Sortino ratio is not yet available for GXPS. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Global X PureCap MSCI Consumer Staples ETF's Sortino Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how GXPS's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XLP | State Street Consumer Staples Select Sector SPDR ETF | 0.69 | |||
| IYK | iShares U.S. Consumer Goods ETF | 0.65 | |||
| VDC | Vanguard Consumer Staples ETF | 0.64 | |||
| FSTA | Fidelity MSCI Consumer Staples Index ETF | 0.60 | |||
| KXI | iShares Global Consumer Staples ETF | 0.53 | |||
| PBJ | Invesco Dynamic Food & Beverage ETF | 0.41 | |||
| FTXG | First Trust Nasdaq Food & Beverage ETF | 0.34 | |||
| FXG | First Trust Consumer Staples AlphaDEX Fund | 0.28 | |||
| RSPS | Invesco S&P 500 Equal Weight Consumer Staples ETF | 0.27 | |||
| PSL | Invesco DWA Consumer Staples Momentum ETF | 0.22 | |||
| GXPS | Global X PureCap MSCI Consumer Staples ETF | — |
Historical Sortino Ratio
The chart shows GXPS's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GXPS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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