GXPE vs. VDE
GXPE (Global X PureCap MSCI Energy ETF) and VDE (Vanguard Energy ETF) are both Energy Equities funds - GXPE tracks the MSCI USA Energy PureCap Index while VDE tracks the MSCI US Investable Market Energy 25/50 Index. Both are passively managed. Over the past year, GXPE returned 42.07% vs 43.90% for VDE. Their 0.98 correlation means they have historically moved very closely together. GXPE charges 0.15%/yr vs 0.09%/yr for VDE.
Performance
GXPE vs. VDE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GXPE having a 34.48% return and VDE slightly higher at 35.06%.
GXPE
- 1D
- 0.83%
- 1M
- 12.27%
- 6M
- 17.67%
- YTD
- 34.48%
- 1Y
- 42.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 39.70%
VDE
- 1D
- 1.02%
- 1M
- 11.65%
- 6M
- 18.28%
- YTD
- 35.06%
- 1Y
- 43.90%
- 3Y*
- 14.78%
- 5Y*
- 23.63%
- 10Y*
- 10.12%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.82K | $19.84K | $23.45K | |
| $73.73M | $73.82M | $109.36M |
GXPE vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 34.48% | 4.62% |
VDE Vanguard Energy ETF | 35.06% | 6.69% |
Correlation
The correlation between GXPE and VDE is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.98 |
The correlation between GXPE and VDE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
GXPE vs. VDE — Risk / Return Rank
GXPE
VDE
GXPE vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.75 | -0.21 |
| Martin ratioReturn relative to average drawdown | 6.75 | 7.42 | -0.67 |
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Drawdowns
GXPE vs. VDE - Drawdown Comparison
The maximum GXPE drawdown since its inception was -15.73%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for GXPE and VDE.
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Drawdown Indicators
| GXPE | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.73% | -74.20% | +58.47% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -15.04% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -4.53% | -4.44% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -19.89% | +15.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 5.59% | +0.34% |
Volatility
GXPE vs. VDE - Volatility Comparison
Global X PureCap MSCI Energy ETF (GXPE) and Vanguard Energy ETF (VDE) have volatilities of 5.85% and 5.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GXPE | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.99% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 16.66% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.77% | 20.95% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 26.14% | -5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 29.90% | -9.26% |
GXPE vs. VDE - Expense Ratio Comparison
GXPE has a 0.15% expense ratio, which is higher than VDE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GXPE vs. VDE - Dividend Comparison
GXPE's dividend yield for the trailing twelve months is around 2.07%, less than VDE's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 2.07% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.40% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
With a correlation of 0.99, GXPE and VDE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VDE has higher volatility (5.99%) compared to GXPE (5.85%). In terms of maximum drawdown, GXPE dropped -15.73% vs VDE's -74.20%.
On 1-year performance, VDE leads with 43.90% vs 42.07% for GXPE. On fees, VDE is cheaper at 0.09% per year. On volatility, GXPE has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VDE has performed better with a 43.90% return vs 42.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDE is cheaper with a 0.09% expense ratio, compared with 0.15% for GXPE.
VDE has the higher dividend yield at 2.40%, compared with 2.07% for GXPE.
GXPE tracks MSCI USA Energy PureCap Index, while VDE tracks MSCI US Investable Market Energy 25/50 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.15% for GXPE and 0.09% for VDE.
VDE currently has the higher Sharpe Ratio (1.98 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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