XVV vs. XCLR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG Screened S&P 500 ETF (XVV) and Global X S&P 500 Collar 95-110 ETF (XCLR).

XVV and XCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. 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. Both XVV and XCLR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XVV vs. XCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) and Global X S&P 500 Collar 95-110 ETF (XCLR). The values are adjusted to include any dividend payments, if applicable.

XVV vs. XCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XVV iShares ESG Screened S&P 500 ETF	-6.38%	17.53%	25.87%	29.78%	-21.46%	7.29%
XCLR Global X S&P 500 Collar 95-110 ETF	-5.35%	10.25%	20.67%	15.64%	-12.93%	3.44%

Returns By Period

In the year-to-date period, XVV achieves a -6.38% return, which is significantly lower than XCLR's -5.35% return.

XVV

• 1D: 2.93%
• 1M: -5.54%
• YTD: -6.38%
• 6M: -3.96%
• 1Y: 16.21%
• 3Y*: 18.11%
• 5Y*: 11.25%
• 10Y*: —

XCLR

• 1D: 1.50%
• 1M: -5.30%
• YTD: -5.35%
• 6M: -3.90%
• 1Y: 10.04%
• 3Y*: 12.02%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV vs. XCLR - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is lower than XCLR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XCLR

Global X S&P 500 Collar 95-110 ETF

XVV

iShares ESG Screened S&P 500 ETF

Return for Risk

XVV vs. XCLR — Risk / Return Rank

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

XVV

XVV Risk / Return Rank: 56
XVV Sharpe Ratio Rank: 50
XVV Sortino Ratio Rank: 53
XVV Omega Ratio Rank: 56
XVV Calmar Ratio Rank: 57
XVV Martin Ratio Rank: 63

XCLR

XCLR Risk / Return Rank: 53
XCLR Sharpe Ratio Rank: 55
XCLR Sortino Ratio Rank: 54
XCLR Omega Ratio Rank: 48
XCLR Calmar Ratio Rank: 51
XCLR Martin Ratio Rank: 56

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XVV vs. XCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) and Global X S&P 500 Collar 95-110 ETF (XCLR). 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.

	XVV	XCLR	Difference
Sharpe ratio Return per unit of total volatility	0.86	0.96	-0.10
Sortino ratio Return per unit of downside risk	1.35	1.39	-0.04
Omega ratio Gain probability vs. loss probability	1.20	1.18	+0.02
Calmar ratio Return relative to maximum drawdown	1.36	1.27	+0.09
Martin ratio Return relative to average drawdown	5.89	5.31	+0.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XVV vs. XCLR - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 0.86, which is comparable to the XCLR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XVV and XCLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XVV	XCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.96	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.58	+0.26

Correlation

The correlation between XVV and XCLR is 0.96, 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.

Dividends

XVV vs. XCLR - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.03%, less than XCLR's 13.90% yield.

	TTM	2025	2024	2023	2022	2021	2020
XVV iShares ESG Screened S&P 500 ETF	1.03%	0.94%	1.05%	1.25%	1.57%	0.81%	0.31%
XCLR Global X S&P 500 Collar 95-110 ETF	13.90%	13.15%	18.76%	1.40%	1.01%	1.70%	0.00%

Drawdowns

XVV vs. XCLR - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, which is greater than XCLR's maximum drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for XVV and XCLR.

Drawdown Indicators

	XVV	XCLR	Difference
Max Drawdown Largest peak-to-trough decline	-27.20%	-14.63%	-12.57%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-8.29%	-4.12%
Max Drawdown (5Y) Largest decline over 5 years	-27.20%	—	—
Current Drawdown Current decline from peak	-7.97%	-6.91%	-1.06%
Average Drawdown Average peak-to-trough decline	-6.02%	-4.82%	-1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	1.98%	+0.88%

Volatility

XVV vs. XCLR - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 5.63% compared to Global X S&P 500 Collar 95-110 ETF (XCLR) at 3.39%. This indicates that XVV's price experiences larger fluctuations and is considered to be riskier than XCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XVV	XCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	3.39%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	10.05%	7.15%	+2.90%
Volatility (1Y) Calculated over the trailing 1-year period	19.04%	10.52%	+8.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.60%	10.58%	+7.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.47%	10.58%	+6.89%