GXLC vs. DIA
GXLC (Global X U.S. 500 ETF) and DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) are both Large Cap Blend Equities funds - GXLC tracks the Solactive GBS United States 500 Index while DIA tracks the Dow Jones Industrial Average. Both are passively managed. Their correlation of 0.80 suggests significant overlap in exposure. GXLC charges 0.02%/yr vs 0.16%/yr for DIA.
Performance
GXLC vs. DIA - Performance Comparison
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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%
GXLC vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXLC Global X U.S. 500 ETF | 8.02% | 3.22% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 8.54% | 4.22% |
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
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DIA
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.
| GXLC | DIA | Difference | |
|---|---|---|---|
| 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 | — |
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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
| GXLC | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.31% | -0.44% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -7.13% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.52% | — |
Volatility
GXLC vs. DIA - Volatility Comparison
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Volatility by Period
| GXLC | DIA | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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