GSLC vs. GXLC
GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - GSLC tracks the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. With a 0.98 correlation, they move nearly in lockstep. GSLC charges 0.09%/yr vs 0.02%/yr for GXLC.
Performance
GSLC vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, GSLC achieves a 8.45% return, which is significantly lower than GXLC's 10.46% return.
GSLC
- 1D
- -0.64%
- 1M
- 1.46%
- 6M
- 6.53%
- YTD
- 8.45%
- 1Y
- 18.04%
- 3Y*
- 18.75%
- 5Y*
- 11.75%
- 10Y*
- 14.25%
GXLC
- 1D
- -0.75%
- 1M
- 1.35%
- 6M
- 8.42%
- YTD
- 10.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSLC vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 8.45% | 2.17% |
GXLC Global X U.S. 500 ETF | 10.46% | 3.22% |
Correlation
The correlation between GSLC and GXLC is 0.98 - 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 | 0.98 |
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Return for Risk
GSLC vs. GXLC — Risk / Return Rank
GSLC
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSLC vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) 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.
| GSLC | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | — | — |
| Martin ratioReturn relative to average drawdown | 8.12 | — | — |
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Drawdowns
GSLC vs. GXLC - Drawdown Comparison
The maximum GSLC drawdown since its inception was -33.69%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for GSLC and GXLC.
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Drawdown Indicators
| GSLC | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -9.08% | -24.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -1.12% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -1.55% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | — | — |
Volatility
GSLC vs. GXLC - Volatility Comparison
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Volatility by Period
| GSLC | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 13.60% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 13.60% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 13.60% | +4.07% |
GSLC vs. GXLC - Expense Ratio Comparison
GSLC has a 0.09% 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
GSLC vs. GXLC - Dividend Comparison
GSLC's dividend yield for the trailing twelve months is around 0.94%, more than GXLC's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 0.94% | 1.00% | 1.11% | 1.38% | 1.61% | 1.06% | 1.35% | 1.54% | 1.89% | 1.69% | 1.69% | 0.36% |
GXLC Global X U.S. 500 ETF | 0.63% | 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
With a correlation of 0.98, GSLC 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.
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 0.09% for GSLC.
GSLC has the higher dividend yield at 0.94%, compared with 0.63% for GXLC.
GSLC tracks Goldman Sachs ActiveBeta U.S. Large Cap Equity Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Goldman Sachs and Global X. Their fees differ too: 0.09% for GSLC and 0.02% for GXLC.
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