GURU vs. GXLC

Last updated Jun 26, 2026

GURU (Global X Guru Index ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds from Global X - GURU tracks the Solactive Guru Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. GURU charges 0.75%/yr vs 0.02%/yr for GXLC.

Performance

GURU vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Guru Index ETF (GURU) 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, GURU achieves a 10.08% return, which is significantly higher than GXLC's 7.92% return.

GURU

• 1D: 0.39%
• 1M: 2.80%
• YTD: 10.08%
• 6M: 7.24%
• 1Y: 30.14%
• 3Y*: 24.36%
• 5Y*: 7.12%
• 10Y*: 13.28%

GXLC

• 1D: -0.03%
• 1M: -2.12%
• YTD: 7.92%
• 6M: 6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GURU vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
GURU Global X Guru Index ETF	10.08%	4.10%
GXLC Global X U.S. 500 ETF	7.92%	3.22%

Correlation

The correlation between GURU and GXLC is 0.82, 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	0.82

Return for Risk

GURU vs. GXLC — Risk / Return Rank

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

GURU

GURU Risk / Return Rank: 63
GURU Sharpe Ratio Rank: 65
GURU Sortino Ratio Rank: 65
GURU Omega Ratio Rank: 61
GURU Calmar Ratio Rank: 63
GURU Martin Ratio Rank: 62

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.

GURU vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) 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.

	GURU	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.87	—	—
Sortino ratio: Return per unit of downside risk	2.60	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.70	—	—
Martin ratio: Return relative to average drawdown	9.74	—	—

Drawdowns

GURU vs. GXLC - Drawdown Comparison

The maximum GURU drawdown since its inception was -38.50%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for GURU and GXLC.

Drawdown Indicators

	GURU	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-38.50%	-9.08%	-29.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.22%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.50%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.50%	—	—
Current Drawdown Current decline from peak	-0.31%	-3.40%	+3.09%
Average Drawdown Average peak-to-trough decline	-8.64%	-1.56%	-7.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	—	—

Volatility

Volatility by Period

	GURU	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.20%	13.78%	+2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.55%	13.78%	+6.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.18%	13.78%	+6.40%

GURU vs. GXLC - Expense Ratio Comparison

GURU has a 0.75% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

GURU vs. GXLC - Dividend Comparison

GURU's dividend yield for the trailing twelve months is around 0.10%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GURU Global X Guru Index ETF	0.10%	0.11%	0.17%	0.57%	0.22%	0.09%	2.75%	0.35%	0.54%	0.54%	0.22%	0.47%
GXLC Global X U.S. 500 ETF	0.65%	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

Can I hold both GURU and GXLC in my portfolio?

GURU and GXLC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GURU 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, GURU or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.75% for GURU.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.10% for GURU.

What is the main difference between GURU and GXLC?

GURU tracks Solactive Guru Index, while GXLC tracks Solactive GBS United States 500 Index. Their fees differ too: 0.75% for GURU and 0.02% for GXLC.