Global X NASDAQ 100 Tail Risk ETF
|
- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
QTR tracks an index of NASDAQ 100 stocks and aims to protect the fund from significant negative movements or tail risk by purchasing quarterly Index put options. |
Category | US Equities |
Fund Sponsor | Global X |
Website | www.globalxetfs.com/funds/qtr/ |
Inception date | Aug 25, 2021 |
Assets (mns) | $2 |
Currency | USD |
Expense ratio | 26 bp |
Distributions | Semi-annual |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Fixed |
Index replication | |
Uses derivatives | Yes |
Options available | No |
No. of constituents | 101 |
Wgt avg mkt cap (mns) | $917,818 |
Large cap (>$10bn) | 99.9% |
Mid cap ($2-10bn) | 0.1% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 99.3% |
Emerging mkts | 0.7% |
APPLE INC | 11.1 % |
MICROSOFT CORP | 10.3 % |
AMAZON.COM INC | 5.6 % |
NVIDIA CORP | 4.6 % |
META PLATFORMS INC | 3.9 % |
BROADCOM INC. | 3.2 % |
ALPHABET INC. CLASS A | 3.0 % |
ALPHABET INC. CLASS C | 3.0 % |
TESLA MOTORS INC | 2.8 % |
ADOBE SYSTEMS INC | 2.2 % | Total | 49.7 % |
---|
![]() |
UNITED STATES | 98.0 % |
![]() |
NETHERLANDS | 0.9 % |
![]() |
CHINA | 0.7 % |
![]() |
ARGENTINA | 0.6 % |
![]() |
BRITAIN | 0.5 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
38.0% | 25.5% | -- | -- | -0.2% |
versus... | Beta | R-squared |
S&P500 | 0.91 | 74% |
MSCI EAFE | 0.73 | 44% |
MSCI Emg. Mkts. | 0.63 | 33% |
Recent close | $25.00 |
30d moving avg. | $23.22 |
Annualized volatility | 20.9% |
Short interest (ETF) | 4.6% |
Relative strength (RSI) | 53 |
Avg. volume (thou.) | 1 |
Turnover | 1.7% |
Bid/Ask (% of price) | 0.43% |
ADV underlying (mns) | $77,477 |
FINDING ALTERNATIVE FUNDS
Below is a list of 36 potential alternatives to the Global X NASDAQ 100 Tail Risk ETF ETF based on the alternatives' overlap in portfolio holdings with QTR. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | QTR | Expense: | 26 bp | ALTAR Score™: | 5.2% |
Ticker | Fund Name |
Overlap1 vs QTR (%) |
Expense ratio (bp) |
Savings vs QTR (bp) |
ALTAR Score™ (%) |
ALTAR vs QTR (%) |
QRMI | Global X NASDAQ 100 Risk Managed Income ETF | 99.7 | 60 | -34 | 5.1 | -0.1 |
QYLD | Global X NASDAQ 100 Covered Call ETF | 99.7 | 60 | -34 | 5.1 | -0.2 |
QYLG | Global X Nasdaq 100 Covered Call & Growth ETF | 99.6 | 60 | -34 | 4.8 | -0.4 |
QCLR | Global X NASDAQ 100 Collar 95-110 ETF | 99.5 | 25 | 1 | 5.1 | -0.1 |
NUSI | Nationwide Risk-Managed Income ETF | 99.4 | 68 | -42 | 4.7 | -0.6 |
QYLE | Global X Nasdaq 100 ESG Covered Call ETF | 86.3 | 60 | -34 | 5.4 | +0.1 |
JEPQ | J.P. Morgan Nasdaq Equity Premium Income ETF | 67.9 | 35 | -9 | 5.1 | -0.1 |
FTQI | First Trust Nasdaq BuyWrite Income ETF | 61.7 | 85 | -59 | 4.3 | -0.9 |
XYLE | Global X S&P 500 ESG Covered Call ETF | 50.1 | 60 | -34 | 5.3 | +0.1 |
