EDGX vs. BESF

Last updated Jun 24, 2026

EDGX (Global X U.S. 500 Income Edge ETF) and BESF (Bastion Energy ETF) are both exchange-traded funds - EDGX is a Derivative Income fund tracking the Solactive GBS United States 500 Index, while BESF is a Energy Equities fund actively managed by Bastion. EDGX is passively managed, while BESF is actively managed. At a correlation of -0.35, they often move in opposite directions.

Performance

EDGX vs. BESF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and Bastion Energy ETF (BESF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGX

• 1D: -1.26%
• 1M: -0.98%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BESF

• 1D: 1.01%
• 1M: -6.28%
• YTD: 16.12%
• 6M: 15.17%
• 1Y: 61.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EDGX vs. BESF - Yearly Performance Comparison

	2026 (YTD)
EDGX Global X U.S. 500 Income Edge ETF	7.78%
BESF Bastion Energy ETF	3.08%

Correlation

The correlation between EDGX and BESF is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026	-0.35

Return for Risk

EDGX vs. BESF — Risk / Return Rank

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

EDGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BESF

BESF Risk / Return Rank: 84
BESF Sharpe Ratio Rank: 86
BESF Sortino Ratio Rank: 83
BESF Omega Ratio Rank: 77
BESF Calmar Ratio Rank: 92
BESF Martin Ratio Rank: 83

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.

EDGX vs. BESF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) and Bastion Energy ETF (BESF). 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.

	EDGX	BESF	Difference
Sharpe ratio: Return per unit of total volatility	—	2.52	—
Sortino ratio: Return per unit of downside risk	—	3.34	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	5.64	—
Martin ratio: Return relative to average drawdown	—	15.57	—

Drawdowns

EDGX vs. BESF - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, smaller than the maximum BESF drawdown of -10.97%. Use the drawdown chart below to compare losses from any high point for EDGX and BESF.

Drawdown Indicators

	EDGX	BESF	Difference
Max Drawdown Largest peak-to-trough decline	-7.56%	-10.97%	+3.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.97%	—
Current Drawdown Current decline from peak	-2.65%	-8.73%	+6.08%
Average Drawdown Average peak-to-trough decline	-1.55%	-2.74%	+1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.97%	—

Volatility

Volatility by Period

	EDGX	BESF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.93%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	24.75%	-10.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.04%	24.39%	-10.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.04%	24.39%	-10.35%

Dividends

EDGX vs. BESF - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 3.02%, less than BESF's 5.86% yield.

Position	TTM	2025
BESF Bastion Energy ETF	5.86%	6.39%
EDGX Global X U.S. 500 Income Edge ETF	3.02%	0.00%

Frequently Asked Questions

Can I hold both EDGX and BESF in my portfolio?

EDGX and BESF have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF pays a higher dividend yield, EDGX or BESF?

BESF has the higher dividend yield at 5.86%, compared with 3.02% for EDGX.

What is the main difference between EDGX and BESF?

EDGX is categorized as Derivative Income, while BESF is Energy Equities. They also come from different issuers: Global X and Bastion.