EQL vs. GXLC
EQL (ALPS Equal Sector Weight ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - EQL tracks the NYSE Equal Sector Weight Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. EQL charges 0.27%/yr vs 0.02%/yr for GXLC.
Performance
EQL vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, EQL achieves a 10.71% return, which is significantly higher than GXLC's 10.06% return.
EQL
- 1D
- 0.57%
- 1M
- 0.31%
- 6M
- 6.82%
- YTD
- 10.71%
- 1Y
- 18.34%
- 3Y*
- 14.59%
- 5Y*
- 10.63%
- 10Y*
- 12.39%
- ALL TIME*
- 13.49%
GXLC
- 1D
- 0.86%
- 1M
- 0.20%
- 6M
- 8.81%
- YTD
- 10.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.33M | $2.84M | $2.70M | |
| $27.98K | $20.23K | $17.31K |
EQL vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EQL ALPS Equal Sector Weight ETF | 10.71% | 1.84% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between EQL and GXLC is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.72 |
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Return for Risk
EQL vs. GXLC — Risk / Return Rank
EQL
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EQL vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) 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.
| EQL | 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 | 2.78 | — | — |
| Martin ratioReturn relative to average drawdown | 10.89 | — | — |
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Drawdowns
EQL vs. GXLC - Drawdown Comparison
The maximum EQL drawdown since its inception was -35.65%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for EQL and GXLC.
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Drawdown Indicators
| EQL | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -9.08% | -26.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.65% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -1.48% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -1.58% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | — | — |
Volatility
EQL vs. GXLC - Volatility Comparison
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Volatility by Period
| EQL | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.50% | 13.60% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 13.60% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 13.60% | +2.89% |
EQL vs. GXLC - Expense Ratio Comparison
EQL has a 0.27% 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
EQL vs. GXLC - Dividend Comparison
EQL's dividend yield for the trailing twelve months is around 1.35%, more than GXLC's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQL ALPS Equal Sector Weight ETF | 1.35% | 1.73% | 1.78% | 1.96% | 2.14% | 1.69% | 2.29% | 1.95% | 2.39% | 1.97% | 2.89% | 2.07% |
GXLC Global X U.S. 500 ETF | 0.64% | 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
EQL and GXLC have a correlation of 0.72, 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 0.27% for EQL.
EQL has the higher dividend yield at 1.35%, compared with 0.64% for GXLC.
EQL tracks NYSE Equal Sector Weight Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: SS&C and Global X. Their fees differ too: 0.27% for EQL and 0.02% for GXLC.
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