DTEC vs. GXPT

Last updated Jun 24, 2026

DTEC (ALPS Disruptive Technologies ETF) and GXPT (Global X PureCap MSCI Information Technology ETF) are both Technology Equities funds - DTEC tracks the Indxx Disruptive Technologies Index while GXPT tracks the MSCI USA Information Technology PureCap Index. Both are passively managed. A 0.61 correlation means they provide meaningful diversification when combined. DTEC charges 0.50%/yr vs 0.15%/yr for GXPT.

Performance

DTEC vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Disruptive Technologies ETF (DTEC) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTEC achieves a -4.66% return, which is significantly lower than GXPT's 16.86% return.

DTEC

• 1D: -0.57%
• 1M: -4.96%
• YTD: -4.66%
• 6M: -6.02%
• 1Y: -2.38%
• 3Y*: 7.03%
• 5Y*: -0.77%
• 10Y*: —

GXPT

• 1D: -3.44%
• 1M: -0.96%
• YTD: 16.86%
• 6M: 15.57%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DTEC vs. GXPT - Yearly Performance Comparison

	2026 (YTD)	2025
DTEC ALPS Disruptive Technologies ETF	-4.66%	-2.71%
GXPT Global X PureCap MSCI Information Technology ETF	16.86%	11.47%

Correlation

The correlation between DTEC and GXPT is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.61

Return for Risk

DTEC vs. GXPT — Risk / Return Rank

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

DTEC

DTEC Risk / Return Rank: 7
DTEC Sharpe Ratio Rank: 8
DTEC Sortino Ratio Rank: 7
DTEC Omega Ratio Rank: 7
DTEC Calmar Ratio Rank: 8
DTEC Martin Ratio Rank: 8

GXPT

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.

DTEC vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.

	DTEC	GXPT	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	—	—
Sortino ratio: Return per unit of downside risk	-0.05	—	—
Omega ratio: Gain probability vs. loss probability	0.99	—	—
Calmar ratio: Return relative to maximum drawdown	-0.12	—	—
Martin ratio: Return relative to average drawdown	-0.27	—	—

Drawdowns

DTEC vs. GXPT - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for DTEC and GXPT.

Drawdown Indicators

	DTEC	GXPT	Difference
Max Drawdown Largest peak-to-trough decline	-42.00%	-18.74%	-23.26%
Max Drawdown (1Y) Largest decline over 1 year	-20.31%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.00%	—	—
Current Drawdown Current decline from peak	-12.18%	-8.72%	-3.46%
Average Drawdown Average peak-to-trough decline	-13.28%	-5.04%	-8.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.99%	—	—

Volatility

Volatility by Period

	DTEC	GXPT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.72%	22.91%	-4.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.17%	22.91%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.88%	22.91%	-0.03%

DTEC vs. GXPT - Expense Ratio Comparison

DTEC has a 0.50% expense ratio, which is higher than GXPT's 0.15% expense ratio.

Dividends

DTEC vs. GXPT - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than GXPT's 0.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DTEC ALPS Disruptive Technologies ETF	0.04%	0.04%	0.45%	0.27%	0.02%	0.26%	0.37%	0.43%	0.33%
GXPT Global X PureCap MSCI Information Technology ETF	0.12%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTEC and GXPT in my portfolio?

DTEC and GXPT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DTEC or GXPT?

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DTEC or GXPT?

GXPT is cheaper with a 0.15% expense ratio, compared with 0.50% for DTEC.

Which ETF pays a higher dividend yield, DTEC or GXPT?

GXPT has the higher dividend yield at 0.12%, compared with 0.04% for DTEC.

What is the main difference between DTEC and GXPT?

DTEC tracks Indxx Disruptive Technologies Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: SS&C and Global X. Their fees differ too: 0.50% for DTEC and 0.15% for GXPT.