GXLC vs. EQL
GXLC (Global X U.S. 500 ETF) and EQL (ALPS Equal Sector Weight ETF) are both Large Cap Blend Equities funds - GXLC tracks the Solactive GBS United States 500 Index while EQL tracks the NYSE Equal Sector Weight Index. Both are passively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. GXLC charges 0.02%/yr vs 0.27%/yr for EQL.
Performance
GXLC vs. EQL - Performance Comparison
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Returns By Period
In the year-to-date period, GXLC achieves a 13.47% return, which is significantly higher than EQL's 12.36% return.
GXLC
- 1D
- -0.10%
- 1M
- 2.41%
- 6M
- 13.22%
- YTD
- 13.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EQL
- 1D
- -0.25%
- 1M
- 1.57%
- 6M
- 7.31%
- YTD
- 12.36%
- 1Y
- 19.04%
- 3Y*
- 15.88%
- 5Y*
- 10.78%
- 10Y*
- 12.45%
- ALL TIME*
- 13.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.29M | $2.86M | $2.72M | |
| $13.68K | $22.15K | $18.83K |
GXLC vs. EQL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXLC Global X U.S. 500 ETF | 13.47% | 3.22% |
EQL ALPS Equal Sector Weight ETF | 12.36% | 1.84% |
Correlation
The correlation between GXLC and EQL is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.72 |
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Return for Risk
GXLC vs. EQL — Risk / Return Rank
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EQL
GXLC vs. EQL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and ALPS Equal Sector Weight ETF (EQL). 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 | EQL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.09 | — |
| Martin ratioReturn relative to average drawdown | — | 12.10 | — |
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Drawdowns
GXLC vs. EQL - Drawdown Comparison
The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for GXLC and EQL.
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Drawdown Indicators
| GXLC | EQL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.08% | -35.65% | +26.57% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.19% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.24% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.65% | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.25% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -3.23% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.58% | — |
Volatility
GXLC vs. EQL - Volatility Comparison
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Volatility by Period
| GXLC | EQL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 9.43% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.71% | 14.52% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.71% | 16.49% | -2.78% |
GXLC vs. EQL - Expense Ratio Comparison
GXLC has a 0.02% expense ratio, which is lower than EQL's 0.27% 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. EQL - Dividend Comparison
GXLC's dividend yield for the trailing twelve months is around 0.88%, less than EQL's 1.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQL ALPS Equal Sector Weight ETF | 1.33% | 1.73% | 1.78% | 1.96% | 2.14% | 1.69% | 2.29% | 1.95% | 2.39% | 1.97% | 2.89% | 2.07% |
GXLC Global X U.S. 500 ETF | 0.88% | 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 EQL have a correlation of 0.72, 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 0.27% for EQL.
EQL has the higher dividend yield at 1.33%, compared with 0.88% for GXLC.
GXLC tracks Solactive GBS United States 500 Index, while EQL tracks NYSE Equal Sector Weight Index. They also come from different issuers: Global X and SS&C. Their fees differ too: 0.02% for GXLC and 0.27% for EQL.
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