GXPE vs. UMI
GXPE (Global X PureCap MSCI Energy ETF) and UMI (USCF Midstream Energy Income Fund ETF) are both Energy Equities funds. GXPE is passively managed, while UMI is actively managed. A 0.66 correlation means they provide meaningful diversification when combined. GXPE charges 0.15%/yr vs 0.85%/yr for UMI.
Performance
GXPE vs. UMI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GXPE having a 28.48% return and UMI slightly lower at 27.88%.
GXPE
- 1D
- 1.03%
- 1M
- 4.22%
- 6M
- 20.71%
- YTD
- 28.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UMI
- 1D
- 1.18%
- 1M
- 5.45%
- 6M
- 26.23%
- YTD
- 27.88%
- 1Y
- 31.97%
- 3Y*
- 27.71%
- 5Y*
- 22.94%
- 10Y*
- —
GXPE vs. UMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 28.48% | 4.62% |
UMI USCF Midstream Energy Income Fund ETF | 27.88% | 4.10% |
Correlation
The correlation between GXPE and UMI is 0.66, 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 | 0.66 |
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Return for Risk
GXPE vs. UMI — Risk / Return Rank
GXPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UMI
GXPE vs. UMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and USCF Midstream Energy Income Fund ETF (UMI). 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 | UMI | 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 | — | 4.28 | — |
| Martin ratioReturn relative to average drawdown | — | 10.78 | — |
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Drawdowns
GXPE vs. UMI - Drawdown Comparison
The maximum GXPE drawdown since its inception was -15.73%, smaller than the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for GXPE and UMI.
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Drawdown Indicators
| GXPE | UMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.73% | -48.08% | +32.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.50% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.05% | — |
Current DrawdownCurrent decline from peak | -8.79% | -0.59% | -8.20% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -6.56% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.97% | — |
Volatility
GXPE vs. UMI - Volatility Comparison
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Volatility by Period
| GXPE | UMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.77% | 14.60% | +6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 19.46% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.77% | 23.13% | -2.36% |
GXPE vs. UMI - Expense Ratio Comparison
GXPE has a 0.15% expense ratio, which is lower than UMI's 0.85% expense ratio.
Dividends
GXPE vs. UMI - Dividend Comparison
GXPE's dividend yield for the trailing twelve months is around 2.17%, less than UMI's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 2.17% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 5.74% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% |
Frequently Asked Questions
GXPE and UMI have a correlation of 0.66, 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 0.85% for UMI.
UMI has the higher dividend yield at 5.74%, compared with 2.17% for GXPE.
They also come from different issuers: Global X and Wainwright, Inc.. Their fees differ too: 0.15% for GXPE and 0.85% for UMI.
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