CPTL vs. GXLC

Last updated Jul 23, 2026

CPTL (Global X Morningstar Capital Allocation Leaders ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds from Global X - CPTL tracks the Morningstar US Capital Allocation Leaders Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. CPTL charges 0.35%/yr vs 0.02%/yr for GXLC.

Performance

CPTL vs. GXLC - Performance Comparison

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

Returns By Period

CPTL

• 1D: -0.24%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

GXLC

• 1D: -0.11%
• 1M: 0.34%
• 6M: 9.78%
• YTD: 10.13%
• 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)
CPTL Global X Morningstar Capital Allocation Leaders ETF	$950.92K	$950.92K	$950.92K
GXLC Global X U.S. 500 ETF	$29.67K	$22.01K	$17.12K

CPTL vs. GXLC - Yearly Performance Comparison

	2026 (YTD)
CPTL Global X Morningstar Capital Allocation Leaders ETF	-0.24%
GXLC Global X U.S. 500 ETF	-0.11%

Return for Risk

CPTL vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Morningstar Capital Allocation Leaders ETF (CPTL) 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.

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

Drawdowns

CPTL vs. GXLC - Drawdown Comparison

The maximum CPTL drawdown since its inception was -0.24%, smaller than the maximum GXLC drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for CPTL and GXLC.

Drawdown Indicators

	CPTL	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-0.24%	-9.08%	+8.84%
Current Drawdown Current decline from peak	-0.24%	-1.42%	+1.18%
Average Drawdown Average peak-to-trough decline	-0.24%	-1.55%	+1.31%

Volatility

Volatility by Period

	CPTL	GXLC	Difference
Volatility (1Y) Calculated over the trailing 1-year period	—	13.47%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.47%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	13.47%	—

CPTL vs. GXLC - Expense Ratio Comparison

CPTL has a 0.35% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

CPTL vs. GXLC - Dividend Comparison

CPTL has not paid dividends to shareholders, while GXLC's dividend yield for the trailing twelve months is around 0.64%.

Position	TTM	2025
CPTL Global X Morningstar Capital Allocation Leaders ETF	0.00%	0.00%
GXLC Global X U.S. 500 ETF	0.64%	0.30%

Frequently Asked Questions

Which ETF is better, CPTL 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, CPTL or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.35% for CPTL.

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

GXLC has the higher dividend yield at 0.64%, compared with 0.00% for CPTL.

What is the main difference between CPTL and GXLC?

CPTL tracks Morningstar US Capital Allocation Leaders Index, while GXLC tracks Solactive GBS United States 500 Index. Their fees differ too: 0.35% for CPTL and 0.02% for GXLC.