GXLC vs. URA

Last updated Jun 6, 2026

GXLC (Global X U.S. 500 ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - GXLC is a Large Cap Blend Equities fund tracking the Solactive GBS United States 500 Index, while URA is a Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. A 0.59 correlation means they provide meaningful diversification when combined. GXLC charges 0.02%/yr vs 0.69%/yr for URA.

Performance

GXLC vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and Global X Uranium ETF (URA). 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 URA's 6.04% return.

GXLC

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

URA

• 1D: -9.88%
• 1M: -22.23%
• YTD: 6.04%
• 6M: -0.93%
• 1Y: 43.12%
• 3Y*: 33.77%
• 5Y*: 18.83%
• 10Y*: 15.20%

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

GXLC vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	8.50%	3.22%
URA Global X Uranium ETF	6.04%	-7.86%

Correlation

The correlation between GXLC and URA is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 25, 2025	0.59

Return for Risk

GXLC vs. URA — Risk / Return Rank

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

URA

URA Risk / Return Rank: 27
URA Sharpe Ratio Rank: 25
URA Sortino Ratio Rank: 27
URA Omega Ratio Rank: 25
URA Calmar Ratio Rank: 32
URA Martin Ratio Rank: 24

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. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and Global X Uranium ETF (URA). 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	URA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.85	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	-0.07	+1.37

Drawdowns

GXLC vs. URA - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GXLC and URA.

Drawdown Indicators

	GXLC	URA	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-93.54%	+84.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-28.43%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-37.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.45%	—
Current Drawdown Current decline from peak	-2.88%	-48.58%	+45.70%
Average Drawdown Average peak-to-trough decline	-1.50%	-74.99%	+73.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	13.56%	—

Volatility

Volatility by Period

	GXLC	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	39.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.63%	51.13%	-37.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	43.81%	-30.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.63%	37.83%	-24.20%

GXLC vs. URA - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

GXLC vs. URA - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.64%, less than URA's 4.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URA Global X Uranium ETF	4.60%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both GXLC and URA in my portfolio?

GXLC and URA have a correlation of 0.59, 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 URA?

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 URA?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.69% for URA.

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

URA has the higher dividend yield at 4.60%, compared with 0.64% for GXLC.

What is the main difference between GXLC and URA?

GXLC is categorized as Large Cap Blend Equities, while URA is Commodity Producers Equities. GXLC tracks Solactive GBS United States 500 Index, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. Their fees differ too: 0.02% for GXLC and 0.69% for URA.