DFSU vs. GXLC

Last updated Jul 14, 2026

DFSU (Dimensional US Sustainability Core 1 ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. DFSU is actively managed, while GXLC is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. DFSU charges 0.18%/yr vs 0.02%/yr for GXLC.

Performance

DFSU vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Sustainability Core 1 ETF (DFSU) 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, DFSU achieves a 9.07% return, which is significantly lower than GXLC's 10.46% return.

DFSU

• 1D: -0.59%
• 1M: 2.20%
• 6M: 6.45%
• YTD: 9.07%
• 1Y: 19.96%
• 3Y*: 18.49%
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -0.75%
• 1M: 1.35%
• 6M: 8.42%
• YTD: 10.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFSU vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
DFSU Dimensional US Sustainability Core 1 ETF	9.07%	2.74%
GXLC Global X U.S. 500 ETF	10.46%	3.22%

Correlation

The correlation between DFSU and GXLC is 0.94, 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	0.94

Return for Risk

DFSU vs. GXLC — Risk / Return Rank

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

DFSU

DFSU Risk / Return Rank: 55
DFSU Sharpe Ratio Rank: 56
DFSU Sortino Ratio Rank: 56
DFSU Omega Ratio Rank: 55
DFSU Calmar Ratio Rank: 49
DFSU Martin Ratio Rank: 61

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.

DFSU vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) 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.

	DFSU	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.51	—	—
Sortino ratio: Return per unit of downside risk	2.15	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	1.98	—	—
Martin ratio: Return relative to average drawdown	8.50	—	—

Drawdowns

DFSU vs. GXLC - Drawdown Comparison

The maximum DFSU drawdown since its inception was -19.88%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for DFSU and GXLC.

Drawdown Indicators

	DFSU	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-19.88%	-9.08%	-10.80%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	—	—
Current Drawdown Current decline from peak	-0.59%	-1.12%	+0.53%
Average Drawdown Average peak-to-trough decline	-2.61%	-1.55%	-1.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	—	—

Volatility

Volatility by Period

	DFSU	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	13.60%	-0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.18%	13.60%	+2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.18%	13.60%	+2.58%

DFSU vs. GXLC - Expense Ratio Comparison

DFSU has a 0.18% 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

DFSU vs. GXLC - Dividend Comparison

DFSU's dividend yield for the trailing twelve months is around 0.83%, more than GXLC's 0.63% yield.

Position	TTM	2025	2024	2023	2022
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%
GXLC Global X U.S. 500 ETF	0.63%	0.30%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFSU and GXLC in my portfolio?

With a correlation of 0.94, DFSU 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, DFSU 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, DFSU or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.18% for DFSU.

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

DFSU has the higher dividend yield at 0.83%, compared with 0.63% for GXLC.

What is the main difference between DFSU and GXLC?

They also come from different issuers: Dimensional and Global X. Their fees differ too: 0.18% for DFSU and 0.02% for GXLC.