AVUS vs. GXLC
AVUS (Avantis U.S. Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. AVUS is actively managed, while GXLC is passively managed. With a 0.96 correlation, they move nearly in lockstep. AVUS charges 0.15%/yr vs 0.02%/yr for GXLC.
Performance
AVUS vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, AVUS achieves a 13.23% return, which is significantly higher than GXLC's 8.31% return.
AVUS
- 1D
- -1.42%
- 1M
- 0.42%
- YTD
- 13.23%
- 6M
- 12.09%
- 1Y
- 29.84%
- 3Y*
- 21.44%
- 5Y*
- 12.77%
- 10Y*
- —
GXLC
- 1D
- -1.32%
- 1M
- -1.12%
- YTD
- 8.31%
- 6M
- 7.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVUS vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVUS Avantis U.S. Equity ETF | 13.23% | 3.26% |
GXLC Global X U.S. 500 ETF | 8.31% | 3.22% |
Correlation
The correlation between AVUS and GXLC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.96 |
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Return for Risk
AVUS vs. GXLC — Risk / Return Rank
AVUS
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AVUS vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Global X U.S. 500 ETF (GXLC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVUS | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | — | — |
| Martin ratioReturn relative to average drawdown | 17.01 | — | — |
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Drawdowns
AVUS vs. GXLC - Drawdown Comparison
The maximum AVUS drawdown since its inception was -37.04%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for AVUS and GXLC.
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Drawdown Indicators
| AVUS | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.04% | -9.08% | -27.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | — | — |
Current DrawdownCurrent decline from peak | -1.93% | -3.05% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -1.54% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | — | — |
Volatility
AVUS vs. GXLC - Volatility Comparison
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Volatility by Period
| AVUS | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 13.85% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 13.85% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 13.85% | +6.98% |
AVUS vs. GXLC - Expense Ratio Comparison
AVUS has a 0.15% expense ratio, which is higher than GXLC's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AVUS vs. GXLC - Dividend Comparison
AVUS's dividend yield for the trailing twelve months is around 1.19%, more than GXLC's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 1.19% | 1.08% | 1.27% | 1.41% | 1.59% | 1.08% | 1.19% | 0.35% |
GXLC Global X U.S. 500 ETF | 0.65% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, AVUS and GXLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXLC is cheaper with a 0.02% expense ratio, compared with 0.15% for AVUS.
AVUS has the higher dividend yield at 1.19%, compared with 0.65% for GXLC.
They also come from different issuers: Avantis and Global X. Their fees differ too: 0.15% for AVUS and 0.02% for GXLC.
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