GLOBAL X NASDAQ 100 COLLAR 95-110 ETF
Symbol: QCLR
Exchange: NASDAQ
Sector: Technology
Category: Equity Hedged
Inception date: 25/08/2021
Latest date: 15/10/2026
Current price: $28.36
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.92%
Ann. -41.15% (Sharpe / Sortino numerator)
Volatility
13.19%
Sharpe ratio
-3.394
VaR 95%
-1.38%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.09%
Ann. -21.38% (Sharpe / Sortino numerator)
Volatility
11.64%
Sharpe ratio
-2.148
VaR 95%
-1.30%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.99%
Ann. -10.60% (Sharpe / Sortino numerator)
Volatility
12.14%
Sharpe ratio
-1.172
VaR 95%
-1.38%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.91%
Ann. 10.76% (Sharpe / Sortino numerator)
Volatility
12.06%
Sharpe ratio
0.591
VaR 95%
-1.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.57%
Ann. 8.78% (Sharpe / Sortino numerator)
Volatility
12.48%
Sharpe ratio
0.412
VaR 95%
-1.37%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
46.57%
Ann. 13.07% (Sharpe / Sortino numerator)
Volatility
12.00%
Sharpe ratio
0.787
VaR 95%
-1.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.006%
Best day
1.975%
Worst day
-1.951%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.31 | $28.36 | $28.31 | $28.36 | 200 |
| 14/10/2026 | $28.31 | $28.36 | $28.31 | $28.36 | 1,000 |
| 13/10/2026 | $28.32 | $28.36 | $28.32 | $28.36 | 6,800 |
| 12/10/2026 | $28.32 | $28.36 | $28.31 | $28.36 | 3,600 |
| 09/10/2026 | $28.40 | $28.40 | $28.40 | $28.40 | 100 |
| 08/10/2026 | $28.45 | $28.45 | $28.22 | $28.30 | 4,700 |
| 07/10/2026 | $28.47 | $28.49 | $28.42 | $28.49 | 6,500 |
| 06/10/2026 | $28.52 | $28.52 | $28.48 | $28.52 | 1,100 |
| 05/10/2026 | $28.42 | $28.42 | $28.42 | $28.42 | 200 |
| 02/10/2026 | $28.28 | $28.30 | $28.28 | $28.30 | 600 |