BLCR vs. GXLC

Last updated Jun 24, 2026

BLCR (Blackrock Large Cap Core ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. BLCR is actively managed, while GXLC is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. BLCR charges 0.36%/yr vs 0.02%/yr for GXLC.

Performance

BLCR vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Large Cap Core ETF (BLCR) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLCR achieves a 16.77% return, which is significantly higher than GXLC's 8.31% return.

BLCR

• 1D: -1.69%
• 1M: -0.41%
• YTD: 16.77%
• 6M: 15.78%
• 1Y: 41.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -1.32%
• 1M: -1.12%
• YTD: 8.31%
• 6M: 7.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BLCR vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
BLCR Blackrock Large Cap Core ETF	16.77%	6.49%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between BLCR and GXLC is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.92

Return for Risk

BLCR vs. GXLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLCR

BLCR Risk / Return Rank: 82
BLCR Sharpe Ratio Rank: 83
BLCR Sortino Ratio Rank: 80
BLCR Omega Ratio Rank: 78
BLCR Calmar Ratio Rank: 80
BLCR Martin Ratio Rank: 88

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLCR vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Large Cap Core ETF (BLCR) 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.

	BLCR	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.51	—	—
Sortino ratio: Return per unit of downside risk	3.34	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	4.02	—	—
Martin ratio: Return relative to average drawdown	18.20	—	—

Drawdowns

BLCR vs. GXLC - Drawdown Comparison

The maximum BLCR drawdown since its inception was -21.29%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for BLCR and GXLC.

Drawdown Indicators

	BLCR	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-21.29%	-9.08%	-12.21%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	—	—
Current Drawdown Current decline from peak	-2.70%	-3.05%	+0.35%
Average Drawdown Average peak-to-trough decline	-2.19%	-1.54%	-0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	—	—

Volatility

Volatility by Period

	BLCR	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.45%	13.85%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.67%	13.85%	+3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.67%	13.85%	+3.82%

BLCR vs. GXLC - Expense Ratio Comparison

BLCR has a 0.36% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

BLCR vs. GXLC - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.29%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023
BLCR Blackrock Large Cap Core ETF	0.29%	0.33%	0.75%	0.13%
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLCR and GXLC in my portfolio?

With a correlation of 0.92, BLCR 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.

Which ETF is better, BLCR or GXLC?

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.

Which ETF is cheaper, BLCR or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.36% for BLCR.

Which ETF pays a higher dividend yield, BLCR or GXLC?

GXLC has the higher dividend yield at 0.65%, compared with 0.29% for BLCR.

What is the main difference between BLCR and GXLC?

They also come from different issuers: BlackRock and Global X. Their fees differ too: 0.36% for BLCR and 0.02% for GXLC.