GXLC vs. AVUS

Last updated Aug 6, 2026

GXLC (Global X U.S. 500 ETF) and AVUS (Avantis U.S. Equity ETF) are both Large Cap Blend Equities funds. GXLC is passively managed, while AVUS is actively managed. Their 0.95 correlation means they have historically moved very closely together. GXLC charges 0.02%/yr vs 0.15%/yr for AVUS.

Performance

GXLC vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXLC achieves a 13.47% return, which is significantly lower than AVUS's 17.60% return.

GXLC

• 1D: -0.10%
• 1M: 2.41%
• 6M: 13.22%
• YTD: 13.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

AVUS

• 1D: -0.39%
• 1M: 2.26%
• 6M: 13.24%
• YTD: 17.60%
• 1Y: 28.84%
• 3Y*: 20.91%
• 5Y*: 13.06%
• 10Y*: —
• ALL TIME*: 16.49%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVUS Avantis U.S. Equity ETF	$33.98M	$38.08M	$43.26M
GXLC Global X U.S. 500 ETF	$13.68K	$22.15K	$18.83K

GXLC vs. AVUS - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	13.47%	3.22%
AVUS Avantis U.S. Equity ETF	17.60%	3.26%

Correlation

The correlation between GXLC and AVUS is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.95

Return for Risk

GXLC vs. AVUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AVUS

AVUS Risk / Return Rank: 86
AVUS Sharpe Ratio Rank: 86
AVUS Sortino Ratio Rank: 84
AVUS Omega Ratio Rank: 85
AVUS Calmar Ratio Rank: 86
AVUS Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXLC vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and Avantis U.S. Equity ETF (AVUS). 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.

	GXLC	AVUS	Difference
Sharpe ratio: Return per unit of total volatility	—	2.25	—
Sortino ratio: Return per unit of downside risk	—	3.08	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	3.69	—
Martin ratio: Return relative to average drawdown	—	16.28	—

Drawdowns

GXLC vs. AVUS - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GXLC and AVUS.

Drawdown Indicators

	GXLC	AVUS	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-37.04%	+27.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.19%	—
Current Drawdown Current decline from peak	-0.10%	-0.39%	+0.29%
Average Drawdown Average peak-to-trough decline	-1.56%	-4.99%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.78%	—

Volatility

Volatility by Period

	GXLC	AVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.07%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.71%	12.90%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.71%	17.34%	-3.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.71%	20.71%	-7.00%

GXLC vs. AVUS - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than AVUS's 0.15% 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

GXLC vs. AVUS - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.88%, less than AVUS's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	0.91%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
GXLC Global X U.S. 500 ETF	0.88%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXLC and AVUS in my portfolio?

With a correlation of 0.95, GXLC and AVUS 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.

Which ETF is better, GXLC or AVUS?

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, GXLC or AVUS?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.15% for AVUS.

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

AVUS has the higher dividend yield at 0.91%, compared with 0.88% for GXLC.

What is the main difference between GXLC and AVUS?

They also come from different issuers: Global X and Avantis. Their fees differ too: 0.02% for GXLC and 0.15% for AVUS.