GXLC vs. DJD
GXLC (Global X U.S. 500 ETF) and DJD (Invesco Dow Jones Industrial Average Dividend ETF) are both exchange-traded funds - GXLC is a Large Cap Blend Equities fund tracking the Solactive GBS United States 500 Index, while DJD is a Large Cap Value Equities fund tracking the Dow Jones Industrial Average Yield Weighted Index. Both are passively managed. At a 0.45 correlation, their price movements are largely independent. GXLC charges 0.02%/yr vs 0.07%/yr for DJD.
Performance
GXLC vs. DJD - Performance Comparison
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Returns By Period
In the year-to-date period, GXLC achieves a 7.92% return, which is significantly lower than DJD's 12.60% return.
GXLC
- 1D
- -0.03%
- 1M
- -2.12%
- YTD
- 7.92%
- 6M
- 6.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJD
- 1D
- 0.67%
- 1M
- 2.11%
- YTD
- 12.60%
- 6M
- 11.84%
- 1Y
- 24.69%
- 3Y*
- 18.11%
- 5Y*
- 11.07%
- 10Y*
- 12.77%
GXLC vs. DJD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXLC Global X U.S. 500 ETF | 7.92% | 3.22% |
DJD Invesco Dow Jones Industrial Average Dividend ETF | 12.60% | 5.02% |
Correlation
The correlation between GXLC and DJD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.45 |
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Return for Risk
GXLC vs. DJD — Risk / Return Rank
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJD
GXLC vs. DJD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). 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 | DJD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.40 | — |
| Martin ratioReturn relative to average drawdown | — | 12.93 | — |
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Drawdowns
GXLC vs. DJD - Drawdown Comparison
The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum DJD drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for GXLC and DJD.
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Drawdown Indicators
| GXLC | DJD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.08% | -34.66% | +25.58% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.64% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.66% | — |
Current DrawdownCurrent decline from peak | -3.40% | 0.00% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -3.73% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.91% | — |
Volatility
GXLC vs. DJD - Volatility Comparison
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Volatility by Period
| GXLC | DJD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.65% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.49% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 10.21% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 13.31% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 16.59% | -2.81% |
GXLC vs. DJD - Expense Ratio Comparison
GXLC has a 0.02% expense ratio, which is lower than DJD's 0.07% 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. DJD - Dividend Comparison
GXLC's dividend yield for the trailing twelve months is around 0.65%, less than DJD's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 2.47% | 2.62% | 3.00% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 2.75% | 2.46% | 0.08% |
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 DJD have a correlation of 0.45, 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 0.07% for DJD.
DJD has the higher dividend yield at 2.47%, compared with 0.65% for GXLC.
GXLC is categorized as Large Cap Blend Equities, while DJD is Large Cap Value Equities. GXLC tracks Solactive GBS United States 500 Index, while DJD tracks Dow Jones Industrial Average Yield Weighted Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.02% for GXLC and 0.07% for DJD.
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