QTR


Nasdaq 100 Tail Risk ETF

Reasons to Consider QTR

Growth Potential

QTR offers uncapped exposure to the growth potential1 of the stocks in the Nasdaq 100 Index.

Manage Downside Risk

By buying protective puts, QTR seeks to mitigate significant selloffs of greater than approximately -10% from the purchase of the put to the options’ expiration in three months.

Efficient Options Execution

QTR buys put options on the Nasdaq 100, saving investors the time and potential expense of doing so individually.

1QTR’s growth potential will decrease by the cost of the premiums paid

Key Information As of 10/27/21

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $3.28 million
NAV $25.22
Fact Sheet

ETF Summary

The Global X Nasdaq 100 Tail Risk ETF (QTR) employs a protective put strategy for investors seeking to buffer against market selloffs. QTR seeks to achieve this outcome by owning the stocks in the Nasdaq 100 Index, coupled with buying 10% out-of-the-money put options2 on the Nasdaq 100 Index.

ETF Objective

The Global X Nasdaq 100 Tail Risk ETF (QTR) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Nasdaq-100 Quarterly Protective Put 90 Index.

Trading Details As of 10/27/21

Ticker QTR
Bloomberg Index Ticker NQTRI
CUSIP 37960A404
ISIN US37960A4040
Primary Exchange Nasdaq
Shares Outstanding 130,000
Number of Holdings 103
30-Day Median Bid-Ask Spread 0.37%

Distributions As of 10/27/21

30-Day SEC Yield 0.08%
Distribution Frequency Semi-Annually

2An out-of-the-money put option conveys the right, but not the obligation, to sell an underlying asset at a strike price below that underlying asset’s market price (learn more)

ETF Prices As of 10/27/21

NAV $25.22 Daily Change $0.07 0.27%
Market Price $25.25 Daily Change $0.06 0.24%

Performance History

As of recent month & quarter-end (09/30/21)
Fund NAV Market Price Index
Year-to-Date -- -- 9.37%
1 Month -4.83% -4.86% -4.86%
3 Months -- -- 1.15%
Since Inception -3.54% -3.34% -3.57%
Year-to-Date -- -- 9.37%
1 Month -4.83% -4.86% -4.86%
3 Months -- -- 1.15%
Since Inception -3.54% -3.34% -3.57%

Cumulative return is the aggregate amount that an investment has gained or lost over time. Annualized return is the average return gained or lost by an investment each year over a given time period.

The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted. High short-term performance of the Fund, when observed, is unusual and investors should not expect such performance to be repeated.

Options Details As of 10/27/21

Option Positions Notional Exposure Strike Moneyness Expiration Date Calendar Days to Expiry
Long NASDAQ 100 Reduced Value Put Option $3,119,679 2795 89.60% 12/17/2021 51

