BTR vs. GXLC

Last updated Aug 2, 2026

BTR (Beacon Tactical Risk ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. BTR is actively managed, while GXLC is passively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. BTR charges 1.10%/yr vs 0.02%/yr for GXLC.

Performance

BTR vs. GXLC - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with BTR having a 9.64% return and GXLC slightly higher at 10.06%.

BTR

• 1D: 0.20%
• 1M: -0.14%
• 6M: 5.82%
• YTD: 9.64%
• 1Y: 17.44%
• 3Y*: 4.17%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.20%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 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)
BTR Beacon Tactical Risk ETF	$78.21K	$71.52K	$93.67K
GXLC Global X U.S. 500 ETF	$27.98K	$20.23K	$17.31K

BTR vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
BTR Beacon Tactical Risk ETF	9.64%	1.56%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between BTR and GXLC is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.78

Return for Risk

BTR vs. GXLC — Risk / Return Rank

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

BTR

BTR Risk / Return Rank: 74
BTR Sharpe Ratio Rank: 72
BTR Sortino Ratio Rank: 71
BTR Omega Ratio Rank: 72
BTR Calmar Ratio Rank: 74
BTR Martin Ratio Rank: 79

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.

BTR vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Tactical Risk ETF (BTR) 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.

	BTR	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.66	—	—
Sortino ratio: Return per unit of downside risk	2.33	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.61	—	—
Martin ratio: Return relative to average drawdown	10.17	—	—

Drawdowns

BTR vs. GXLC - Drawdown Comparison

The maximum BTR drawdown since its inception was -16.67%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for BTR and GXLC.

Drawdown Indicators

	BTR	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-16.67%	-9.08%	-7.59%
Max Drawdown (1Y) Largest decline over 1 year	-6.23%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.67%	—	—
Current Drawdown Current decline from peak	-0.67%	-1.48%	+0.81%
Average Drawdown Average peak-to-trough decline	-5.34%	-1.58%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	—	—

Volatility

Volatility by Period

	BTR	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.86%	13.60%	-3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.80%	13.60%	-2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.80%	13.60%	-2.80%

BTR vs. GXLC - Expense Ratio Comparison

BTR has a 1.10% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

BTR vs. GXLC - Dividend Comparison

BTR's dividend yield for the trailing twelve months is around 1.17%, more than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023
BTR Beacon Tactical Risk ETF	1.17%	1.29%	0.87%	0.91%
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BTR and GXLC in my portfolio?

BTR and GXLC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BTR 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, BTR or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 1.10% for BTR.

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

BTR has the higher dividend yield at 1.17%, compared with 0.64% for GXLC.

What is the main difference between BTR and GXLC?

They also come from different issuers: American Beacon and Global X. Their fees differ too: 1.10% for BTR and 0.02% for GXLC.