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GXPE vs. PWRZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPE vs. PWRZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Energy ETF (GXPE) and TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GXPE

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

PWRZ

1D
-0.93%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPE vs. PWRZ - Yearly Performance Comparison


Correlation

The correlation between GXPE and PWRZ is 0.00, 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 10, 2026

0.00

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Return for Risk

GXPE vs. PWRZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). 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.


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

GXPE vs. PWRZ - Sharpe Ratio Comparison


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Drawdowns

GXPE vs. PWRZ - Drawdown Comparison

The maximum GXPE drawdown since its inception was -15.73%, which is greater than PWRZ's maximum drawdown of -1.21%. Use the drawdown chart below to compare losses from any high point for GXPE and PWRZ.


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Drawdown Indicators


GXPEPWRZDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-1.21%

-14.52%

Current Drawdown

Current decline from peak

-8.79%

-1.21%

-7.58%

Average Drawdown

Average peak-to-trough decline

-4.21%

-0.42%

-3.79%

Volatility

GXPE vs. PWRZ - Volatility Comparison


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Volatility by Period


GXPEPWRZDifference

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

12.75%

+8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

12.75%

+8.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.77%

12.75%

+8.02%

GXPE vs. PWRZ - Expense Ratio Comparison

GXPE has a 0.15% expense ratio, which is lower than PWRZ's 0.75% expense ratio.


Dividends

GXPE vs. PWRZ - Dividend Comparison

GXPE's dividend yield for the trailing twelve months is around 2.17%, while PWRZ has not paid dividends to shareholders.


Frequently Asked Questions


GXPE and PWRZ have a correlation of 0.00, 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 0.75% for PWRZ.

GXPE has the higher dividend yield at 2.17%, compared with 0.00% for PWRZ.

They also come from different issuers: Global X and TrueShares. Their fees differ too: 0.15% for GXPE and 0.75% for PWRZ.

Portfolio Optimizer

Find the right allocation for GXPE and PWRZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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