EBI vs. GXLC

Last updated Jun 23, 2026

EBI (Longview Advantage ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. EBI is actively managed, while GXLC is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. EBI charges 0.24%/yr vs 0.02%/yr for GXLC.

Performance

EBI vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longview Advantage ETF (EBI) 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, EBI achieves a 14.81% return, which is significantly higher than GXLC's 9.76% return.

EBI

• 1D: 0.12%
• 1M: 1.88%
• YTD: 14.81%
• 6M: 13.81%
• 1Y: 32.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -0.47%
• 1M: 0.20%
• YTD: 9.76%
• 6M: 9.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EBI vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
EBI Longview Advantage ETF	14.81%	4.15%
GXLC Global X U.S. 500 ETF	9.76%	3.22%

Correlation

The correlation between EBI and GXLC is 0.89, 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	0.89

Return for Risk

EBI vs. GXLC — Risk / Return Rank

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

EBI

EBI Risk / Return Rank: 86
EBI Sharpe Ratio Rank: 86
EBI Sortino Ratio Rank: 85
EBI Omega Ratio Rank: 82
EBI Calmar Ratio Rank: 86
EBI Martin Ratio Rank: 89

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.

EBI vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longview Advantage ETF (EBI) 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.

	EBI	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.66	—	—
Sortino ratio: Return per unit of downside risk	3.63	—	—
Omega ratio: Gain probability vs. loss probability	1.47	—	—
Calmar ratio: Return relative to maximum drawdown	4.67	—	—
Martin ratio: Return relative to average drawdown	18.97	—	—

Drawdowns

EBI vs. GXLC - Drawdown Comparison

The maximum EBI drawdown since its inception was -17.05%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for EBI and GXLC.

Drawdown Indicators

	EBI	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-17.05%	-9.08%	-7.97%
Max Drawdown (1Y) Largest decline over 1 year	-7.09%	—	—
Current Drawdown Current decline from peak	-0.47%	-1.76%	+1.29%
Average Drawdown Average peak-to-trough decline	-2.03%	-1.53%	-0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	—	—

Volatility

Volatility by Period

	EBI	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	13.79%	-1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.88%	13.79%	+4.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.88%	13.79%	+4.09%

EBI vs. GXLC - Expense Ratio Comparison

EBI has a 0.24% 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

EBI vs. GXLC - Dividend Comparison

EBI's dividend yield for the trailing twelve months is around 0.92%, more than GXLC's 0.64% yield.

Position	TTM	2025
EBI Longview Advantage ETF	0.92%	1.05%
GXLC Global X U.S. 500 ETF	0.64%	0.30%

Frequently Asked Questions

Can I hold both EBI and GXLC in my portfolio?

EBI and GXLC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EBI 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, EBI or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.24% for EBI.

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

EBI has the higher dividend yield at 0.92%, compared with 0.64% for GXLC.

What is the main difference between EBI and GXLC?

They also come from different issuers: Longview and Global X. Their fees differ too: 0.24% for EBI and 0.02% for GXLC.