BLUX vs. GXLC

Last updated Jun 24, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. Their correlation of 0.92 suggests significant overlap in exposure. 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 13.12% return, which is significantly higher than GXLC's 8.31% return.

BLUX

• 1D: -0.95%
• 1M: 1.21%
• YTD: 13.12%
• 6M: 11.59%
• 1Y: 26.50%
• 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)

BLUX vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	13.12%	2.03%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between BLUX 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

BLUX vs. GXLC — Risk / Return Rank

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

BLUX

BLUX Risk / Return Rank: 64
BLUX Sharpe Ratio Rank: 62
BLUX Sortino Ratio Rank: 62
BLUX Omega Ratio Rank: 59
BLUX Calmar Ratio Rank: 65
BLUX Martin Ratio Rank: 72

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.

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	1.87	—	—
Sortino ratio: Return per unit of downside risk	2.62	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.95	—	—
Martin ratio: Return relative to average drawdown	12.23	—	—

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	-1.12%	-3.05%	+1.93%
Average Drawdown Average peak-to-trough decline	-1.31%	-1.54%	+0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	—	—

Volatility

Volatility by Period

	BLUX	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.24%	13.85%	+0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	13.85%	+0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.24%	13.85%	+0.39%

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 0.84%, more than GXLC's 0.65% yield.

Position	TTM	2025
BLUX Bluemonte Dynamic Total Market ETF	0.84%	0.73%
GXLC Global X U.S. 500 ETF	0.65%	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 0.84%, compared with 0.65% 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.