GXLC vs. FTIF

Last updated Jun 6, 2026

GXLC (Global X U.S. 500 ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - GXLC tracks the Solactive GBS United States 500 Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. At a 0.44 correlation, their price movements are largely independent. GXLC charges 0.02%/yr vs 0.60%/yr for FTIF.

Performance

GXLC vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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 lower than FTIF's 22.76% return.

GXLC

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

FTIF

• 1D: -2.58%
• 1M: -1.85%
• YTD: 22.76%
• 6M: 21.08%
• 1Y: 34.54%
• 3Y*: 14.90%
• 5Y*: —
• 10Y*: —

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

GXLC vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	8.50%	3.22%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	22.76%	3.79%

Correlation

The correlation between GXLC and FTIF is 0.44, 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 25, 2025	0.44

Return for Risk

GXLC vs. FTIF — Risk / Return Rank

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

FTIF

FTIF Risk / Return Rank: 80
FTIF Sharpe Ratio Rank: 75
FTIF Sortino Ratio Rank: 74
FTIF Omega Ratio Rank: 71
FTIF Calmar Ratio Rank: 93
FTIF Martin Ratio Rank: 89

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. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	0.70	+0.60

Drawdowns

GXLC vs. FTIF - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for GXLC and FTIF.

Drawdown Indicators

	GXLC	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-27.83%	+18.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.46%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.83%	—
Current Drawdown Current decline from peak	-2.88%	-2.91%	+0.03%
Average Drawdown Average peak-to-trough decline	-1.50%	-5.99%	+4.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.85%	—

Volatility

Volatility by Period

	GXLC	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.63%	15.17%	-1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	18.99%	-5.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.63%	18.99%	-5.36%

GXLC vs. FTIF - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

GXLC vs. FTIF - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.64%, less than FTIF's 1.14% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.14%	1.45%	2.88%	1.55%
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXLC and FTIF in my portfolio?

GXLC and FTIF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GXLC or FTIF?

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 FTIF?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.14%, compared with 0.64% for GXLC.

What is the main difference between GXLC and FTIF?

GXLC tracks Solactive GBS United States 500 Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.02% for GXLC and 0.60% for FTIF.