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GXPE vs. RCTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPE vs. RCTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Energy ETF (GXPE) and First Trust Bloomberg Nuclear Power ETF (RCTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXPE achieves a 20.25% return, which is significantly higher than RCTR's 5.47% return.


GXPE

1D
-1.80%
1M
-9.28%
YTD
20.25%
6M
21.31%
1Y
3Y*
5Y*
10Y*

RCTR

1D
-0.93%
1M
-4.85%
YTD
5.47%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPE vs. RCTR - Yearly Performance Comparison


Correlation

The correlation between GXPE and RCTR is -0.09, 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 31, 2025

-0.09

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Return for Risk

GXPE vs. RCTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and First Trust Bloomberg Nuclear Power ETF (RCTR). 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. RCTR - Sharpe Ratio Comparison


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Drawdowns

GXPE vs. RCTR - Drawdown Comparison

The maximum GXPE drawdown since its inception was -14.89%, smaller than the maximum RCTR drawdown of -16.86%. Use the drawdown chart below to compare losses from any high point for GXPE and RCTR.


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Drawdown Indicators


GXPERCTRDifference

Max Drawdown

Largest peak-to-trough decline

-14.89%

-16.86%

+1.97%

Current Drawdown

Current decline from peak

-14.64%

-12.21%

-2.43%

Average Drawdown

Average peak-to-trough decline

-3.66%

-5.05%

+1.39%

Volatility

GXPE vs. RCTR - Volatility Comparison


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Volatility by Period


GXPERCTRDifference

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

26.99%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

26.99%

-6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.74%

26.99%

-6.25%

GXPE vs. RCTR - Expense Ratio Comparison

GXPE has a 0.15% expense ratio, which is lower than RCTR's 0.70% expense ratio.


Dividends

GXPE vs. RCTR - Dividend Comparison

GXPE's dividend yield for the trailing twelve months is around 1.00%, more than RCTR's 0.42% yield.


Frequently Asked Questions


GXPE and RCTR have a correlation of -0.09, 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 0.70% for RCTR.

GXPE has the higher dividend yield at 1.00%, compared with 0.42% for RCTR.

GXPE tracks MSCI USA Energy PureCap Index, while RCTR tracks Bloomberg Nuclear Power Index. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.15% for GXPE and 0.70% for RCTR.

Portfolio Optimizer

Find the right allocation for GXPE and RCTR

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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