GXLC vs. VV

Last updated Jun 27, 2026

GXLC (Global X U.S. 500 ETF) and VV (Vanguard Large-Cap ETF) are both Large Cap Blend Equities funds - GXLC tracks the Solactive GBS United States 500 Index while VV tracks the CRSP US Large Cap Index. Both are passively managed. With a 0.99 correlation, they move nearly in lockstep. GXLC charges 0.02%/yr vs 0.04%/yr for VV.

Performance

GXLC vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXLC achieves a 8.02% return, which is significantly higher than VV's 7.51% return.

GXLC

• 1D: 0.09%
• 1M: -2.00%
• YTD: 8.02%
• 6M: 6.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VV

• 1D: -0.29%
• 1M: -2.21%
• YTD: 7.51%
• 6M: 6.21%
• 1Y: 20.45%
• 3Y*: 20.58%
• 5Y*: 12.50%
• 10Y*: 15.58%

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

GXLC vs. VV - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	8.02%	3.22%
VV Vanguard Large-Cap ETF	7.51%	2.94%

Correlation

The correlation between GXLC and VV is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.99

Return for Risk

GXLC vs. VV — Risk / Return Rank

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

GXLC

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

VV

VV Risk / Return Rank: 53
VV Sharpe Ratio Rank: 53
VV Sortino Ratio Rank: 51
VV Omega Ratio Rank: 52
VV Calmar Ratio Rank: 50
VV Martin Ratio Rank: 61

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. VV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and Vanguard Large-Cap ETF (VV). 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	VV	Difference
Sharpe ratio: Return per unit of total volatility	—	1.63	—
Sortino ratio: Return per unit of downside risk	—	2.26	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.23	—
Martin ratio: Return relative to average drawdown	—	9.68	—

Drawdowns

GXLC vs. VV - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for GXLC and VV.

Drawdown Indicators

	GXLC	VV	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-54.81%	+45.73%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.97%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.28%	—
Current Drawdown Current decline from peak	-3.31%	-3.57%	+0.26%
Average Drawdown Average peak-to-trough decline	-1.57%	-6.82%	+5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.12%	—

Volatility

Volatility by Period

	GXLC	VV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.75%	12.59%	+1.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	17.32%	-3.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	18.20%	-4.45%

GXLC vs. VV - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than VV's 0.04% 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. VV - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.65%, less than VV's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VV Vanguard Large-Cap ETF	1.30%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Frequently Asked Questions

Can I hold both GXLC and VV in my portfolio?

With a correlation of 0.99, GXLC and VV 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 VV?

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 VV?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.04% for VV.

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

VV has the higher dividend yield at 1.30%, compared with 0.65% for GXLC.

What is the main difference between GXLC and VV?

GXLC tracks Solactive GBS United States 500 Index, while VV tracks CRSP US Large Cap Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.02% for GXLC and 0.04% for VV.