BLUX vs. GXLC

Last updated Aug 4, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. BLUX is actively managed, while GXLC is passively managed. Their correlation of 0.92 means they have usually moved in the same direction. BLUX charges 0.25%/yr vs 0.02%/yr for GXLC.

Performance

BLUX vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Dynamic Total Market ETF (BLUX) 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, BLUX achieves a 15.77% return, which is significantly higher than GXLC's 11.54% return.

BLUX

• 1D: 1.48%
• 1M: 1.02%
• 6M: 11.30%
• YTD: 15.77%
• 1Y: 25.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 26.95%

GXLC

• 1D: 1.34%
• 1M: 1.54%
• 6M: 9.67%
• YTD: 11.54%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLUX Bluemonte Dynamic Total Market ETF	$957.95K	$1.08M	$1.85M
GXLC Global X U.S. 500 ETF	$25.69K	$21.89K	$18.29K

BLUX vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	15.77%	2.03%
GXLC Global X U.S. 500 ETF	11.54%	3.22%

Correlation

The correlation between BLUX and GXLC is 0.92, meaning they have usually moved in the same direction, including during past declines.

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

Return for Risk

BLUX vs. GXLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLUX

BLUX Risk / Return Rank: 74
BLUX Sharpe Ratio Rank: 73
BLUX Sortino Ratio Rank: 72
BLUX Omega Ratio Rank: 70
BLUX Calmar Ratio Rank: 75
BLUX Martin Ratio Rank: 82

GXLC

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLUX vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Dynamic Total Market ETF (BLUX) 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.

	BLUX	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.82	—	—
Sortino ratio: Return per unit of downside risk	2.57	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.89	—	—
Martin ratio: Return relative to average drawdown	12.04	—	—

Drawdowns

BLUX vs. GXLC - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, roughly equal to the maximum GXLC drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for BLUX and GXLC.

Drawdown Indicators

	BLUX	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-9.08%	+0.05%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	—	—
Current Drawdown Current decline from peak	0.00%	-0.16%	+0.16%
Average Drawdown Average peak-to-trough decline	-1.26%	-1.57%	+0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	—	—

Volatility

Volatility by Period

	BLUX	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	13.64%	+0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	13.64%	+0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.96%	13.64%	+0.32%

BLUX vs. GXLC - Expense Ratio Comparison

BLUX has a 0.25% 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

BLUX vs. GXLC - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 1.06%, more than GXLC's 0.63% yield.

Position	TTM	2025
BLUX Bluemonte Dynamic Total Market ETF	1.06%	0.73%
GXLC Global X U.S. 500 ETF	0.63%	0.30%

Frequently Asked Questions

Can I hold both BLUX and GXLC in my portfolio?

With a correlation of 0.92, BLUX 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, BLUX 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, BLUX or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.25% for BLUX.

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

BLUX has the higher dividend yield at 1.06%, compared with 0.63% for GXLC.

What is the main difference between BLUX and GXLC?

They also come from different issuers: Bluemonte and Global X. Their fees differ too: 0.25% for BLUX and 0.02% for GXLC.