DIA vs. GXLC
DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - DIA tracks the Dow Jones Industrial Average while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. DIA charges 0.16%/yr vs 0.02%/yr for GXLC.
Performance
DIA vs. GXLC - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DIA at 8.31% and GXLC at 8.31%.
DIA
- 1D
- -0.09%
- 1M
- 2.35%
- YTD
- 8.31%
- 6M
- 7.49%
- 1Y
- 23.20%
- 3Y*
- 17.21%
- 5Y*
- 10.52%
- 10Y*
- 13.69%
GXLC
- 1D
- -1.32%
- 1M
- -1.12%
- YTD
- 8.31%
- 6M
- 7.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIA vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 8.31% | 4.22% |
GXLC Global X U.S. 500 ETF | 8.31% | 3.22% |
Correlation
The correlation between DIA and GXLC is 0.81, 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 | 0.81 |
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Return for Risk
DIA vs. GXLC — Risk / Return Rank
DIA
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DIA vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) 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.
| DIA | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | — | — |
| Martin ratioReturn relative to average drawdown | 9.22 | — | — |
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Drawdowns
DIA vs. GXLC - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for DIA and GXLC.
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Drawdown Indicators
| DIA | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.87% | -9.08% | -42.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -3.05% | +2.40% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -1.54% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | — | — |
Volatility
DIA vs. GXLC - Volatility Comparison
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Volatility by Period
| DIA | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 13.85% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 13.85% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 13.85% | +3.68% |
DIA vs. GXLC - Expense Ratio Comparison
DIA has a 0.16% 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
DIA vs. GXLC - Dividend Comparison
DIA's dividend yield for the trailing twelve months is around 1.40%, more than GXLC's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.40% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
GXLC Global X U.S. 500 ETF | 0.65% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIA and GXLC have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
GXLC is cheaper with a 0.02% expense ratio, compared with 0.16% for DIA.
DIA has the higher dividend yield at 1.40%, compared with 0.65% for GXLC.
DIA tracks Dow Jones Industrial Average, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.16% for DIA and 0.02% for GXLC.
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