BOBP vs. GXLC

Last updated Jun 24, 2026

BOBP (CORE16 Best of Breed Premier Index ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - BOBP tracks the CORE16 Best of Breed Premier Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. BOBP charges 0.70%/yr vs 0.02%/yr for GXLC.

Performance

BOBP vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CORE16 Best of Breed Premier Index ETF (BOBP) 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, BOBP achieves a 23.45% return, which is significantly higher than GXLC's 8.31% return.

BOBP

• 1D: -4.54%
• 1M: 4.05%
• YTD: 23.45%
• 6M: 21.39%
• 1Y: 32.67%
• 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)

BOBP vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
BOBP CORE16 Best of Breed Premier Index ETF	23.45%	-0.49%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between BOBP and GXLC is 0.82, 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	0.82

Return for Risk

BOBP vs. GXLC — Risk / Return Rank

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

BOBP

BOBP Risk / Return Rank: 54
BOBP Sharpe Ratio Rank: 50
BOBP Sortino Ratio Rank: 47
BOBP Omega Ratio Rank: 51
BOBP Calmar Ratio Rank: 56
BOBP Martin Ratio Rank: 65

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.

BOBP vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CORE16 Best of Breed Premier Index ETF (BOBP) 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.

	BOBP	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.57	—	—
Sortino ratio: Return per unit of downside risk	2.15	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.51	—	—
Martin ratio: Return relative to average drawdown	10.75	—	—

Drawdowns

BOBP vs. GXLC - Drawdown Comparison

The maximum BOBP drawdown since its inception was -13.06%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for BOBP and GXLC.

Drawdown Indicators

	BOBP	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-13.06%	-9.08%	-3.98%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	—	—
Current Drawdown Current decline from peak	-4.54%	-3.05%	-1.49%
Average Drawdown Average peak-to-trough decline	-1.69%	-1.54%	-0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	—	—

Volatility

Volatility by Period

	BOBP	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.90%	13.85%	+7.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.22%	13.85%	+6.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.22%	13.85%	+6.37%

BOBP vs. GXLC - Expense Ratio Comparison

BOBP has a 0.70% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

BOBP vs. GXLC - Dividend Comparison

BOBP's dividend yield for the trailing twelve months is around 2.68%, more than GXLC's 0.65% yield.

Position	TTM	2025
BOBP CORE16 Best of Breed Premier Index ETF	2.68%	3.31%
GXLC Global X U.S. 500 ETF	0.65%	0.30%

Frequently Asked Questions

Can I hold both BOBP and GXLC in my portfolio?

BOBP and GXLC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BOBP 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, BOBP or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.70% for BOBP.

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

BOBP has the higher dividend yield at 2.68%, compared with 0.65% for GXLC.

What is the main difference between BOBP and GXLC?

BOBP tracks CORE16 Best of Breed Premier Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Exchange Traded Concepts and Global X. Their fees differ too: 0.70% for BOBP and 0.02% for GXLC.