GXLC vs. DJUN

Last updated Jun 6, 2026

GXLC (Global X U.S. 500 ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - GXLC tracks the Solactive GBS United States 500 Index while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Their correlation of 0.90 suggests significant overlap in exposure. GXLC charges 0.02%/yr vs 0.85%/yr for DJUN.

Performance

GXLC vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXLC achieves a 8.50% return, which is significantly higher than DJUN's 3.72% return.

GXLC

• 1D: -2.61%
• 1M: 0.60%
• YTD: 8.50%
• 6M: 8.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJUN

• 1D: -0.06%
• 1M: 0.58%
• YTD: 3.72%
• 6M: 4.31%
• 1Y: 11.61%
• 3Y*: 11.32%
• 5Y*: 8.18%
• 10Y*: —

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

GXLC vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	8.50%	3.22%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	3.72%	2.10%

Correlation

The correlation between GXLC and DJUN is 0.90, 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 25, 2025	0.90

Return for Risk

GXLC vs. DJUN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DJUN

DJUN Risk / Return Rank: 85
DJUN Sharpe Ratio Rank: 78
DJUN Sortino Ratio Rank: 85
DJUN Omega Ratio Rank: 90
DJUN Calmar Ratio Rank: 77
DJUN Martin Ratio Rank: 92

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. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.

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

Sharpe Ratios by Period

	GXLC	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.38	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	1.04	+0.26

Drawdowns

GXLC vs. DJUN - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for GXLC and DJUN.

Drawdown Indicators

	GXLC	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-11.96%	+2.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	-2.88%	-0.06%	-2.82%
Average Drawdown Average peak-to-trough decline	-1.50%	-1.59%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.53%	—

Volatility

Volatility by Period

	GXLC	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.63%	4.98%	+8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	8.51%	+5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.63%	8.05%	+5.58%

GXLC vs. DJUN - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than DJUN's 0.85% expense ratio.

Dividends

GXLC vs. DJUN - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.64%, while DJUN has not paid dividends to shareholders.

Position	TTM	2025
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	0.00%	0.00%
GXLC Global X U.S. 500 ETF	0.64%	0.30%

Frequently Asked Questions

Can I hold both GXLC and DJUN in my portfolio?

With a correlation of 0.90, GXLC and DJUN 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 DJUN?

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 DJUN?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.85% for DJUN.

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

GXLC has the higher dividend yield at 0.64%, compared with 0.00% for DJUN.

What is the main difference between GXLC and DJUN?

GXLC tracks Solactive GBS United States 500 Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.02% for GXLC and 0.85% for DJUN.