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XRMI vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRMI and QQQ is 0.73, 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.


-0.50.00.51.00.7

Performance

XRMI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Risk Managed Income ETF (XRMI) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.73%
12.15%
XRMI
QQQ

Key characteristics

Sharpe Ratio

XRMI:

2.52

QQQ:

1.37

Sortino Ratio

XRMI:

3.76

QQQ:

1.86

Omega Ratio

XRMI:

1.52

QQQ:

1.25

Calmar Ratio

XRMI:

1.72

QQQ:

1.84

Martin Ratio

XRMI:

17.97

QQQ:

6.35

Ulcer Index

XRMI:

0.83%

QQQ:

3.92%

Daily Std Dev

XRMI:

5.97%

QQQ:

18.24%

Max Drawdown

XRMI:

-15.29%

QQQ:

-82.98%

Current Drawdown

XRMI:

-0.08%

QQQ:

0.00%

Returns By Period

In the year-to-date period, XRMI achieves a 2.48% return, which is significantly lower than QQQ's 5.53% return.


XRMI

YTD

2.48%

1M

1.40%

6M

8.93%

1Y

15.12%

5Y*

N/A

10Y*

N/A

QQQ

YTD

5.53%

1M

3.41%

6M

12.16%

1Y

27.01%

5Y*

19.41%

10Y*

18.38%

*Annualized

Compare stocks, funds, or ETFs

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


XRMI vs. QQQ - Expense Ratio Comparison

XRMI has a 0.60% expense ratio, which is higher than QQQ's 0.20% expense ratio.


XRMI
Global X S&P 500 Risk Managed Income ETF
Expense ratio chart for XRMI: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

XRMI vs. QQQ — Risk-Adjusted Performance Rank

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

XRMI
The Risk-Adjusted Performance Rank of XRMI is 8686
Overall Rank
The Sharpe Ratio Rank of XRMI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XRMI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of XRMI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of XRMI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of XRMI is 9393
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

XRMI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Risk Managed Income ETF (XRMI) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for XRMI, currently valued at 2.54, compared to the broader market0.002.004.002.541.37
The chart of Sortino ratio for XRMI, currently valued at 3.79, compared to the broader market-2.000.002.004.006.008.0010.0012.003.791.86
The chart of Omega ratio for XRMI, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.25
The chart of Calmar ratio for XRMI, currently valued at 1.74, compared to the broader market0.005.0010.0015.001.741.84
The chart of Martin ratio for XRMI, currently valued at 18.11, compared to the broader market0.0020.0040.0060.0080.00100.0018.116.35
XRMI
QQQ

The current XRMI Sharpe Ratio is 2.52, which is higher than the QQQ Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of XRMI and QQQ, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.54
1.37
XRMI
QQQ

Dividends

XRMI vs. QQQ - Dividend Comparison

XRMI's dividend yield for the trailing twelve months is around 11.71%, more than QQQ's 0.53% yield.


TTM20242023202220212020201920182017201620152014
XRMI
Global X S&P 500 Risk Managed Income ETF
10.73%11.87%12.61%12.85%2.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

XRMI vs. QQQ - Drawdown Comparison

The maximum XRMI drawdown since its inception was -15.29%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for XRMI and QQQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.08%
0
XRMI
QQQ

Volatility

XRMI vs. QQQ - Volatility Comparison

The current volatility for Global X S&P 500 Risk Managed Income ETF (XRMI) is 1.34%, while Invesco QQQ (QQQ) has a volatility of 4.69%. This indicates that XRMI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.34%
4.69%
XRMI
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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