Global X NASDAQ 100 Risk Managed Income ETF (QRMI) Performance
QRMI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +2.8% since Dec 31, 2025
- 1 year
- +5.0% total return
- 5 years
- +2.0% a year
- Since first price
- +1.8% a year since 2021
QRMI trailing returns vs SPY, QQQ, AGG
| Period | QRMI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.3% | −2.3% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.0% | −1.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.2% | −2.9% | +7.8% | +8.4% | −1.5% |
| YTD | +2.8% | −7.0% | +12.3% | +15.1% | −1.0% |
| 1 year | +5.0% | −7.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +28.5%+8.7%/yr | −10.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +10.5%+2.0%/yr | −38.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionAug 26, 2021 | +9.4%+1.8%/yr | −39.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: QRMI vs SPY
From Aug 26, 2021: QRMI grew to $10,939, SPY to $18,266.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
QRMI returns by calendar year
3 of 4 full years positive. Best 2024 (+14.7%), worst 2022 (−18.5%). 2026 is year to date.
QRMI annual returns table
| Year | QRMI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +2.8% | −5.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +3.8% | −8.4% | +17.7% | +20.8% | +7.2% |
| 2024 | +14.7% | −4.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +11.7% | −6.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −18.5% | −19.2% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
QRMI largest drawdowns
Now 1.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 16, 2021 | −20.9% | Dec 28, 2022 | Dec 20, 2024 | 1.3 years | 3.3 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
QRMI risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +8.7% | +2.5% | +1.9% |
| Volatility (annualized) | 6.0% | 7.7% | 7.7% |
| Sharpe ratio | 0.70 | -0.11 | -0.18 |
| Sortino ratio | 1.04 | -0.14 | -0.23 |
| Best month | +3.9% | +4.8% | +4.8% |
| Worst month | −3.0% | −4.6% | −4.6% |
| Best 12 months | +14.8% | +14.8% | +14.8% |
| Worst 12 months | +2.0% | −18.5% | −18.5% |
| Positive months | 72% | 62% | 61% |
| Beta vs S&P 500 | 0.34 | 0.38 | — |
| Correlation with S&P 500 | 0.69 | 0.77 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
QRMI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 51 | −18.5% | +5.2% | +14.8% | 82% |
| 3-year (a year) | 27 | −1.8% | +6.0% | +10.0% | 89% |
| 5-year (a year) | 3 | +1.7% | +1.9% | +2.5% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
QRMI performance overview
Global X NASDAQ 100 Risk Managed Income ETF (QRMI) returned +5.0% over the past year and +2.0% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +1.8% a year, turning $10,000 into about $10,939. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −20.9%, from Sep 16, 2021 to Dec 28, 2022, and it took 2.0 years to get back to the old high. QRMI finished 3 of its 4 full calendar years with a gain; the best year was 2024 (+14.7%) and the worst 2022 (−18.5%). Volatility has been 7.7% a year.
Related: QRMI chart, QRMI holdings, QRMI dividends, QRMI valuation. See the QRMI overview for the latest quote and fund facts.
QRMI performance FAQ
What is the QRMI return over the past year?
QRMI returned +5.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 7.0%.
What is the average annual return of QRMI?
QRMI has returned +2.0% a year over 5 years, +1.8% a year since August 26, 2021 (total return, distributions reinvested).
How much would $10,000 invested in QRMI be worth?
$10,000 invested in QRMI at its first recorded close on August 26, 2021 would be worth about $10,939 on October 23, 2026 with distributions reinvested.
What was the worst year for QRMI?
The worst calendar year was 2022, with a total return of −18.5%. The best was 2024 at +14.7%.
What is the biggest drawdown of QRMI?
The largest peak-to-trough decline was −20.9% between September 16, 2021 and December 28, 2022. It recovered to the old high on December 20, 2024, 2.0 years after the bottom.
How volatile is QRMI?
Over the past 3 years QRMI had an annualized volatility of 6.0% and a Sharpe ratio of 0.70 (excess return over 1–3 month T-bills per unit of risk).