GXPE vs. LITP

Last updated Jul 17, 2026

GXPE (Global X PureCap MSCI Energy ETF) and LITP (Sprott Lithium Miners ETF) are both exchange-traded funds - GXPE is a Energy Equities fund tracking the MSCI USA Energy PureCap Index, while LITP is a Lithium & Battery Metals fund tracking the Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross. Both are passively managed. At a correlation of -0.04, they often move in opposite directions. GXPE charges 0.15%/yr vs 0.65%/yr for LITP.

Performance

GXPE vs. LITP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Energy ETF (GXPE) and Sprott Lithium Miners ETF (LITP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXPE achieves a 28.48% return, which is significantly higher than LITP's -11.53% return.

GXPE

• 1D: 1.03%
• 1M: 4.22%
• 6M: 20.71%
• YTD: 28.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LITP

• 1D: -4.72%
• 1M: -27.92%
• 6M: -29.22%
• YTD: -11.53%
• 1Y: 75.34%
• 3Y*: -13.80%
• 5Y*: —
• 10Y*: —

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

GXPE vs. LITP - Yearly Performance Comparison

	2026 (YTD)	2025
GXPE Global X PureCap MSCI Energy ETF	28.48%	4.62%
LITP Sprott Lithium Miners ETF	-11.53%	67.56%

Correlation

The correlation between GXPE and LITP is -0.04, 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	-0.04

Return for Risk

GXPE vs. LITP — Risk / Return Rank

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

GXPE

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

LITP

LITP Risk / Return Rank: 43
LITP Sharpe Ratio Rank: 43
LITP Sortino Ratio Rank: 45
LITP Omega Ratio Rank: 40
LITP Calmar Ratio Rank: 44
LITP Martin Ratio Rank: 41

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.

GXPE vs. LITP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and Sprott Lithium Miners ETF (LITP). 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	LITP	Difference
Sharpe ratio: Return per unit of total volatility	—	1.26	—
Sortino ratio: Return per unit of downside risk	—	1.89	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	1.83	—
Martin ratio: Return relative to average drawdown	—	5.26	—

Drawdowns

GXPE vs. LITP - Drawdown Comparison

The maximum GXPE drawdown since its inception was -15.73%, smaller than the maximum LITP drawdown of -74.94%. Use the drawdown chart below to compare losses from any high point for GXPE and LITP.

Drawdown Indicators

	GXPE	LITP	Difference
Max Drawdown Largest peak-to-trough decline	-15.73%	-74.94%	+59.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-41.33%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-73.84%	—
Current Drawdown Current decline from peak	-8.79%	-41.33%	+32.54%
Average Drawdown Average peak-to-trough decline	-4.21%	-42.27%	+38.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.36%	—

Volatility

Volatility by Period

	GXPE	LITP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	41.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.77%	60.01%	-39.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.77%	47.74%	-26.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.77%	47.74%	-26.97%

GXPE vs. LITP - Expense Ratio Comparison

GXPE has a 0.15% expense ratio, which is lower than LITP's 0.65% expense ratio.

Dividends

GXPE vs. LITP - Dividend Comparison

GXPE's dividend yield for the trailing twelve months is around 2.17%, less than LITP's 8.37% yield.

Position	TTM	2025	2024	2023
GXPE Global X PureCap MSCI Energy ETF	2.17%	1.20%	0.00%	0.00%
LITP Sprott Lithium Miners ETF	8.37%	7.41%	6.55%	2.80%

Frequently Asked Questions

Can I hold both GXPE and LITP in my portfolio?

GXPE and LITP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GXPE or LITP?

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.

Which ETF is cheaper, GXPE or LITP?

GXPE is cheaper with a 0.15% expense ratio, compared with 0.65% for LITP.

Which ETF pays a higher dividend yield, GXPE or LITP?

LITP has the higher dividend yield at 8.37%, compared with 2.17% for GXPE.

What is the main difference between GXPE and LITP?

GXPE is categorized as Energy Equities, while LITP is Lithium & Battery Metals. GXPE tracks MSCI USA Energy PureCap Index, while LITP tracks Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross. They also come from different issuers: Global X and Sprott. Their fees differ too: 0.15% for GXPE and 0.65% for LITP.