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GXLC vs. DIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLC vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXLC achieves a 8.02% return, which is significantly lower than DIA's 8.54% return.


GXLC

1D
0.09%
1M
-2.00%
YTD
8.02%
6M
6.80%
1Y
3Y*
5Y*
10Y*

DIA

1D
-0.29%
1M
2.42%
YTD
8.54%
6M
7.10%
1Y
21.13%
3Y*
17.05%
5Y*
10.41%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLC vs. DIA - Yearly Performance Comparison


Correlation

The correlation between GXLC and DIA is 0.80, 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

0.80

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Return for Risk

GXLC vs. DIA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


DIA
DIA Risk / Return Rank: 5555
Overall Rank
DIA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 6161
Sortino Ratio Rank
DIA Omega Ratio Rank: 5454
Omega Ratio Rank
DIA Calmar Ratio Rank: 4949
Calmar Ratio Rank
DIA Martin Ratio Rank: 5454
Martin Ratio Rank
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.

GXLC vs. DIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.


GXLCDIADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

8.40

GXLC vs. DIA - Sharpe Ratio Comparison


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Drawdowns

GXLC vs. DIA - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for GXLC and DIA.


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Drawdown Indicators


GXLCDIADifference

Max Drawdown

Largest peak-to-trough decline

-9.08%

-51.87%

+42.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-3.31%

-0.44%

-2.87%

Average Drawdown

Average peak-to-trough decline

-1.57%

-7.13%

+5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

Volatility

GXLC vs. DIA - Volatility Comparison


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Volatility by Period


GXLCDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

12.35%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

14.82%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

17.52%

-3.77%

GXLC vs. DIA - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than DIA's 0.16% 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. DIA - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.65%, less than DIA's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
1.39%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%
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


GXLC and DIA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.16% for DIA.

DIA has the higher dividend yield at 1.39%, compared with 0.65% for GXLC.

GXLC tracks Solactive GBS United States 500 Index, while DIA tracks Dow Jones Industrial Average. They also come from different issuers: Global X and State Street. Their fees differ too: 0.02% for GXLC and 0.16% for DIA.

Portfolio Optimizer

Find the right allocation for GXLC and DIA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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