCLR and ^GSPC 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. ^GSPC - 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 S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-20.23%
41.33%
XCLR
^GSPC

Key characteristics

Sharpe Ratio

XCLR:

0.58

^GSPC:

0.46

Sortino Ratio

XCLR:

0.85

^GSPC:

0.77

Omega Ratio

XCLR:

1.11

^GSPC:

1.11

Calmar Ratio

XCLR:

0.20

^GSPC:

0.47

Martin Ratio

XCLR:

1.75

^GSPC:

1.94

Ulcer Index

XCLR:

3.86%

^GSPC:

4.61%

Daily Std Dev

XCLR:

11.65%

^GSPC:

19.44%

Max Drawdown

XCLR:

-46.74%

^GSPC:

-56.78%

Current Drawdown

XCLR:

-29.19%

^GSPC:

-10.07%

Returns By Period

The year-to-date returns for both investments are quite close, with XCLR having a -6.22% return and ^GSPC slightly higher at -6.06%.


XCLR

YTD

-6.22%

1M

-2.04%

6M

-5.49%

1Y

6.24%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

XCLR vs. ^GSPC — 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

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^GSPC - 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 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 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
^GSPC: 0.46
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
^GSPC: 0.77
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
^GSPC: 1.11
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
^GSPC: 0.47
The chart of Martin ratio for XCLR, currently valued at 1.75, compared to the broader market0.0020.0040.0060.00
XCLR: 1.75
^GSPC: 1.94

The current XCLR Sharpe Ratio is 0.58, which is comparable to the ^GSPC Sharpe Ratio of 0.46. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.58
0.46
XCLR
^GSPC

Drawdowns

XCLR vs. ^GSPC - Drawdown Comparison

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.19%
-10.07%
XCLR
^GSPC

Volatility

XCLR vs. ^GSPC - Volatility Comparison

The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 5.61%, while S&P 500 (^GSPC) has a volatility of 14.23%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
5.61%
14.23%
XCLR
^GSPC