GXPE vs. ILIT
GXPE (Global X PureCap MSCI Energy ETF) and ILIT (Ishares Lithium Miners And Producers ETF) are both exchange-traded funds - GXPE is a Energy Equities fund tracking the MSCI USA Energy PureCap Index, while ILIT is a Lithium & Battery Metals fund tracking the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net. Both are passively managed. At a correlation of -0.03, they often move in opposite directions. GXPE charges 0.15%/yr vs 0.47%/yr for ILIT.
Performance
GXPE vs. ILIT - Performance Comparison
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Returns By Period
In the year-to-date period, GXPE achieves a 20.25% return, which is significantly higher than ILIT's 15.46% return.
GXPE
- 1D
- -1.80%
- 1M
- -9.28%
- YTD
- 20.25%
- 6M
- 21.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILIT
- 1D
- 0.25%
- 1M
- -10.55%
- YTD
- 15.46%
- 6M
- 11.03%
- 1Y
- 137.27%
- 3Y*
- -6.48%
- 5Y*
- —
- 10Y*
- —
GXPE vs. ILIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 20.25% | 4.62% |
ILIT Ishares Lithium Miners And Producers ETF | 15.46% | 63.89% |
Correlation
The correlation between GXPE and ILIT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | -0.03 |
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Return for Risk
GXPE vs. ILIT — Risk / Return Rank
GXPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILIT
GXPE vs. ILIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and Ishares Lithium Miners And Producers ETF (ILIT). 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.
| GXPE | ILIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.18 | — |
| Martin ratioReturn relative to average drawdown | — | 14.25 | — |
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Drawdowns
GXPE vs. ILIT - Drawdown Comparison
The maximum GXPE drawdown since its inception was -14.89%, smaller than the maximum ILIT drawdown of -73.69%. Use the drawdown chart below to compare losses from any high point for GXPE and ILIT.
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Drawdown Indicators
| GXPE | ILIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.89% | -73.69% | +58.80% |
Max Drawdown (1Y)Largest decline over 1 year | — | -26.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -73.69% | — |
Current DrawdownCurrent decline from peak | -14.64% | -24.46% | +9.82% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -45.37% | +41.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.67% | — |
Volatility
GXPE vs. ILIT - Volatility Comparison
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Volatility by Period
| GXPE | ILIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 35.31% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 50.74% | -30.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 41.99% | -21.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.74% | 41.99% | -21.25% |
GXPE vs. ILIT - Expense Ratio Comparison
GXPE has a 0.15% expense ratio, which is lower than ILIT's 0.47% expense ratio.
Dividends
GXPE vs. ILIT - Dividend Comparison
GXPE's dividend yield for the trailing twelve months is around 1.00%, less than ILIT's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 1.00% | 1.20% | 0.00% | 0.00% |
ILIT Ishares Lithium Miners And Producers ETF | 1.78% | 2.27% | 6.48% | 0.69% |
Frequently Asked Questions
GXPE and ILIT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXPE is cheaper with a 0.15% expense ratio, compared with 0.47% for ILIT.
ILIT has the higher dividend yield at 1.78%, compared with 1.00% for GXPE.
GXPE is categorized as Energy Equities, while ILIT is Lithium & Battery Metals. GXPE tracks MSCI USA Energy PureCap Index, while ILIT tracks STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net. They also come from different issuers: Global X and iShares. Their fees differ too: 0.15% for GXPE and 0.47% for ILIT.
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