GXPS vs. FSTA

Last updated Jun 4, 2026

GXPS (Global X PureCap MSCI Consumer Staples ETF) and FSTA (Fidelity MSCI Consumer Staples Index ETF) are both Consumer Staples Equities funds - GXPS tracks the MSCI USA Consumer Staples Index while FSTA tracks the MSCI USA IMI Consumer Staples Index. Both are passively managed. With a 0.95 correlation, they move nearly in lockstep. GXPS charges 0.25%/yr vs 0.08%/yr for FSTA.

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.

Returns By Period

In the year-to-date period, GXPS achieves a 7.14% return, which is significantly higher than FSTA's 5.79% return.

GXPS

• 1D: 0.91%
• 1M: -2.93%
• YTD: 7.14%
• 6M: 5.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FSTA

• 1D: 0.60%
• 1M: -3.29%
• YTD: 5.79%
• 6M: 4.33%
• 1Y: 1.01%
• 3Y*: 7.34%
• 5Y*: 5.97%
• 10Y*: 7.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPS vs. FSTA - Yearly Performance Comparison

	2026 (YTD)	2025
GXPS Global X PureCap MSCI Consumer Staples ETF	7.14%	-1.72%
FSTA Fidelity MSCI Consumer Staples Index ETF	5.79%	-3.44%

Correlation

The correlation between GXPS and FSTA is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.95

Return for Risk

GXPS vs. FSTA — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 9
FSTA Sharpe Ratio Rank: 9
FSTA Sortino Ratio Rank: 9
FSTA Omega Ratio Rank: 9
FSTA Calmar Ratio Rank: 10
FSTA Martin Ratio Rank: 9

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.

Sharpe Ratios by Period

	GXPS	FSTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.08	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.61	-0.17

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.

Drawdown Indicators

	GXPS	FSTA	Difference
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 (3Y) Largest decline over 3 years	—	-11.76%	—
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	-7.97%	-8.55%	+0.58%
Average Drawdown Average peak-to-trough decline	-3.87%	-3.55%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.54%	—

Volatility

Volatility by Period

	GXPS	FSTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.77%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	12.38%	+1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	13.11%	+0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.97%	14.56%	-0.59%

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%.

Dividends

GXPS vs. FSTA - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.56%, less than FSTA's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.25%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%
GXPS Global X PureCap MSCI Consumer Staples ETF	0.56%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXPS and FSTA in my portfolio?

With a correlation of 0.95, GXPS and FSTA 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.

Which ETF is better, GXPS or FSTA?

On fees, FSTA is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GXPS or FSTA?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.25% for GXPS.

Which ETF pays a higher dividend yield, GXPS or FSTA?

FSTA has the higher dividend yield at 2.25%, compared with 0.56% for GXPS.

What is the main difference between GXPS and FSTA?

GXPS tracks MSCI USA Consumer Staples Index, while FSTA tracks MSCI USA IMI Consumer Staples Index. They also come from different issuers: Global X and Fidelity. Their fees differ too: 0.25% for GXPS and 0.08% for FSTA.