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. A 0.79 correlation means they provide meaningful diversification when combined. GXLC charges 0.02%/yr vs 0.16%/yr for DIA.
Performance
GXLC vs. DIA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GXLC having a 10.49% return and DIA slightly lower at 10.03%.
GXLC
- 1D
- -0.62%
- 1M
- 0.15%
- 6M
- 9.05%
- YTD
- 10.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIA
- 1D
- -0.21%
- 1M
- 0.92%
- 6M
- 6.93%
- YTD
- 10.03%
- 1Y
- 20.45%
- 3Y*
- 16.83%
- 5Y*
- 10.55%
- 10Y*
- 13.14%
GXLC vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXLC Global X U.S. 500 ETF | 10.49% | 3.22% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 10.03% | 4.22% |
Correlation
The correlation between GXLC and DIA is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.79 |
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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 | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.10 | — |
| Martin ratioReturn relative to average drawdown | — | 8.14 | — |
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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 | -1.09% | -0.99% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -7.11% | +5.57% |
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 | — | 2.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.63% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 12.23% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 14.82% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 17.50% | -3.97% |
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 0.63%, less than DIA's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 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 | 0.63% | 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 0.79, 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 1.37%, compared with 0.63% 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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