Top Holdings As of 10/27/21

Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
10.84 AAPL APPLE INC 2046251 148.85 2,388 355,453.80
10.71 MSFT MICROSOFT CORP 2588173 323.17 1,087 351,285.79
7.66 AMZN AMAZON.COM INC 2000019 3,392.49 74 251,044.26
5.70 TSLA TESLA INC B616C79 1,037.86 180 186,814.80
4.29 GOOG ALPHABET INC-CL C BYY88Y7 2,928.55 48 140,570.40
4.09 NVDA NVIDIA CORP 2379504 244.51 548 133,991.48
3.75 GOOGL ALPHABET INC-CL A BYVY8G0 2,924.35 42 122,822.70
3.27 FB FACEBOOK INC-CLASS A B7TL820 312.22 343 107,091.46
2.03 ADBE ADOBE INC 2008154 640.08 104 66,568.32
1.94 NFLX NETFLIX INC 2857817 662.92 96 63,640.32
1.86 PYPL PAYPAL HOLDINGS INC BYW36M8 234.94 260 61,084.40
1.60 CMCSA COMCAST CORP-CLASS A 2044545 52.44 1,003 52,597.32
1.58 CSCO CISCO SYSTEMS INC 2198163 56.18 924 51,910.32
1.48 PEP PEPSICO INC 2681511 160.61 302 48,504.22
1.45 AVGO BROADCOM INC BDZ78H9 523.11 91 47,603.01
1.42 COST COSTCO WHOLESALE CORP 2701271 488.32 95 46,390.40
1.31 INTC INTEL CORP 2463247 47.89 897 42,957.33
1.16 TXN TEXAS INSTRUMENTS INC 2885409 187.10 204 38,168.40
1.14 INTU INTUIT INC 2459020 613.13 61 37,400.93
1.00 HON HONEYWELL INTL 2020459 215.72 152 32,789.44
1.00 AMD ADVANCED MICRO DEVICES 2007849 122.28 267 32,648.76
0.99 QCOM QUALCOMM INC 2714923 131.20 247 32,406.40
0.97 TMUS T-MOBILE US INC B94Q9V0 116.62 273 31,837.26
0.93 MRNA MODERNA INC BGSXTS3 340.88 89 30,338.32
0.90 SBUX STARBUCKS CORP 2842255 113.51 260 29,512.60
0.87 CHTR CHARTER COMMUN-A BZ6VT82 714.51 40 28,580.40
0.83 ISRG INTUITIVE SURGICAL INC 2871301 348.98 78 27,220.44
0.79 AMAT APPLIED MATERIALS INC 2046552 132.16 197 26,035.52
0.79 AMGN AMGEN INC 2023607 206.58 125 25,822.50
0.74 BKNG BOOKING HOLDINGS INC BDRXDB4 2,428.09 10 24,280.90
0.62 ADP AUTOMATIC DATA PROCESSING 2065308 221.95 91 20,197.45
0.61 ADI ANALOG DEVICES INC 2032067 170.46 117 19,943.82
0.60 NQX US 12/17/21 P2795 1,980.00 10 19,800.00
0.58 MDLZ MONDELEZ INTER-A B8CKK03 60.39 312 18,841.68
0.56 GILD GILEAD SCIENCES INC 2369174 66.77 273 18,228.21
0.55 CSX CSX CORP 2160753 35.86 504 18,073.44
0.51 MU MICRON TECHNOLOGY INC 2588184 68.24 247 16,855.28
0.51 LRCX LAM RESEARCH CORP 2502247 553.62 30 16,608.60
0.50 MELI MERCADOLIBRE INC B23X1H3 1,500.00 11 16,500.00
0.46 ADSK AUTODESK INC 2065159 308.51 49 15,116.99
0.44 ILMN ILLUMINA INC 2613990 412.01 35 14,420.35
0.43 ZM ZOOM VIDEO COM-A BGSP7M9 272.81 52 14,186.12
0.43 REGN REGENERON PHARMACEUTICALS 2730190 589.60 24 14,150.40
0.43 FISV FISERV INC 2342034 98.83 143 14,132.69
0.42 JD JD.COM INC-ADR BMM27D9 80.86 171 13,827.06
0.42 ASML ASML HOLDING-NY B908F01 801.00 17 13,617.00
0.41 ATVI ACTIVISION BLIZZARD INC 2575818 78.65 169 13,291.85
0.39 DXCM DEXCOM INC B0796X4 558.54 23 12,846.42
0.38 TEAM ATLASSIAN CORP-A BZ09BD1 412.88 30 12,386.40
0.38 MRVL MARVELL TECHNOLOGY INC BNKJSM5 67.70 182 12,321.40
0.37 CRWD CROWDSTRIKE HO-A BJJP138 279.00 44 12,276.00
0.36 KLAC KLA CORP 2480138 340.57 35 11,919.95
0.36 DOCU DOCUSIGN INC BFYT7B7 277.96 42 11,674.32
0.35 WDAY WORKDAY INC-CLASS A B8K6ZD1 283.13 41 11,608.33
0.35 MAR MARRIOTT INTL-A 2210614 159.80 72 11,505.60
0.35 EXC EXELON CORP 2670519 51.98 221 11,487.58
0.34 LULU LULULEMON ATHLETICA INC B23FN39 433.70 26 11,276.20
0.33 EBAY EBAY INC 2293819 77.66 141 10,950.06
0.33 IDXX IDEXX LABORATORIES INC 2459202 640.50 17 10,888.50
0.33 SNPS SYNOPSYS INC 2867719 319.13 34 10,850.42
0.33 NXPI NXP SEMICONDUCTORS NV B505PN7 192.41 56 10,774.96
0.33 KDP KEURIG DR PEPPER INC BD3W133 34.20 312 10,670.40
0.31 CDNS CADENCE DESIGN SYS INC 2302232 165.10 61 10,071.10
0.30 VRTX VERTEX PHARM 2931034 180.94 55 9,951.70
0.30 KHC KRAFT HEINZ CO/THE BYRY499 36.40 273 9,937.20
0.30 MNST MONSTER BEVERAGE CORP BZ07BW4 84.88 117 9,930.96
0.30 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 650.95 15 9,764.25
0.30 CTAS CINTAS CORP 2197137 422.94 23 9,727.62
0.30 ALGN ALIGN TECHNOLOGY INC 2679204 604.39 16 9,670.24
0.30 MTCH MATCH GROUP INC BK80XH9 158.46 61 9,666.06
0.29 PAYX PAYCHEX INC 2674458 122.48 78 9,553.44
0.29 XLNX XILINX INC 2985677 180.85 52 9,404.20
0.28 WBA WALGREENS BOOTS BTN1Y44 47.12 195 9,188.40
0.28 EA ELECTRONIC ARTS INC 2310194 140.37 65 9,124.05
0.28 BIIB BIOGEN INC 2455965 259.95 35 9,098.25
0.28 CTSH COGNIZANT TECH-A 2257019 77.71 117 9,092.07
0.28 AEP AMERICAN ELECTRIC POWER 2026242 84.30 107 9,020.10
0.27 MCHP MICROCHIP TECHNOLOGY INC 2592174 72.37 122 8,829.14
0.27 BIDU BAIDU INC - SPON ADR B0FXT17 167.75 52 8,723.00
0.26 ROST ROSS STORES INC 2746711 110.66 78 8,631.48
0.24 CPRT COPART INC 2208073 151.59 52 7,882.68
0.23 OKTA OKTA INC BDFZSP1 250.01 30 7,500.30
0.23 VRSK VERISK ANALYTICS INC B4P9W92 207.88 36 7,483.68
0.23 XEL XCEL ENERGY INC 2614807 63.39 117 7,416.63
0.22 FAST FASTENAL CO 2332262 55.57 130 7,224.10
0.22 PDD PINDUODUO INC-ADR BYVW0F7 92.29 78 7,198.62
0.21 SGEN SEAGEN INC BLPK4D2 174.61 39 6,809.79
0.20 PCAR PACCAR INC 2665861 85.77 78 6,690.06
0.20 ANSS ANSYS INC 2045623 370.14 18 6,662.52
0.20 NTES NETEASE INC-ADR 2606440 100.35 65 6,522.75
0.20 SWKS SKYWORKS SOLUTIONS INC 2961053 165.90 39 6,470.10
0.19 SPLK SPLUNK INC B424494 163.25 39 6,366.75
0.17 VRSN VERISIGN INC 2142922 211.83 26 5,507.58
0.17 DLTR DOLLAR TREE INC 2272476 104.49 52 5,433.48
0.16 SIRI SIRIUS XM HOLDINGS INC BGLDK10 5.96 904 5,387.84
0.16 CDW CDW CORP/DE BBM5MD6 184.37 29 5,346.73
0.16 PTON PELOTON INTERACTIVE INC-A BJ7WJS2 88.45 60 5,307.00
0.14 CERN CERNER CORP 2185284 69.89 65 4,542.85
0.10 TCOM TRIP.COM GROUP LTD-ADR BK1K3N2 28.95 117 3,387.15
0.10 INCY INCYTE CORP 2471950 64.97 52 3,378.44
0.09 CHKP CHECK POINT SOFTWARE TECH 2181334 118.12 26 3,071.12
0.09 FOXA FOX CORP - CLASS A BJJMGL2 40.20 75 3,015.00
0.06 FOX FOX CORP - CLASS B BJJMGY5 37.48 52 1,948.96
0.00 CASH 1.00 136 135.88
Holdings are subject to change.

