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

Correlation

The correlation between XRMI and QRMI is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

XRMI vs. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
2.89%
-0.33%
XRMI
QRMI

Key characteristics

Sharpe Ratio

XRMI:

0.94

QRMI:

0.78

Sortino Ratio

XRMI:

1.33

QRMI:

1.14

Omega Ratio

XRMI:

1.18

QRMI:

1.16

Calmar Ratio

XRMI:

0.76

QRMI:

0.61

Martin Ratio

XRMI:

4.21

QRMI:

3.43

Ulcer Index

XRMI:

1.50%

QRMI:

1.85%

Daily Std Dev

XRMI:

6.73%

QRMI:

8.16%

Max Drawdown

XRMI:

-15.29%

QRMI:

-20.94%

Current Drawdown

XRMI:

-5.41%

QRMI:

-5.62%

Returns By Period

The year-to-date returns for both investments are quite close, with XRMI having a -2.90% return and QRMI slightly higher at -2.80%.


XRMI

YTD

-2.90%

1M

-2.44%

6M

1.66%

1Y

6.20%

5Y*

N/A

10Y*

N/A

QRMI

YTD

-2.80%

1M

-1.75%

6M

3.10%

1Y

6.34%

5Y*

N/A

10Y*

N/A

*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. QRMI - Expense Ratio Comparison

Both XRMI and QRMI have an expense ratio of 0.60%.


XRMI
Global X S&P 500 Risk Managed Income ETF
Expense ratio chart for XRMI: 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%
XRMI: 0.60%
Expense ratio chart for QRMI: 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%
QRMI: 0.60%

Risk-Adjusted Performance

XRMI vs. QRMI — 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 7272
Overall Rank
The Sharpe Ratio Rank of XRMI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of XRMI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of XRMI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of XRMI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of XRMI is 7676
Martin Ratio Rank

QRMI
The Risk-Adjusted Performance Rank of QRMI is 6666
Overall Rank
The Sharpe Ratio Rank of QRMI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of QRMI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QRMI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of QRMI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of QRMI is 7171
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. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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 0.94, compared to the broader market0.002.004.00
XRMI: 0.94
QRMI: 0.78
The chart of Sortino ratio for XRMI, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.0012.00
XRMI: 1.33
QRMI: 1.14
The chart of Omega ratio for XRMI, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
XRMI: 1.18
QRMI: 1.16
The chart of Calmar ratio for XRMI, currently valued at 0.76, compared to the broader market0.005.0010.0015.00
XRMI: 0.76
QRMI: 0.61
The chart of Martin ratio for XRMI, currently valued at 4.21, compared to the broader market0.0020.0040.0060.0080.00100.00
XRMI: 4.21
QRMI: 3.43

The current XRMI Sharpe Ratio is 0.94, which is comparable to the QRMI Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of XRMI and QRMI, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.94
0.78
XRMI
QRMI

Dividends

XRMI vs. QRMI - Dividend Comparison

XRMI's dividend yield for the trailing twelve months is around 12.58%, which matches QRMI's 12.51% yield.


TTM2024202320222021
XRMI
Global X S&P 500 Risk Managed Income ETF
12.58%11.87%12.61%12.85%2.94%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.51%11.81%12.45%10.66%3.36%

Drawdowns

XRMI vs. QRMI - Drawdown Comparison

The maximum XRMI drawdown since its inception was -15.29%, smaller than the maximum QRMI drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for XRMI and QRMI. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.41%
-5.62%
XRMI
QRMI

Volatility

XRMI vs. QRMI - Volatility Comparison

The current volatility for Global X S&P 500 Risk Managed Income ETF (XRMI) is 2.47%, while Global X NASDAQ 100 Risk Managed Income ETF (QRMI) has a volatility of 2.61%. This indicates that XRMI experiences smaller price fluctuations and is considered to be less risky than QRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
2.47%
2.61%
XRMI
QRMI
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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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