GXLC vs. QUS
GXLC (Global X U.S. 500 ETF) and QUS (State Street SPDR MSCI USA StrategicFactors ETF) are both Large Cap Blend Equities funds - GXLC tracks the Solactive GBS United States 500 Index while QUS tracks the MSCI USA Factor Mix A-Series Capped Index. Both are passively managed. Their correlation of 0.81 means they have usually moved in the same direction. GXLC charges 0.02%/yr vs 0.15%/yr for QUS.
Performance
GXLC vs. QUS - 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 QUS's 11.79% return.
GXLC
- 1D
- -0.10%
- 1M
- 2.41%
- 6M
- 13.22%
- YTD
- 13.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QUS
- 1D
- 0.02%
- 1M
- 2.61%
- 6M
- 9.40%
- YTD
- 11.79%
- 1Y
- 20.72%
- 3Y*
- 17.66%
- 5Y*
- 11.08%
- 10Y*
- 13.70%
- ALL TIME*
- 12.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.68K | $22.15K | $18.83K | |
| $3.07M | $4.72M | $3.42M |
GXLC vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXLC Global X U.S. 500 ETF | 13.47% | 3.22% |
QUS State Street SPDR MSCI USA StrategicFactors ETF | 11.79% | 3.25% |
Correlation
The correlation between GXLC and QUS is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.81 |
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Return for Risk
GXLC vs. QUS — Risk / Return Rank
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QUS
GXLC vs. QUS - 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 MSCI USA StrategicFactors ETF (QUS). 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 | QUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.41 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.04 | — |
| Martin ratioReturn relative to average drawdown | — | 13.56 | — |
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Drawdowns
GXLC vs. QUS - Drawdown Comparison
The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for GXLC and QUS.
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Drawdown Indicators
| GXLC | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.08% | -33.78% | +24.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -3.66% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.53% | — |
Volatility
GXLC vs. QUS - Volatility Comparison
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Volatility by Period
| GXLC | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.76% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.06% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 9.21% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.71% | 14.33% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.71% | 16.40% | -2.69% |
GXLC vs. QUS - Expense Ratio Comparison
GXLC has a 0.02% expense ratio, which is lower than QUS's 0.15% 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. QUS - Dividend Comparison
GXLC's dividend yield for the trailing twelve months is around 0.88%, less than QUS's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QUS State Street SPDR MSCI USA StrategicFactors ETF | 1.25% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
Frequently Asked Questions
GXLC and QUS have a correlation of 0.81, 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 0.15% for QUS.
QUS has the higher dividend yield at 1.25%, compared with 0.88% for GXLC.
GXLC tracks Solactive GBS United States 500 Index, while QUS tracks MSCI USA Factor Mix A-Series Capped Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.02% for GXLC and 0.15% for QUS.
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