EFIV | SPDR S&P 500 ESG ETF | 49.6 | 10 | 16 | 5.6 | +0.4 |
STLG | iShares Factors US Growth Style ETF | 47.9 | 25 | 1 | 5.9 | +0.7 |
PBP | Invesco S&P 500 BuyWrite ETF | 45.6 | 49 | -23 | 5.5 | +0.3 |
XYLD | Global X S&P 500 Covered Call ETF | 45.5 | 60 | -34 | 5.4 | +0.2 |
XRMI | Global X S&P 500 Risk Managed Income ETF | 45.4 | 60 | -34 | 5.5 | +0.3 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 45.1 | 60 | -34 | 5.2 | -0.0 |
XTR | Global X S&P 500 Tail Risk ETF | 44.9 | 26 | 0 | 5.6 | +0.4 |
XCLR | Global X S&P 500 Collar 95-110 ETF | 44.8 | 25 | 1 | 5.7 | +0.5 |
SFLR | Innovator Equity Managed Floor ETF | 43.5 | 89 | -63 | 4.7 | -0.5 |
MMLG | First Trust Multi-Manager Large Growth ETF | 43.0 | 85 | -59 | 2.7 | -2.5 |
ACIO | Aptus Collared Income Opportunity ETF | 42.9 | 79 | -53 | 4.8 | -0.4 |
TYLG | Global X Information Technology Covered Call & Growth ETF | 37.8 | 60 | -34 | 5.2 | 0.0 |
FTHI | First Trust High Income ETF | 36.1 | 85 | -59 | 5.6 | +0.3 |
SIXH | 6 Meridian Hedged Equity-Index Option Strategy ETF | 30.8 | 82 | -56 | 7.1 | +1.9 |
QQQA | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | 28.6 | 58 | -32 | 3.3 | -1.9 |
THNQ | ROBO Global Artificial Intelligence ETF | 20.2 | 68 | -42 | 2.0 | -3.2 |
CCOR | Core Alternative ETF | 16.5 | 107 | -81 | 5.5 | +0.3 |
DIVO | Amplify YieldShares CWP Dividend & Option Income ETF | 14.8 | 55 | -29 | 6.2 | +1.0 |
DJIA | Global X Dow 30 Covered Call ETF | 14.7 | 60 | -34 | 6.0 | +0.8 |
DYLG | Global X Dow 30 Covered Call & Growth ETF | 14.6 | 60 | -34 | 5.8 | +0.5 |
LCG | Sterling Capital Focus Equity ETF | 14.1 | 59 | -33 | 5.0 | -0.2 |
XVOL | Acruence Active Hedge U.S. Equity ETF | 10.9 | 83 | -57 | 5.4 | +0.2 |
HYLG | Global X Health Care Covered Call & Growth ETF | 5.8 | 60 | -34 | 7.3 | +2.1 |
KNG | FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF | 2.8 | 75 | -49 | 6.2 | +0.9 |
GRES | IQ Global Resources ETF | 1.6 | 30 | -4 | 8.2 | +3.0 |
IDVO | Amplify International Enhanced Dividend Income ETF | 1.4 | 65 | -39 | 8.3 | +3.0 |
FYLG | Global X Financials Covered Call & Growth ETF | 0.5 | 60 | -34 | 6.1 | +0.8 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
Content on this tab for subscribers only**
RESULTS & ESTIMATES
2018 | 2019 | 2020 | 2021 | 2022 | 2023E | 2024E | |
---|---|---|---|---|---|---|---|
Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
Content on this tab for subscribers only
VALUATION METRICS
2022 | 2023E | 2024E | |
---|---|---|---|
Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Global X NASDAQ 100 Tail Risk ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
UNDERWEIGHT |
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals. |
ALTAR Score™
|
MODERN PORTFOLIO THEORY
![]() |
CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
|