GXPS vs. FSTA
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 0.96 correlation, they move nearly in lockstep. GXPS charges 0.25%/yr vs 0.08%/yr for FSTA.
Performance
GXPS vs. FSTA - Performance Comparison
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Returns By Period
In the year-to-date period, GXPS achieves a 9.89% return, which is significantly higher than FSTA's 8.86% return.
GXPS
- 1D
- 1.97%
- 1M
- -1.48%
- YTD
- 9.89%
- 6M
- 10.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSTA
- 1D
- 1.73%
- 1M
- -0.47%
- YTD
- 8.86%
- 6M
- 8.88%
- 1Y
- 5.28%
- 3Y*
- 8.04%
- 5Y*
- 7.17%
- 10Y*
- 7.91%
GXPS vs. FSTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 9.89% | -1.72% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 8.86% | -3.29% |
Correlation
The correlation between GXPS and FSTA is 0.96 - 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 23, 2025 | 0.96 |
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Return for Risk
GXPS vs. FSTA — Risk / Return Rank
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FSTA
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.
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.
| GXPS | FSTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.57 | — |
| Martin ratioReturn relative to average drawdown | — | 1.12 | — |
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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
| GXPS | FSTA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.61% | -5.90% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.56% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.71% | — |
Volatility
GXPS vs. FSTA - Volatility Comparison
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Volatility by Period
| GXPS | FSTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.99% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 12.79% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 13.17% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.24% | 14.59% | -0.35% |
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 0.54%, less than FSTA's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.20% | 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 | 0.54% | 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
With a correlation of 0.96, 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.
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.
FSTA is cheaper with a 0.08% expense ratio, compared with 0.25% for GXPS.
FSTA has the higher dividend yield at 2.20%, compared with 0.54% for GXPS.
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.
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