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GXPS vs. FSTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXPS vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Consumer Staples ETF (GXPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

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GXPS vs. FSTA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GXPS achieves a 7.90% return, which is significantly higher than FSTA's 6.98% return.


GXPS

1D
0.02%
1M
-7.32%
YTD
7.90%
6M
7.86%
1Y
3Y*
5Y*
10Y*

FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXPS vs. FSTA - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is higher than FSTA's 0.08% 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%.


Return for Risk

GXPS vs. FSTA — Risk / Return Rank

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

GXPS

FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
Martin Ratio Rank
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.

GXPS vs. FSTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.


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

GXPS vs. FSTA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXPSFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.63

+0.04

Correlation

The correlation between GXPS and FSTA is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GXPS vs. FSTA - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.55%, less than FSTA's 2.22% yield.


TTM20252024202320222021202020192018201720162015
GXPS
Global X PureCap MSCI Consumer Staples ETF
0.55%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%

Drawdowns

GXPS vs. FSTA - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum FSTA drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for GXPS and FSTA.


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Drawdown Indicators


GXPSFSTADifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-25.13%

+15.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

Current Drawdown

Current decline from peak

-7.32%

-7.53%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.40%

-3.51%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

Volatility

GXPS vs. FSTA - Volatility Comparison


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Volatility by Period


GXPSFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

13.69%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

12.94%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.37%

14.50%

-1.13%