FSTA vs. GXPS
FSTA (Fidelity MSCI Consumer Staples Index ETF) and GXPS (Global X PureCap MSCI Consumer Staples ETF) are both Consumer Staples Equities funds - FSTA tracks the MSCI USA IMI Consumer Staples Index while GXPS tracks the MSCI USA Consumer Staples Index. Both are passively managed. With a 0.96 correlation, they move nearly in lockstep. FSTA charges 0.08%/yr vs 0.25%/yr for GXPS.
Performance
FSTA vs. GXPS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FSTA having a 9.78% return and GXPS slightly higher at 9.90%.
FSTA
- 1D
- 0.56%
- 1M
- -0.76%
- 6M
- 6.13%
- YTD
- 9.78%
- 1Y
- 7.09%
- 3Y*
- 8.05%
- 5Y*
- 7.02%
- 10Y*
- 7.47%
GXPS
- 1D
- 0.64%
- 1M
- -1.46%
- 6M
- 6.14%
- YTD
- 9.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSTA vs. GXPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FSTA Fidelity MSCI Consumer Staples Index ETF | 9.78% | -3.29% |
GXPS Global X PureCap MSCI Consumer Staples ETF | 9.90% | -1.72% |
Correlation
The correlation between FSTA and GXPS 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 Jul 23, 2025 | 0.96 |
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Return for Risk
FSTA vs. GXPS — Risk / Return Rank
FSTA
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FSTA vs. GXPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Global X PureCap MSCI Consumer Staples ETF (GXPS). 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.
| FSTA | GXPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.10 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | — | — |
| Martin ratioReturn relative to average drawdown | 1.46 | — | — |
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Drawdowns
FSTA vs. GXPS - Drawdown Comparison
The maximum FSTA drawdown since its inception was -25.13%, which is greater than GXPS's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for FSTA and GXPS.
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Drawdown Indicators
| FSTA | GXPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.13% | -9.20% | -15.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.13% | — | — |
Current DrawdownCurrent decline from peak | -5.10% | -5.60% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -4.06% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | — | — |
Volatility
FSTA vs. GXPS - Volatility Comparison
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Volatility by Period
| FSTA | GXPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 14.45% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 14.45% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 14.45% | +0.16% |
FSTA vs. GXPS - Expense Ratio Comparison
FSTA has a 0.08% expense ratio, which is lower than GXPS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FSTA vs. GXPS - Dividend Comparison
FSTA's dividend yield for the trailing twelve months is around 2.18%, more than GXPS's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.18% | 2.34% | 2.25% | 2.66% | 2.26% | 2.15% | 2.47% | 2.46% | 3.01% | 2.42% | 2.53% | 2.86% |
GXPS Global X PureCap MSCI Consumer Staples ETF | 1.26% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, FSTA and GXPS 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.
On fees, FSTA is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSTA is cheaper with a 0.08% expense ratio, compared with 0.25% for GXPS.
FSTA has the higher dividend yield at 2.18%, compared with 1.26% for GXPS.
FSTA tracks MSCI USA IMI Consumer Staples Index, while GXPS tracks MSCI USA Consumer Staples Index. They also come from different issuers: Fidelity and Global X. Their fees differ too: 0.08% for FSTA and 0.25% for GXPS.
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