ETF Characteristics As of 10/27/21

Return on Equity 28.20%
Weighted Avg. Market Cap 903,910 M
2020 2021
Price-to-earnings 38.88 29.68
Price-to-book value 9.48 7.49

Source: AltaVista Research, LLC

ETF Research

Investing involves risk, including the possible loss of principal. Concentration in a particular industry or sector will subject QTR to loss due to adverse occurrences that may affect that industry or sector. Investors in QTR should be willing to accept a high degree of volatility in the price of the fund’s shares and the possibility of significant losses.

The Fund engages in options trading. An option is a contract sold by one party to another that gives the buyer the right, but not the obligation, to buy (call) or sell (put) a stock at an agreed upon strike price within a certain period or on a specific date. By purchasing put options, in return for the payment of premiums, the Fund may be protected from a significant decline in the price of the Nasdaq 100 Index if the put options become in the money (Nasdaq 100 closes below the strike price as of the expiration date); but during periods where the Nasdaq 100 Index appreciates, the Fund will underperform due to the cost of the premiums paid. A liquid market may not exist for options held by the Fund. QTR is non-diversified.

Shares of ETFs are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Brokerage commissions will reduce returns. The market price returns are based on the official closing price of an ETF share or, if the official closing price isn’t available, the midpoint between the national best bid and national best offer (“NBBO”) as of the time the ETF calculates current NAV per share, and do not represent the returns you would receive if you traded shares at other times. NAVs are calculated using prices as of 4:00 PM Eastern Time. Indices are unmanaged and do not include the effect of fees, expenses or sales charges. One cannot invest directly in an index.

Carefully consider the Fund’s investment objectives, risks, and charges and expenses before investing. This and other information can be found in the Fund’s summary or full prospectuses. Please read the prospectus carefully before investing.

Global X Management Company LLC serves as an advisor to Global X Funds. The Funds are distributed by SEI Investments Distribution Co. (SIDCO), which is not affiliated with Global X Management Company LLC or Mirae Asset Global Investments. Global X Funds are not sponsored, endorsed, issued, sold or promoted by Nasdaq, nor does this entity make any representations regarding the advisability of investing in the Global X Funds. Neither SIDCO, Global X nor Mirae Asset Global Investments are affiliated with Nasdaq.