DUKQ vs. GXLC

Last updated Jun 21, 2026

DUKQ (Ocean Park Domestic ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. DUKQ is actively managed, while GXLC is passively managed. With a 0.96 correlation, they move nearly in lockstep. DUKQ charges 0.98%/yr vs 0.02%/yr for GXLC.

Performance

DUKQ vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park Domestic ETF (DUKQ) 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, DUKQ achieves a 13.31% return, which is significantly higher than GXLC's 10.27% return.

DUKQ

• 1D: 1.50%
• 1M: 3.43%
• YTD: 13.31%
• 6M: 12.94%
• 1Y: 27.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: 1.19%
• 1M: 1.13%
• YTD: 10.27%
• 6M: 10.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUKQ vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
DUKQ Ocean Park Domestic ETF	13.31%	1.64%
GXLC Global X U.S. 500 ETF	10.27%	3.22%

Correlation

The correlation between DUKQ and GXLC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.96

Return for Risk

DUKQ vs. GXLC — Risk / Return Rank

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

DUKQ

DUKQ Risk / Return Rank: 68
DUKQ Sharpe Ratio Rank: 66
DUKQ Sortino Ratio Rank: 63
DUKQ Omega Ratio Rank: 63
DUKQ Calmar Ratio Rank: 71
DUKQ Martin Ratio Rank: 77

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.

DUKQ vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park Domestic ETF (DUKQ) 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.

	DUKQ	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.08	—	—
Sortino ratio: Return per unit of downside risk	2.83	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	3.47	—	—
Martin ratio: Return relative to average drawdown	14.26	—	—

Drawdowns

DUKQ vs. GXLC - Drawdown Comparison

The maximum DUKQ drawdown since its inception was -18.44%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for DUKQ and GXLC.

Drawdown Indicators

	DUKQ	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-18.44%	-9.08%	-9.36%
Max Drawdown (1Y) Largest decline over 1 year	-7.84%	—	—
Current Drawdown Current decline from peak	-0.52%	-1.29%	+0.77%
Average Drawdown Average peak-to-trough decline	-3.85%	-1.53%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	—	—

Volatility

Volatility by Period

	DUKQ	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.12%	13.82%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	13.82%	+1.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	13.82%	+1.19%

DUKQ vs. GXLC - Expense Ratio Comparison

DUKQ has a 0.98% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

DUKQ vs. GXLC - Dividend Comparison

DUKQ's dividend yield for the trailing twelve months is around 0.66%, more than GXLC's 0.63% yield.

Position	TTM	2025	2024
DUKQ Ocean Park Domestic ETF	0.66%	0.68%	0.28%
GXLC Global X U.S. 500 ETF	0.63%	0.30%	0.00%

Frequently Asked Questions

Can I hold both DUKQ and GXLC in my portfolio?

With a correlation of 0.96, DUKQ 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, DUKQ 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, DUKQ or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.98% for DUKQ.

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

DUKQ has the higher dividend yield at 0.66%, compared with 0.63% for GXLC.

What is the main difference between DUKQ and GXLC?

They also come from different issuers: Ocean Park and Global X. Their fees differ too: 0.98% for DUKQ and 0.02% for GXLC.