GXPD vs. BEDZ

Last updated Jun 23, 2026

GXPD (Global X PureCap MSCI Consumer Discretionary ETF) and BEDZ (AdvisorShares Hotel ETF) are both Consumer Discretionary Equities funds. GXPD is passively managed, while BEDZ is actively managed. A 0.59 correlation means they provide meaningful diversification when combined. GXPD charges 0.15%/yr vs 0.99%/yr for BEDZ.

Performance

GXPD vs. BEDZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Consumer Discretionary ETF (GXPD) and AdvisorShares Hotel ETF (BEDZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXPD achieves a -3.65% return, which is significantly lower than BEDZ's 10.65% return.

GXPD

• 1D: -2.25%
• 1M: -5.65%
• YTD: -3.65%
• 6M: -5.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEDZ

• 1D: -1.07%
• 1M: 9.40%
• YTD: 10.65%
• 6M: 7.48%
• 1Y: 25.12%
• 3Y*: 16.24%
• 5Y*: 8.86%
• 10Y*: —

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

GXPD vs. BEDZ - Yearly Performance Comparison

	2026 (YTD)	2025
GXPD Global X PureCap MSCI Consumer Discretionary ETF	-3.65%	5.36%
BEDZ AdvisorShares Hotel ETF	10.65%	0.07%

Correlation

The correlation between GXPD and BEDZ 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 Jul 23, 2025	0.59

Return for Risk

GXPD vs. BEDZ — Risk / Return Rank

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

GXPD

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

BEDZ

BEDZ Risk / Return Rank: 37
BEDZ Sharpe Ratio Rank: 36
BEDZ Sortino Ratio Rank: 38
BEDZ Omega Ratio Rank: 33
BEDZ Calmar Ratio Rank: 43
BEDZ Martin Ratio Rank: 34

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.

GXPD vs. BEDZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Discretionary ETF (GXPD) and AdvisorShares Hotel ETF (BEDZ). 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.

	GXPD	BEDZ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.24	—
Sortino ratio: Return per unit of downside risk	—	1.90	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	2.09	—
Martin ratio: Return relative to average drawdown	—	4.91	—

Drawdowns

GXPD vs. BEDZ - Drawdown Comparison

The maximum GXPD drawdown since its inception was -16.61%, smaller than the maximum BEDZ drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for GXPD and BEDZ.

Drawdown Indicators

	GXPD	BEDZ	Difference
Max Drawdown Largest peak-to-trough decline	-16.61%	-29.70%	+13.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.06%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-28.31%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.70%	—
Current Drawdown Current decline from peak	-8.13%	-1.07%	-7.06%
Average Drawdown Average peak-to-trough decline	-4.38%	-8.01%	+3.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.13%	—

Volatility

Volatility by Period

	GXPD	BEDZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.41%	20.43%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.41%	24.89%	-4.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.41%	24.79%	-4.38%

GXPD vs. BEDZ - Expense Ratio Comparison

GXPD has a 0.15% expense ratio, which is lower than BEDZ's 0.99% expense ratio.

Dividends

GXPD vs. BEDZ - Dividend Comparison

GXPD's dividend yield for the trailing twelve months is around 0.20%, less than BEDZ's 2.09% yield.

Position	TTM	2025	2024	2023	2022	2021
BEDZ AdvisorShares Hotel ETF	2.09%	2.31%	0.00%	1.67%	0.21%	0.36%
GXPD Global X PureCap MSCI Consumer Discretionary ETF	0.20%	0.19%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXPD and BEDZ in my portfolio?

GXPD and BEDZ 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, GXPD or BEDZ?

On fees, GXPD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GXPD or BEDZ?

GXPD is cheaper with a 0.15% expense ratio, compared with 0.99% for BEDZ.

Which ETF pays a higher dividend yield, GXPD or BEDZ?

BEDZ has the higher dividend yield at 2.09%, compared with 0.20% for GXPD.

What is the main difference between GXPD and BEDZ?

They also come from different issuers: Global X and AdvisorShares. Their fees differ too: 0.15% for GXPD and 0.99% for BEDZ.