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GXG vs. URTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GXG and URTH is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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Performance

GXG vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (GXG) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.52%
8.71%
GXG
URTH

Key characteristics

Sharpe Ratio

GXG:

1.55

URTH:

1.83

Sortino Ratio

GXG:

2.12

URTH:

2.49

Omega Ratio

GXG:

1.27

URTH:

1.33

Calmar Ratio

GXG:

0.45

URTH:

2.69

Martin Ratio

GXG:

2.72

URTH:

10.64

Ulcer Index

GXG:

10.26%

URTH:

2.08%

Daily Std Dev

GXG:

18.08%

URTH:

12.09%

Max Drawdown

GXG:

-78.88%

URTH:

-34.01%

Current Drawdown

GXG:

-52.32%

URTH:

0.00%

Returns By Period

In the year-to-date period, GXG achieves a 18.64% return, which is significantly higher than URTH's 5.18% return. Over the past 10 years, GXG has underperformed URTH with an annualized return of -1.40%, while URTH has yielded a comparatively higher 10.34% annualized return.


GXG

YTD

18.64%

1M

13.99%

6M

13.97%

1Y

25.55%

5Y*

-1.15%

10Y*

-1.40%

URTH

YTD

5.18%

1M

3.26%

6M

8.19%

1Y

20.27%

5Y*

11.76%

10Y*

10.34%

*Annualized

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GXG vs. URTH - Expense Ratio Comparison

GXG has a 0.62% expense ratio, which is higher than URTH's 0.24% expense ratio.


Expense ratio chart for GXG: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

GXG vs. URTH — Risk-Adjusted Performance Rank

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

GXG
The Risk-Adjusted Performance Rank of GXG is 4646
Overall Rank
The Sharpe Ratio Rank of GXG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 2828
Martin Ratio Rank

URTH
The Risk-Adjusted Performance Rank of URTH is 7474
Overall Rank
The Sharpe Ratio Rank of URTH is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of URTH is 7171
Sortino Ratio Rank
The Omega Ratio Rank of URTH is 7272
Omega Ratio Rank
The Calmar Ratio Rank of URTH is 7575
Calmar Ratio Rank
The Martin Ratio Rank of URTH is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GXG vs. URTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) and iShares MSCI World ETF (URTH). 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.


The chart of Sharpe ratio for GXG, currently valued at 1.54, compared to the broader market0.002.004.001.551.73
The chart of Sortino ratio for GXG, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.0012.002.122.36
The chart of Omega ratio for GXG, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.31
The chart of Calmar ratio for GXG, currently valued at 0.45, compared to the broader market0.005.0010.0015.0020.000.452.53
The chart of Martin ratio for GXG, currently valued at 2.72, compared to the broader market0.0020.0040.0060.0080.00100.002.7210.02
GXG
URTH

The current GXG Sharpe Ratio is 1.55, which is comparable to the URTH Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GXG and URTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.55
1.73
GXG
URTH

Dividends

GXG vs. URTH - Dividend Comparison

GXG's dividend yield for the trailing twelve months is around 5.13%, more than URTH's 1.40% yield.


TTM20242023202220212020201920182017201620152014
GXG
Global X MSCI Colombia ETF
5.13%6.08%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%
URTH
iShares MSCI World ETF
1.40%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.14%2.35%2.32%

Drawdowns

GXG vs. URTH - Drawdown Comparison

The maximum GXG drawdown since its inception was -78.88%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for GXG and URTH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-51.76%
0
GXG
URTH

Volatility

GXG vs. URTH - Volatility Comparison

Global X MSCI Colombia ETF (GXG) has a higher volatility of 4.82% compared to iShares MSCI World ETF (URTH) at 2.96%. This indicates that GXG's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.82%
2.96%
GXG
URTH